CFTC Commitments of Traders

Futures+Options 6/17/17


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3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT Ethenol              CBOT LT 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                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

CME S&P 400 E-Mini        CME S&P CONSOLIDATED        

CRUDE OIL AVG PRICE OPTIO CSCE COCOA                  

CSCE COFFEE C             CSCE SUGAR NO. 11           

DJ UBS Excess Return      EAST WEST FUEL OIL SWAP     

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

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 S&P E MINI              

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

NAPTHA CRACK SPR SWAP     NYCE COTTON NO. 2           

NYCE US DOLLAR INDEX      NYME CRUDE OIL              

NYME GULF 6 3% SULFUR SWA NYME H.H.PENULTIMATE SWAP   

NYME HEATING OIL #2       NYME HENRY HUB GAS SWAP     

NYME NATURAL GAS          NYME PALLADIUM              

NYME PLATINUM             NYME RBOB GASOLINE          

NYME WTI Oil Calendar Swp RBOB CALENDAR SWAP          

Russel 2000 Emini X $100  SING 180 380 Fuel Oil Swa   

SING JET KERO GASOIL SWAP UP DN GC ULSD VS HO SPR S   


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 556,853 COMMITMENTS 133,507 207,553 185,796 191,475 120,610 510,778 513,959 46,075 42,894 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,303) -1,233 -19,003 844 -15,821 -3,506 -16,210 -21,664 -3,093 2,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 37.3 33.4 34.4 21.7 91.7 92.3 8.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 447) 137 160 173 115 112 359 353
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,985 COMMITMENTS 103,415 70,182 63,459 112,668 145,689 279,542 279,331 26,443 26,655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 522) 4,379 -15,061 1,403 -4,124 12,680 1,658 -978 -1,136 1,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 22.9 20.7 36.8 47.6 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 80 55 71 92 95 204 197
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 86,838 COMMITMENTS 14,515 7,127 8,278 43,800 57,136 66,592 72,541 20,246 14,297 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,986) 2,183 1,465 2,233 1,857 4,079 6,272 7,776 3,714 2,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 8.2 9.5 50.4 65.8 76.7 83.5 23.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 31 10 21 51 46 93 69
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,923,781 COMMITMENTS 367,670 337,989 553,182 740,681 806,692 1661,534 1697,864 262,247 225,917 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60,563) 6,044 -106,708 71,101 -26,123 79,719 51,022 44,112 9,541 16,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 17.6 28.8 38.5 41.9 86.4 88.3 13.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 818) 239 169 261 338 330 714 649
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,090 COMMITMENTS 1,966 143 918 2,139 6,044 5,023 7,106 3,067 984 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 314) 6 -175 -29 12 449 -11 245 325 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 1.8 11.4 26.4 74.7 62.1 87.8 37.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 17 6 7 9 11 30 20
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 903,351 COMMITMENTS 131,891 204,233 257,871 451,632 329,627 841,394 791,730 61,957 111,621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,582) 1,806 -15,641 7,931 -8,901 9,750 836 2,039 -2,418 -3,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 22.6 28.5 50.0 36.5 93.1 87.6 6.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 639) 174 193 249 190 217 502 545
CFTC#005606 SOYBEAN CSO - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,611 COMMITMENTS 2,988 2,845 3,091 8,077 8,240 14,157 14,177 454 434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18) -52 32 18 4 -38 -30 12 12 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 19.5 21.2 55.3 56.4 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 9 12 10 11 23 24
CFTC#00639H CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 7,743 COMMITMENTS 460 125 0 7,279 7,612 7,739 7,737 4 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.6 0.0 94.0 98.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 2 0 8 9 14 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639W NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 29,808 COMMITMENTS 15,210 9,764 300 14,298 19,728 29,808 29,792 0 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37) -150 -150 0 187 187 37 37 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 32.8 1.0 48.0 66.2 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 7 2 11 6 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 45,086 COMMITMENTS 15,846 20,833 20 29,220 24,233 45,086 45,086 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 46.2 0.0 64.8 53.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 9 2 9 6 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 72,385 COMMITMENTS 5,986 8,418 4,548 61,846 59,344 72,380 72,310 5 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,035) -125 38 475 3,684 3,521 4,035 4,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 11.6 6.3 85.4 82.0 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 8 9 9 13 13 27 25
CFTC#0063A1 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,542 COMMITMENTS 7,989 896 0 31,553 38,646 39,542 39,542 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18) 0 -10 0 -18 -8 -18 -18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 2.3 0.0 79.8 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 0 10 11 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 34,642 COMMITMENTS 6,575 15,673 387 27,680 18,582 34,642 34,642 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 45.2 1.1 79.9 53.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 7 2 8 5 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 23,565 COMMITMENTS 3,550 5,645 0 20,015 17,920 23,565 23,565 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -200) -200 0 0 0 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 24.0 0.0 84.9 76.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 7 0 7 4 11 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AA PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 17,867 COMMITMENTS 8,330 7,070 0 9,537 10,797 17,867 17,867 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 39.6 0.0 53.4 60.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 5 5 0 8 8 13 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 29,201 COMMITMENTS 14,256 14,845 700 14,244 13,656 29,201 29,201 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6) 0 0 0 -5 -6 -6 -6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 50.8 2.4 48.8 46.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 6 3 9 7 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 19,295 COMMITMENTS 9,495 6,607 100 9,700 12,588 19,295 19,295 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 34.2 0.5 50.3 65.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 1 7 5 15 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 21,081 COMMITMENTS 760 2,220 65 20,236 18,796 21,061 21,081 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -57) 0 -144 19 -87 68 -67 -57 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 10.5 0.3 96.0 89.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 6 1 12 11 16 17
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 463,085 COMMITMENTS 108,687 114,609 113,932 206,956 200,720 429,574 429,261 33,511 33,824 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -38,250) -2,759 -16,196 -15,534 -19,601 -3,397 -37,895 -35,127 -355 -3,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 24.7 24.6 44.7 43.3 92.8 92.7 7.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 344) 101 94 139 95 84 274 274
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 874,197 COMMITMENTS 147,014 100,330 126,548 416,784 474,829 690,346 701,707 183,851 172,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,488) 15,870 -19,565 -5,596 2,908 50,990 13,182 25,829 8,306 -4,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 11.5 14.5 47.7 54.3 79.0 80.3 21.0 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 168) 42 28 46 75 80 134 137
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 763,353 COMMITMENTS 33,308 131,263 17,313 594,468 529,116 645,089 677,692 118,265 85,662 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,432) -6,037 -7,130 -696 -6,044 -3,530 -12,777 -11,357 -2,655 -4,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 17.2 2.3 77.9 69.3 84.5 88.8 15.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113) 13 14 11 64 65 84 83
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,179 COMMITMENTS 7,222 1,918 1,935 36,814 42,123 45,971 45,976 208 203 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,899) 42 133 386 2,481 2,415 2,909 2,934 -10 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 4.2 4.2 79.7 91.2 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 11 5 9 32 41 46 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,151 COMMITMENTS 734 217 644 7,910 8,679 9,288 9,540 863 611 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 273) -1 0 40 196 192 235 232 38 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.1 6.3 77.9 85.5 91.5 94.0 8.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 5 9 31 33 40 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,334 COMMITMENTS 655 105 612 9,565 10,273 10,832 10,990 502 344 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 407) -21 -16 126 387 319 492 429 -85 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.9 5.4 84.4 90.6 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 5 3 7 32 37 40 45
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,882 COMMITMENTS 114 1,067 253 4,918 4,250 5,285 5,570 597 312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) -5 182 -8 384 235 371 409 18 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 18.1 4.3 83.6 72.3 89.9 94.7 10.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 3 9 6 23 20 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A19 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,870 COMMITMENTS 100 740 79 1,581 880 1,760 1,699 110 171 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 70) -10 20 20 30 30 40 70 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 39.6 4.2 84.5 47.1 94.1 90.9 5.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 5 4 9 8 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,544 COMMITMENTS 130 2,534 175 18,214 15,820 18,519 18,529 25 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) -100 275 25 230 -130 155 170 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.7 0.9 98.2 85.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 7 4 25 21 30 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,927 COMMITMENTS 1,311 2,560 269 6,850 5,832 8,430 8,661 497 266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 531) -6 152 45 528 480 567 677 -36 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 28.7 3.0 76.7 65.3 94.4 97.0 5.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 12 6 10 22 22 38 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 5,857 COMMITMENTS 600 522 182 4,317 4,988 5,099 5,692 758 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18) 0 -20 0 13 28 13 8 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 8.9 3.1 73.7 85.2 87.1 97.2 12.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 3 4 16 17 22 22
CFTC#022651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 423,575 COMMITMENTS 75,883 76,578 92,107 218,004 214,193 385,993 382,877 37,581 40,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,544) 1,291 8,790 14,396 10,074 -141 25,761 23,045 1,783 4,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 18.1 21.7 51.5 50.6 91.1 90.4 8.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 208) 52 49 77 84 85 181 178
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,412 COMMITMENTS 0 75 300 27,950 35,091 28,250 35,466 11,162 3,946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,981) 0 75 -75 4,494 5,591 4,419 5,591 -1,438 -2,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.8 70.9 89.0 71.7 90.0 28.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 1 19 22 20 23
CFTC#023391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,488,532 COMMITMENTS 958,965 101,377 785,632 3706,425 4592,614 5451,022 5479,623 37,510 8,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,498) -3,149 -34,723 -24,038 45,043 78,087 17,856 19,326 642 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.8 14.3 67.5 83.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 230) 61 24 63 134 121 214 191
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,823,490 COMMITMENTS 117,040 23,670 852,967 850,646 945,975 1820,653 1822,612 2,837 878 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 66,147) 14,705 1,610 25,439 26,006 39,024 66,150 66,073 -3 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.3 46.8 46.6 51.9 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 16 16 28 57 54 88 83
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,249 COMMITMENTS 9,778 3,727 3,001 173,135 190,216 185,914 196,944 14,335 3,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,339) 610 1,164 384 -17 -423 977 1,125 362 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 1.9 1.5 86.5 95.0 92.8 98.3 7.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 3 6 34 30 44 36
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,660 COMMITMENTS 130 584 211 92,996 93,292 93,337 94,087 5,323 4,573 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,745) 130 0 180 2,078 2,267 2,388 2,447 357 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.6 0.2 94.3 94.6 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 1 2 25 28 27 30
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,955 COMMITMENTS 1,694 305 1,962 201,640 208,847 205,296 211,114 13,659 7,841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,889) 466 305 76 2,348 2,665 2,890 3,046 -1 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.1 0.9 92.1 95.4 93.8 96.4 6.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 1 2 23 26 26 28
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,033,006 COMMITMENTS 1,434 17,984 9,644 1011,680 999,764 1022,758 1027,392 10,248 5,614 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,508) -151 1,330 146 -9,518 -9,486 -9,523 -8,010 15 -1,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.7 0.9 97.9 96.8 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 3 3 4 53 35 59 39
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,317 COMMITMENTS 6,577 1,403 155 444,219 458,594 450,951 460,152 16,366 7,165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,629) 239 1,403 155 8,870 8,444 9,264 10,002 365 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 0.0 95.1 98.1 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 2 2 1 37 45 40 47
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,038 COMMITMENTS 889 3 1,865 366,115 378,945 368,869 380,813 17,169 5,225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,469) -1,379 3 158 7,435 8,339 6,214 8,500 2,255 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.5 94.8 98.2 95.6 98.6 4.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 2 1 3 37 41 40 44
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,920 COMMITMENTS 1,577 0 1,349 179,821 180,319 182,747 181,668 4,173 5,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,702) 1,577 -665 -122 12,014 10,141 13,469 9,354 -3,767 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.7 96.2 96.5 97.8 97.2 2.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 0 2 29 34 31 36
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 100,961 COMMITMENTS 5,300 4,231 2,146 91,541 89,977 98,987 96,354 1,974 4,607 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,875) -1,463 1,582 524 4,673 35 3,734 2,141 -859 734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 4.2 2.1 90.7 89.1 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 3 2 25 26 29 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 30,457 COMMITMENTS 0 0 0 28,815 30,157 28,815 30,157 1,642 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,440) 0 0 0 4,440 4,440 4,440 4,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 99.0 94.6 99.0 5.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 10 12 10 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,145 COMMITMENTS 882 279 1,071 88,153 90,437 90,106 91,787 8,039 6,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 890) 518 0 -266 521 1,125 773 859 117 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 1.1 89.8 92.1 91.8 93.5 8.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 18 18 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 161,249 COMMITMENTS 0 0 0 153,738 159,356 153,738 159,356 7,511 1,893 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,241) 0 0 0 1,303 1,303 1,303 1,303 -62 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 98.8 95.3 98.8 4.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 0 0 0 25 27 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 67,750 COMMITMENTS 0 0 0 62,174 63,613 62,174 63,613 5,576 4,137 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 366) 0 0 0 152 -62 152 -62 214 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 93.9 91.8 93.9 8.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 17 16 17 16
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,918 COMMITMENTS 1,410 810 0 14,428 15,406 15,838 16,216 1,080 702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 4.8 0.0 85.3 91.1 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 0 13 15 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 593,422 COMMITMENTS 48,860 5,980 3,321 532,913 575,850 585,094 585,151 8,328 8,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,672) -143 -1,226 -1,746 5,016 5,571 3,127 2,599 -455 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.0 0.6 89.8 97.0 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 6 3 4 56 57 63 63 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,803 COMMITMENTS 0 1,719 403 109,659 107,475 110,062 109,597 8,741 9,206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,229) -1,331 -342 -232 -1,874 -2,223 -3,437 -2,797 1,208 568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.3 92.3 90.5 92.6 92.3 7.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 1 23 21 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 75,702 COMMITMENTS 0 204 372 73,351 71,866 73,723 72,442 1,979 3,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -62) 0 0 0 -62 -62 -62 -62 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.5 96.9 94.9 97.4 95.7 2.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 15 19 16 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 97,406 COMMITMENTS 0 0 0 96,182 93,604 96,182 93,604 1,224 3,802 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,968) 0 0 0 -1,968 -1,968 -1,968 -1,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 96.1 98.7 96.1 1.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 12 14 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 127,692 COMMITMENTS 38,606 8,310 0 88,152 118,272 126,758 126,582 934 1,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,968) 0 0 0 -2,058 -1,968 -2,058 -1,968 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 6.5 0.0 69.0 92.6 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 8 10 0 18 43 26 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 108,040 COMMITMENTS 0 1,088 0 107,042 103,143 107,042 104,231 998 3,809 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,464) 0 248 0 3,464 3,336 3,464 3,584 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 99.1 95.5 99.1 96.5 0.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 2 0 16 22 16 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 264,313 COMMITMENTS 2,819 589 901 250,306 255,278 254,026 256,768 10,287 7,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 580) -980 589 274 499 -221 -207 642 787 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 0.3 94.7 96.6 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 1 31 31 33 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 123,426 COMMITMENTS 422 0 1,687 116,865 119,551 118,974 121,238 4,452 2,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,421) 422 -431 493 2,537 3,870 3,452 3,932 -31 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 1.4 94.7 96.9 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 20 23 21 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 141,944 COMMITMENTS 4,067 419 798 129,427 134,975 134,292 136,192 7,652 5,752 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,918) 22 419 157 2,344 2,191 2,523 2,767 395 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.3 0.6 91.2 95.1 94.6 95.9 5.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 19 14 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 124,748 COMMITMENTS 0 0 0 113,321 122,326 113,321 122,326 11,427 2,422 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -630) 0 0 0 -599 -171 -599 -171 -31 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.8 98.1 90.8 98.1 9.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 19 18 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 64,236 COMMITMENTS 240 0 0 63,266 63,872 63,506 63,872 730 364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 98.5 99.4 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 10 13 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 113,443 COMMITMENTS 802 0 310 103,923 109,544 105,035 109,854 8,408 3,589 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,430) 494 0 93 2,870 2,571 3,457 2,664 -27 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.3 91.6 96.6 92.6 96.8 7.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 19 19 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 157,406 COMMITMENTS 0 2,213 7,968 139,745 136,800 147,713 146,981 9,693 10,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,438) 0 652 1,120 505 729 1,625 2,501 -3,063 -3,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 5.1 88.8 86.9 93.8 93.4 6.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 0 3 4 32 23 36 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BW SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 18,130 COMMITMENTS 0 1,140 0 16,390 16,510 16,390 17,650 1,740 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 744) 0 0 0 744 744 744 744 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 90.4 91.1 90.4 97.4 9.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 16 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 24,441 COMMITMENTS 2,550 210 0 21,129 22,981 23,679 23,191 762 1,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.9 0.0 86.4 94.0 96.9 94.9 3.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 0 11 11 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 179,240 COMMITMENTS 14,388 4,386 814 157,845 164,287 173,047 169,487 6,193 9,753 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,512) 17 -1,353 214 5,915 6,691 6,146 5,552 366 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 2.4 0.5 88.1 91.7 96.5 94.6 3.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 3 2 2 35 31 39 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 85,304 COMMITMENTS 525 0 0 72,781 76,781 73,306 76,781 11,998 8,523 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 -918 539 -918 539 2,113 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 85.3 90.0 85.9 90.0 14.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 0 0 20 19 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 99,050 COMMITMENTS 0 0 0 90,268 94,558 90,268 94,558 8,782 4,492 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 479) 0 0 0 753 -8 753 -8 -274 487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 95.5 91.1 95.5 8.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 23 16 23 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 62,268 COMMITMENTS 2,043 617 0 52,464 55,969 54,507 56,586 7,761 5,682 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 617 0 183 95 183 712 217 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.0 0.0 84.3 89.9 87.5 90.9 12.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 11 14 12 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 31,460 COMMITMENTS 2,310 210 0 28,664 31,040 30,974 31,250 486 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,068) 0 0 0 4,068 4,068 4,068 4,068 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.7 0.0 91.1 98.7 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 0 13 11 16 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 115,120 COMMITMENTS 2,282 0 0 103,277 107,153 105,559 107,153 9,561 7,967 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,847) 248 0 0 607 2,241 855 2,241 992 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 89.7 93.1 91.7 93.1 8.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 0 27 16 28 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 76,476 COMMITMENTS 0 0 0 66,526 70,205 66,526 70,205 9,950 6,271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,219) 0 0 0 3,005 3,219 3,005 3,219 214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.0 91.8 87.0 91.8 13.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 16 13 16 13
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,487,880 COMMITMENTS 373,457 377,762 508,000 531,397 558,607 1412,854 1444,369 75,027 43,511 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -44,845) 3,779 5,155 -30,444 -19,515 -16,780 -46,180 -42,069 1,335 -2,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 25.4 34.1 35.7 37.5 95.0 97.1 5.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 338) 151 100 162 73 64 296 263
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 621,428 COMMITMENTS 90,066 36,819 190,962 332,579 390,423 613,607 618,203 7,821 3,224 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,107) 4,421 2,823 8,964 6,599 8,334 19,985 20,121 123 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 5.9 30.7 53.5 62.8 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 138) 49 26 58 62 55 132 118
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 412,941 COMMITMENTS 178,561 147,627 34,591 185,313 221,005 398,465 403,224 14,476 9,717 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -775) -5,063 3,795 3,758 -260 -8,329 -1,565 -777 790 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 35.8 8.4 44.9 53.5 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 19 17 28 39 42 73 72 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 134,455 COMMITMENTS 12,310 50,438 21,536 85,111 53,814 118,957 125,788 15,498 8,667 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,223) -290 -2,267 3,951 1,015 3,394 4,676 5,078 547 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 37.5 16.0 63.3 40.0 88.5 93.6 11.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 7 19 19 24 24 47 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 53,777 COMMITMENTS 4,668 8,271 39,441 9,566 5,945 53,676 53,657 102 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,503) 336 917 224 942 389 1,502 1,530 1 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 15.4 73.3 17.8 11.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 9 8 16 9 9 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 174,671 COMMITMENTS 6,455 12,601 56,016 111,782 105,519 174,252 174,136 418 535 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,334) 1,209 470 5,264 4,852 5,635 11,326 11,369 8 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 7.2 32.1 64.0 60.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 17 6 22 13 14 35 37
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 65,047 COMMITMENTS 26,927 20,780 6,192 30,933 37,211 64,052 64,183 995 864 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -317) -942 32 432 449 -736 -61 -272 -256 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 31.9 9.5 47.6 57.2 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 15 14 20 20 20 45 44
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,575 COMMITMENTS 5,439 1,012 1,005 3,659 8,061 10,103 10,078 472 497 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 740) 475 -250 80 205 895 760 725 -20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 9.6 9.5 34.6 76.2 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 11 3 5 9 12 22 18
CFTC#02465E COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 919 COMMITMENTS 251 200 273 394 447 918 919 2 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1) 3 -5 2 -6 2 -1 -1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 21.7 29.7 42.9 48.6 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 7 10 10 12 21 25
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,555 COMMITMENTS 1,044 363 553 648 1,479 2,245 2,395 310 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -399) -87 221 -62 -306 -592 -455 -433 56 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 14.2 21.6 25.4 57.9 87.9 93.7 12.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 11 4 5 5 9 18 16
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 3,430 COMMITMENTS 300 380 30 2,919 2,741 3,249 3,151 181 279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 146) 65 60 10 41 46 116 116 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 11.1 0.9 85.1 79.9 94.7 91.9 5.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 3 1 13 15 15 19
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,361 COMMITMENTS 6,275 1,417 5,489 29,329 34,283 41,093 41,189 268 172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 170) 815 198 -527 -144 455 144 126 27 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 3.4 13.3 70.9 82.9 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 101) 18 12 18 54 63 81 86
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 454,939 COMMITMENTS 84,557 103,544 104,878 217,732 204,428 407,166 412,849 47,773 42,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,626) 1,952 -3,463 1,920 -5,321 75 -1,449 -1,468 -177 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 22.8 23.1 47.9 44.9 89.5 90.7 10.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 307) 80 75 101 116 103 257 241
CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,881 COMMITMENTS 410 421 477 2,678 2,748 3,565 3,646 316 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 130) -27 -45 -45 187 220 115 130 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.8 12.3 69.0 70.8 91.9 93.9 8.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 6 9 14 18 25 28
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 296,841 COMMITMENTS 102,258 17,529 61,353 117,956 202,842 281,567 281,724 15,274 15,117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,381) -7,241 4,407 5,854 5,449 -9,824 4,063 438 -1,682 1,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 5.9 20.7 39.7 68.3 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 140 75 93 76 76 261 206
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,276,370 COMMITMENTS 696,116 18,119 71,471 483,657 1168,235 1251,244 1257,825 25,126 18,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,687) 2,210 2,103 -343 4,535 5,421 6,402 7,181 1,285 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 1.4 5.6 37.9 91.5 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 22 9 22 43 45 73 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,912 COMMITMENTS 8,707 50,282 26,690 213,827 170,930 249,224 247,902 2,688 4,010 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,055) -752 2,773 4,456 3,693 -254 7,397 6,975 -342 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 20.0 10.6 84.9 67.9 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 10 13 19 35 31 56 52
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,174 COMMITMENTS 1,840 5,800 2,660 22,314 18,354 26,814 26,814 360 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 292) 280 -520 200 -188 612 292 292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 21.3 9.8 82.1 67.5 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 5 9 7 17 19
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,831 COMMITMENTS 2,922 1,941 1,319 4,329 5,922 8,570 9,182 2,261 1,650 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 570) 224 14 111 122 533 457 658 112 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 17.9 12.2 40.0 54.7 79.1 84.8 20.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 26 16 16 23 15 56 41
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,085 COMMITMENTS 1,446 4,021 2,583 8,930 6,706 12,959 13,310 2,126 1,775 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 274) -133 77 -19 547 385 395 443 -121 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 26.7 17.1 59.2 44.5 85.9 88.2 14.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 21 22 17 30 22 56 56
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,398,118 COMMITMENTS 263,047 343,733 56,553 954,120 849,492 1273,721 1249,778 124,398 148,340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,447) 13,999 56,764 -8,500 18,733 -25,280 24,232 22,984 -3,785 -2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 24.6 4.0 68.2 60.8 91.1 89.4 8.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 64 56 41 109 112 187 195
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,754,501 COMMITMENTS 828,236 542,905 388,525 2141,188 2266,143 3357,948 3197,573 396,552 556,928 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -76,085) -31,952 -118,991 -12,778 -33,077 48,307 -77,807 -83,461 1,722 7,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 14.5 10.3 57.0 60.4 89.4 85.2 10.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 409) 79 100 105 175 196 312 343
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 366,075 COMMITMENTS 65,644 38,443 4,112 207,700 215,468 277,456 258,023 88,619 108,052 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,353) -9,226 -3,320 1,169 8,919 5,852 862 3,701 491 -2,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 10.5 1.1 56.7 58.9 75.8 70.5 24.2 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60) 8 6 7 37 38 50 46
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,314,774 COMMITMENTS 549,592 593,583 182,972 2280,898 2174,587 3013,462 2951,142 301,312 363,632 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,121) 24,969 -16,424 -9,565 -42,920 1,769 -27,515 -24,220 -4,606 -7,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 17.9 5.5 68.8 65.6 90.9 89.0 9.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 294) 51 62 65 123 152 211 242
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,680,065 COMMITMENTS 326,953 294,841 334,728 967,234 990,196 1628,915 1619,765 51,150 60,300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 71,627) 5,787 -27,293 29,042 32,309 66,423 67,138 68,172 4,489 3,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 17.5 19.9 57.6 58.9 97.0 96.4 3.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 143) 25 38 48 62 67 115 132
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,907 COMMITMENTS 769 1,401 996 4,973 5,106 6,737 7,503 1,169 404 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 341) 32 36 30 259 310 321 376 20 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 17.7 12.6 62.9 64.6 85.2 94.9 14.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 9 9 19 23 30 36
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,185 COMMITMENTS 17,610 6,007 12,964 14,229 20,765 44,803 39,736 4,383 9,449 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 134) 172 -556 57 31 542 260 43 -126 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 12.2 26.4 28.9 42.2 91.1 80.8 8.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 24 20 32 30 35 68 73
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,413 COMMITMENTS 595 810 1,747 6,335 6,145 8,677 8,701 736 711 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 356) 6 99 80 386 224 473 404 -117 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 8.6 18.6 67.3 65.3 92.2 92.4 7.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 8 9 13 26 19 42 33
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,658 COMMITMENTS 495 4,217 238 3,781 810 4,514 5,265 1,144 393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32) -46 -12 8 32 -21 -6 -24 -26 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 74.5 4.2 66.8 14.3 79.8 93.0 20.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 5 4 12 8 18 15
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 321,182 COMMITMENTS 97,333 23,700 103,125 94,915 151,622 295,373 278,448 25,809 42,734 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,229) 1,653 -1,330 5,673 -471 1,371 6,855 5,713 1,374 2,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 7.4 32.1 29.6 47.2 92.0 86.7 8.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 135 56 121 76 85 262 221
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 476,033 COMMITMENTS 183,242 19,125 122,129 135,251 266,433 440,622 407,686 35,411 68,346 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,303) 1,698 -1,101 3,779 -1,509 -1,167 3,968 1,511 -665 1,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 4.0 25.7 28.4 56.0 92.6 85.6 7.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 468) 159 75 149 139 185 388 351
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,612 COMMITMENTS 1,202 1,055 818 1,201 1,713 3,222 3,586 1,390 1,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -617) 9 -272 -306 -268 -87 -564 -664 -53 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 22.9 17.7 26.1 37.1 69.9 77.8 30.1 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 15 13 14 22 21 45 42
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 69,758 COMMITMENTS 26,868 7,678 18,895 15,188 18,812 60,951 45,385 8,807 24,373 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 307) -125 -152 519 -56 -21 338 345 -31 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 11.0 27.1 21.8 27.0 87.4 65.1 12.6 34.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 245) 74 51 67 66 97 179 186
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,769 COMMITMENTS 1,130 16,601 5,676 25,317 9,149 32,123 31,426 646 1,343 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 906) 47 182 124 678 548 848 854 58 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 50.7 17.3 77.3 27.9 98.0 95.9 2.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 10 19 20 27 23 49 50
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 137,457 COMMITMENTS 21,658 9,355 14,908 100,425 112,661 136,992 136,925 465 532 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,434) -191 264 670 1,921 1,481 2,399 2,415 35 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 6.8 10.8 73.1 82.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69) 13 11 20 41 43 65 63
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 38,594 COMMITMENTS 2,475 825 1,250 34,869 36,519 38,594 38,594 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) -250 -100 400 165 15 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.1 3.2 90.3 94.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 6 3 28 22 34 30
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 28,544 COMMITMENTS 2,175 550 300 26,069 27,694 28,544 28,544 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -340) -575 150 -50 285 -440 -340 -340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.9 1.1 91.3 97.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 1 1 24 23 28 25
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 184,808 COMMITMENTS 6,304 34,742 1,705 176,645 148,236 184,654 184,683 154 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 384) -640 2,080 100 924 -1,791 384 389 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 18.8 0.9 95.6 80.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 5 7 5 38 38 45 48
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,052 COMMITMENTS 509 6,770 3,029 63,472 57,233 67,010 67,032 42 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,335) 189 -225 466 681 1,094 1,335 1,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 10.1 4.5 94.7 85.4 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 7 6 23 23 33 33
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 24,954 COMMITMENTS 200 450 450 24,298 24,054 24,948 24,954 6 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,865) 0 225 0 1,865 1,640 1,865 1,865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.8 1.8 97.4 96.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 1 13 16 16 20
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 58,875 COMMITMENTS 413 3,775 632 57,791 54,408 58,836 58,815 39 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 440) 0 0 0 440 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.4 1.1 98.2 92.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 3 2 27 28 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 60,661 COMMITMENTS 1,618 2,000 400 58,454 58,126 60,472 60,526 189 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 115) 0 100 0 175 15 175 115 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.3 0.7 96.4 95.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 5 3 26 28 31 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 64,750 COMMITMENTS 425 17,400 0 63,926 47,230 64,351 64,630 399 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520) 0 0 0 520 520 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 26.9 0.0 98.7 72.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 1 0 28 25 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 81,753 COMMITMENTS 605 17,400 0 80,841 64,098 81,446 81,498 307 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 280) 0 0 0 280 280 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 21.3 0.0 98.9 78.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 1 0 29 26 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,970 COMMITMENTS 700 850 50 32,966 32,940 33,716 33,840 254 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,180) 0 -50 0 -1,153 -1,120 -1,153 -1,170 -27 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.5 0.1 97.0 97.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 1 21 18 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 37,240 COMMITMENTS 2,125 0 150 34,905 36,886 37,180 37,036 60 204 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,155) -300 0 0 -855 -1,143 -1,155 -1,143 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.4 93.7 99.0 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 0 1 20 24 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 15,440 COMMITMENTS 0 750 0 15,440 14,690 15,440 15,440 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -850) 0 -50 0 -850 -800 -850 -850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 **** 95.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 17 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 19,278 COMMITMENTS 1,300 2,401 700 17,048 15,877 19,048 18,978 230 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,246) -350 -272 150 -1,041 -1,124 -1,241 -1,246 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 12.5 3.6 88.4 82.4 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 4 2 24 24 28 29
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,402 COMMITMENTS 1,050 1,032 600 6,597 6,470 8,247 8,102 155 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -705) 150 0 -250 -600 -455 -700 -705 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 12.3 7.1 78.5 77.0 98.2 96.4 1.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 12 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AP NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,015 COMMITMENTS 190 775 500 10,945 10,700 11,635 11,975 380 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 200 0 -50 -250 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 6.5 4.2 91.1 89.1 96.8 99.7 3.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 2 12 13 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,165 COMMITMENTS 0 1,050 150 41,670 40,895 41,820 42,095 345 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,969) 0 -50 0 -2,179 -1,909 -2,179 -1,959 210 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.4 98.8 97.0 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 1 24 22 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 49,021 COMMITMENTS 1,675 1,400 150 47,196 47,471 49,021 49,021 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,420) -225 100 -200 -1,995 -2,320 -2,420 -2,420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 2.9 0.3 96.3 96.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 3 2 30 27 33 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,359 COMMITMENTS 1,345 320 340 46,569 47,639 48,254 48,299 105 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 570) 0 0 0 570 570 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.7 0.7 96.3 98.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 1 20 10 23 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 59,859 COMMITMENTS 1,660 2,420 515 57,499 56,924 59,674 59,859 185 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 875) 0 100 0 875 775 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.0 0.9 96.1 95.1 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 2 1 26 14 29 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 69,546 COMMITMENTS 240 257 444 68,717 68,456 69,401 69,157 145 389 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -457) 0 119 -273 -228 -273 -501 -427 44 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.4 0.6 98.8 98.4 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 1 1 31 29 33 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 101,711 COMMITMENTS 4,986 4,696 1,070 95,549 95,461 101,605 101,227 106 484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,763) 60 715 -137 2,813 2,155 2,736 2,733 27 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.6 1.1 93.9 93.9 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 7 3 30 32 41 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 32,589 COMMITMENTS 950 75 0 31,604 32,514 32,554 32,589 35 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,020) 50 0 0 970 1,020 1,020 1,020 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.2 0.0 97.0 99.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 0 16 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 44,746 COMMITMENTS 1,524 4,550 75 43,140 40,121 44,739 44,746 7 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) -80 0 0 200 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 10.2 0.2 96.4 89.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 1 1 28 19 32 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 46,350 COMMITMENTS 3,635 1,550 1,910 40,535 42,580 46,080 46,040 270 310 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 910) -380 -50 0 1,290 960 910 910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.3 4.1 87.5 91.9 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 2 3 22 22 29 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 34,119 COMMITMENTS 0 2,812 40 33,979 31,147 34,019 33,999 100 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 930) 0 140 0 925 790 925 930 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 0.1 99.6 91.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 4 1 20 18 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 30,486 COMMITMENTS 0 1,650 0 30,322 28,561 30,322 30,211 164 275 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,125 885 1,125 885 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 99.5 93.7 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 1 0 17 15 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 30,860 COMMITMENTS 1,432 0 547 28,440 30,248 30,419 30,795 441 65 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 609) 285 -115 -85 409 809 609 609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 1.8 92.2 98.0 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 0 2 21 21 27 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,029 COMMITMENTS 1,060 50 1 21,818 22,788 22,879 22,839 150 190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) 0 50 0 550 500 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.2 0.0 94.7 99.0 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 1 1 20 17 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 48,825 COMMITMENTS 2,210 7,774 226 46,008 40,785 48,444 48,785 381 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -702) 0 -60 10 -712 -677 -702 -727 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 15.9 0.5 94.2 83.5 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 2 2 30 26 34 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 34,451 COMMITMENTS 1,650 2,350 0 32,731 32,094 34,381 34,444 70 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63) 0 0 0 63 63 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 6.8 0.0 95.0 93.2 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 1 0 26 21 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C7 NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ MW OPEN INTEREST: 6,220 COMMITMENTS 0 195 105 5,770 5,885 5,875 6,185 345 35 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.7 92.8 94.6 94.5 99.4 5.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 11 13 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 18,543 COMMITMENTS 0 1,375 1,075 17,468 16,093 18,543 18,543 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 5.8 94.2 86.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 4 1 19 15 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CC PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 13,250 COMMITMENTS 0 175 0 13,250 13,075 13,250 13,250 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 **** 98.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,740 COMMITMENTS 815 0 0 17,890 19,720 18,705 19,720 1,035 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.0 90.6 99.9 94.8 99.9 5.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 15 12 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,400 COMMITMENTS 380 385 440 20,315 20,555 21,135 21,380 265 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.8 2.1 94.9 96.1 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 2 20 14 23 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 547,514 COMMITMENTS 16,945 75,227 61,922 468,499 410,365 547,366 547,514 148 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,592) 8,706 -838 -6,425 -100 10,469 2,181 3,206 -589 -1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 13.7 11.3 85.6 75.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 3 4 20 20 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CU PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,750 COMMITMENTS 80 0 0 9,255 9,680 9,335 9,680 415 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 0 0 155 160 155 160 75 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 94.9 99.3 95.7 99.3 4.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 29,135 COMMITMENTS 1,100 0 0 27,424 29,130 28,524 29,130 611 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 94.1 **** 97.9 **** 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 16 12 18 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,036 COMMITMENTS 1,000 0 0 25,664 27,035 26,664 27,035 372 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 94.9 **** 98.6 **** 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 0 0 15 9 17 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,485 COMMITMENTS 50 475 0 14,400 13,730 14,450 14,205 35 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 640) 0 0 0 745 640 745 640 -105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.3 0.0 99.4 94.8 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 14 14 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,334 COMMITMENTS 776 175 87 24,431 25,072 25,294 25,334 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 600 150 0 590 1,050 1,190 1,200 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.7 0.3 96.4 99.0 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 2 16 16 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,203 COMMITMENTS 873 150 37 26,133 26,946 27,043 27,133 160 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,150) 600 150 0 420 1,000 1,020 1,150 130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.6 0.1 96.1 99.1 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 2 15 14 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 120,410 COMMITMENTS 290 6,347 155 119,920 113,908 120,365 120,410 45 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,010) 150 750 0 2,860 2,260 3,010 3,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.3 0.1 99.6 94.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 3 6 2 36 31 40 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 136,728 COMMITMENTS 240 13,272 830 135,613 122,621 136,683 136,723 45 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,395) -460 790 235 2,620 1,370 2,395 2,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.7 0.6 99.2 89.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 2 7 4 39 33 44 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 218,128 COMMITMENTS 18,918 30,040 16,716 182,439 171,268 218,073 218,024 55 104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,404) 1,180 538 1,156 3,068 3,715 5,404 5,409 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 13.8 7.7 83.6 78.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 12 14 16 47 46 65 71 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 51,645 COMMITMENTS 1,490 325 80 49,750 51,215 51,320 51,620 325 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,760) 50 -250 75 1,635 1,935 1,760 1,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.6 0.2 96.3 99.2 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 2 22 14 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,065 COMMITMENTS 1,070 325 75 46,680 47,640 47,825 48,040 240 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,305) 0 -150 75 1,230 1,380 1,305 1,305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 0.2 97.1 99.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 21 12 24 14
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 223,164 COMMITMENTS 19,691 7,026 5,843 197,604 210,249 223,138 223,118 25 46 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,462) -105 -815 132 3,445 4,159 3,472 3,476 -9 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 3.1 2.6 88.5 94.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 2 23 22 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,792 COMMITMENTS 0 0 0 36,292 36,332 36,292 36,332 2,500 2,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240) 0 0 0 140 140 140 140 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 93.7 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,780 COMMITMENTS 0 0 0 32,910 32,985 32,910 32,985 1,870 1,795 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) 0 0 0 100 100 100 100 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 94.8 94.6 94.8 5.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 17 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,909 COMMITMENTS 0 1,200 0 30,712 29,532 30,712 30,732 4,197 4,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 88.0 84.6 88.0 88.0 12.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 12 16 12 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,027 COMMITMENTS 0 1,200 0 28,983 27,663 28,983 28,863 3,044 3,164 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 90.5 86.4 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 11 17 11 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,650 COMMITMENTS 0 14,945 200 40,430 25,675 40,630 40,820 1,020 830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) 0 -100 0 -250 -150 -250 -250 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.9 0.5 97.1 61.6 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 1 18 13 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,405 COMMITMENTS 0 12,425 200 40,345 28,110 40,545 40,735 860 670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.0 0.5 97.4 67.9 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 5 1 17 13 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 46,370 COMMITMENTS 750 2,345 550 43,835 42,240 45,135 45,135 1,235 1,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.1 1.2 94.5 91.1 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 16 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,790 COMMITMENTS 800 2,070 550 39,595 38,345 40,945 40,965 845 825 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.0 1.3 94.7 91.8 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 1 15 13 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,085 COMMITMENTS 100 10,140 0 32,640 22,695 32,740 32,835 345 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 30.6 0.0 98.7 68.6 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 2 0 17 13 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,245 COMMITMENTS 0 9,640 0 30,735 21,190 30,735 30,830 510 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.9 0.0 98.4 67.8 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 17 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,325 COMMITMENTS 625 130 125 22,350 23,645 23,100 23,900 2,225 1,425 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 450) 400 0 0 -380 400 20 400 430 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.5 0.5 88.3 93.4 91.2 94.4 8.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 2 11 10 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,730 COMMITMENTS 625 130 125 21,500 22,495 22,250 22,750 1,480 980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 50 0 0 -240 70 -190 70 290 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.5 0.5 90.6 94.8 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 2 12 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,260 COMMITMENTS 9,940 1,475 100 28,965 37,455 39,005 39,030 1,255 1,230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,010) 350 0 0 640 990 990 990 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 3.7 0.2 71.9 93.0 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 2 1 18 11 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,135 COMMITMENTS 3,335 1,315 0 23,510 25,840 26,845 27,155 2,290 1,980 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 770) 300 0 0 480 780 780 780 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 4.5 0.0 80.7 88.7 92.1 93.2 7.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 2 0 15 12 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 114,005 COMMITMENTS 17,470 0 540 87,155 104,600 105,165 105,140 8,840 8,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) -800 0 400 535 -265 135 135 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.0 0.5 76.4 91.8 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 0 2 22 26 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 100,250 COMMITMENTS 20,450 50 140 72,875 93,230 93,465 93,420 6,785 6,830 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 785) -250 50 0 1,085 765 835 815 -50 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.0 0.1 72.7 93.0 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 1 1 20 24 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,560 COMMITMENTS 800 700 0 18,350 18,525 19,150 19,225 2,410 2,335 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 200 0 0 -100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 3.2 0.0 85.1 85.9 88.8 89.2 11.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 16 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,895 COMMITMENTS 2,200 0 0 16,620 19,035 18,820 19,035 1,075 860 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10) 200 -200 0 -210 190 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 0.0 83.5 95.7 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 16 14 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,715 COMMITMENTS 0 4,140 20 40,505 36,475 40,525 40,635 7,190 7,080 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 -60 -20 80 130 60 50 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 0.0 84.9 76.4 84.9 85.2 15.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 1 20 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,855 COMMITMENTS 200 2,425 0 27,170 24,945 27,370 27,370 4,485 4,485 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.6 0.0 85.3 78.3 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 18 19 19 20
CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,209 COMMITMENTS 512 2,184 208 21,287 19,546 22,007 21,938 202 271 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 774) 126 596 158 448 20 732 774 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.8 0.9 95.8 88.0 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 4 3 17 26 22 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,836 COMMITMENTS 8,435 1,624 2,019 91,303 98,913 101,757 102,556 1,079 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,857) -337 95 479 1,662 1,378 1,804 1,952 53 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.6 2.0 88.8 96.2 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 14 12 15 59 62 82 82 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 77,440 COMMITMENTS 14,343 3,102 830 62,081 72,857 77,254 76,789 186 651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 204) -30 35 0 204 184 174 219 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 4.0 1.1 80.2 94.1 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 5 6 1 23 31 29 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,689 COMMITMENTS 1,133 1,670 692 34,787 33,612 36,612 35,974 77 715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,277) 430 -53 97 738 1,233 1,265 1,277 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.6 1.9 94.8 91.6 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 7 6 7 33 39 45 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,511 COMMITMENTS 926 127 301 8,117 7,712 9,344 8,140 167 1,371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79) 32 97 -15 12 27 29 109 50 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.3 3.2 85.3 81.1 98.2 85.6 1.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 2 4 22 21 30 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,965 COMMITMENTS 789 697 329 14,044 14,478 15,162 15,504 803 461 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 773) 1 45 -36 778 709 743 718 30 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.4 2.1 88.0 90.7 95.0 97.1 5.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 5 2 3 22 18 27 23
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 778,798 COMMITMENTS 105,880 26,422 241,223 416,029 495,791 763,132 763,436 15,666 15,363 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,553) -5,146 -3,785 -9,126 5,872 5,033 -8,400 -7,878 -1,152 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 3.4 31.0 53.4 63.7 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 52 22 61 73 77 142 145
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,882,169 COMMITMENTS 635,299 231,936 1068,128 1052,527 1481,187 2755,954 2781,251 126,214 100,918 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,614) 15,571 28,681 -21,908 -7,415 -8,739 -13,752 -1,965 5,138 -6,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 8.0 37.1 36.5 51.4 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 524) 217 153 276 114 131 459 447
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,288 COMMITMENTS 93,362 41,010 53,554 62,115 114,883 209,031 209,447 2,257 1,841 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,046) -9,549 -1,443 338 4,903 -3,060 -4,309 -4,165 263 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 19.4 25.3 29.4 54.4 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 7 6 17 22 24 30
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,052 COMMITMENTS 53,921 17,140 3,150 47,788 55,703 104,859 75,993 15,193 44,059 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 160) -599 954 96 482 -790 -21 260 181 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 14.3 2.6 39.8 46.4 87.3 63.3 12.7 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 4 4 14 19 20 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,157 COMMITMENTS 31,847 76 9,855 36,548 62,042 78,249 71,973 8,907 15,184 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,480) 5,535 76 909 745 4,171 7,189 5,156 -1,710 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 0.1 11.3 41.9 71.2 89.8 82.6 10.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 10 1 10 17 17 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,760 COMMITMENTS 19,713 42,287 54,352 57,548 39,308 131,613 135,947 13,146 8,813 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,970) 2,966 -3,018 -2,273 -3,166 3,358 -2,473 -1,933 503 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 29.2 37.5 39.8 27.2 90.9 93.9 9.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 21 17 32 19 20 56 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,958 COMMITMENTS 2,051 18,002 2,916 24,624 8,939 29,591 29,856 368 102 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) 125 491 -294 69 -296 -101 -99 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 60.1 9.7 82.2 29.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 5 7 18 15 27 24
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,134 COMMITMENTS 71,737 18,256 28,491 3,595 55,322 103,822 102,069 311 2,064 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,847) 3,507 -190 3,840 446 3,792 7,793 7,442 54 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 17.5 27.4 3.5 53.1 99.7 98.0 0.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 6 7 15 13 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,760 COMMITMENTS 165 0 0 7,595 7,598 7,760 7,598 0 162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.9 97.9 **** 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 17 16 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 7,715 COMMITMENTS 1,125 0 0 6,535 7,595 7,660 7,595 55 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 690) -60 0 0 750 690 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.0 0.0 84.7 98.4 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 0 0 16 16 18 16
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 276,511 COMMITMENTS 56,001 76,351 54,395 144,631 132,037 255,027 262,783 21,485 13,729 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,808) -1,623 -1,604 -3,974 -15,297 -11,958 -20,895 -17,537 2,087 -1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 27.6 19.7 52.3 47.8 92.2 95.0 7.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 83 84 77 60 42 190 166
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,271 COMMITMENTS 28,771 7,514 1,005 5,104 26,745 34,879 35,263 2,392 2,008 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,875) 1,266 1,145 399 175 272 1,840 1,816 36 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.2 20.2 2.7 13.7 71.8 93.6 94.6 6.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 196) 92 56 21 29 35 131 103
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 78,182 COMMITMENTS 45,697 31,330 6,294 17,309 36,642 69,300 74,265 8,882 3,916 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,729) 899 6,313 2,046 3,363 -2,522 6,308 5,837 421 892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 40.1 8.1 22.1 46.9 88.6 95.0 11.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 134 64 31 38 38 189 119
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,041,794 COMMITMENTS 197,083 204,204 237,843 533,228 517,428 968,154 959,476 73,640 82,319 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,822) -3,961 11,722 949 19,807 5,434 16,796 18,106 1,026 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 19.6 22.8 51.2 49.7 92.9 92.1 7.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 258) 86 64 92 93 83 220 205
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 257,027 COMMITMENTS 50,573 72,722 64,606 128,229 110,362 243,408 247,690 13,619 9,337 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,510) 1,918 5,463 -18,287 -2,514 -5,606 -18,884 -18,431 374 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 28.3 25.1 49.9 42.9 94.7 96.4 5.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 459) 150 134 146 147 127 365 352
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 221,413 COMMITMENTS 101,904 41,642 33,471 58,337 131,094 193,711 206,208 27,702 15,206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,570) 1,089 6,138 -10,831 -1,104 -4,343 -10,846 -9,037 2,276 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 18.8 15.1 26.3 59.2 87.5 93.1 12.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 214) 100 58 76 37 40 173 143
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 261,715 COMMITMENTS 107,790 88,981 37,061 98,946 119,589 243,797 245,630 17,919 16,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,963) 10,455 4,493 4,800 -8,711 -1,615 6,544 7,678 419 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 34.0 14.2 37.8 45.7 93.2 93.9 6.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 295) 106 105 76 58 53 215 195
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 682,626 COMMITMENTS 300,066 102,945 145,981 191,766 402,538 637,814 651,464 44,812 31,162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -45,963) -18,967 -1,987 -11,874 -10,669 -25,737 -41,509 -39,598 -4,454 -6,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 15.1 21.4 28.1 59.0 93.4 95.4 6.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 391) 199 110 145 55 65 316 263
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,874 COMMITMENTS 8,954 2,601 25 31,403 38,313 40,382 40,939 1,492 935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,248) -852 417 25 5,058 3,977 4,231 4,419 17 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 6.2 0.1 75.0 91.5 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 14 10 2 12 8 27 19
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 225,978 COMMITMENTS 25,750 114,260 26,923 145,254 46,357 197,928 187,540 28,050 38,438 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,876) 564 -7,009 6,447 -10,175 -1,591 -3,164 -2,153 288 -723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 50.6 11.9 64.3 20.5 87.6 83.0 12.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109) 26 40 25 32 32 72 84
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,930 COMMITMENTS 8,663 22,656 1,549 31,281 16,955 41,493 41,161 14,437 14,769 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,331) 1,645 -232 18 719 1,860 2,381 1,646 -51 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 40.5 2.8 55.9 30.3 74.2 73.6 25.8 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 13 13 7 14 11 30 28
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 234,016 COMMITMENTS 123,468 27,537 16,606 84,097 186,901 224,170 231,044 9,845 2,971 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,024) 7,953 -2,891 8,745 8,718 20,002 25,415 25,856 609 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 11.8 7.1 35.9 79.9 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157) 81 35 15 20 29 112 70
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 305,564 COMMITMENTS 42,475 76,751 49,173 185,597 146,554 277,245 272,478 28,318 33,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,048) 4,064 2,608 15,289 -5,825 -6,299 13,528 11,598 -2,480 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 25.1 16.1 60.7 48.0 90.7 89.2 9.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 129) 30 42 33 35 45 85 102
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 240,510 COMMITMENTS 32,209 84,331 23,440 160,304 96,801 215,953 204,572 24,557 35,938 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,565) -3,991 -11,667 -14,965 -9,930 -5,118 -28,886 -31,750 -4,679 -1,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 35.1 9.7 66.7 40.2 89.8 85.1 10.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 29 42 28 31 38 75 93
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 85,059 COMMITMENTS 51,880 23,902 2,627 18,343 52,278 72,850 78,807 12,209 6,252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,410) -1,990 -1,816 -442 162 -173 -2,270 -2,431 -140 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 28.1 3.1 21.6 61.5 85.6 92.6 14.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 66 52 19 12 9 91 69
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 529,531 COMMITMENTS 165,350 85,428 49,479 237,037 326,539 451,867 461,446 77,665 68,086 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,545) 5,849 -2,738 -22,492 -5,017 -103 -21,659 -25,332 114 3,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 16.1 9.3 44.8 61.7 85.3 87.1 14.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 88 66 67 66 65 189 166
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,926 COMMITMENTS 8,855 4,949 0 7,660 12,525 16,515 17,474 1,411 452 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 644) 301 544 0 409 136 710 680 -66 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 27.6 0.0 42.7 69.9 92.1 97.5 7.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 11 15 0 6 6 17 21
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 418,098 COMMITMENTS 109,864 68,083 96,199 191,469 229,510 397,532 393,793 20,566 24,306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,414) 2,131 10,739 5,016 15,305 2,677 22,451 18,431 -37 3,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 16.3 23.0 45.8 54.9 95.1 94.2 4.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 75 62 91 92 108 218 220
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,940 COMMITMENTS 375 3,069 225 5,221 2,852 5,821 6,146 2,119 1,794 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 122) 0 14 -50 81 96 31 60 91 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 38.7 2.8 65.8 35.9 73.3 77.4 26.7 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 5 1 12 9 14 14
CFTC#111A11 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 12,177 COMMITMENTS 4,955 0 551 6,111 10,781 11,617 11,332 560 845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 0.0 4.5 50.2 88.5 95.4 93.1 4.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 0 3 15 17 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,127 COMMITMENTS 0 950 350 12,091 12,092 12,441 13,392 1,686 735 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 875) 0 -200 50 825 875 875 725 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 2.5 85.6 85.6 88.1 94.8 11.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 17 17 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A41 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,529 COMMITMENTS 2,814 2,143 1,632 5,953 8,012 10,399 11,787 4,130 2,742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61) 61 27 48 -34 -127 75 -52 -14 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 14.7 11.2 41.0 55.1 71.6 81.1 28.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 4 4 14 12 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A47 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,101 COMMITMENTS 2,541 345 297 3,173 6,061 6,011 6,703 2,090 1,398 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 187) 357 20 -257 -87 407 13 170 174 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 4.3 3.7 39.2 74.8 74.2 82.7 25.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 1 4 12 17 16 21
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,576 COMMITMENTS 27,261 25,666 1,405 19,392 21,735 48,058 48,806 5,518 4,770 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,762) 7,913 4,533 852 -89 4,235 8,676 9,620 1,086 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 47.9 2.6 36.2 40.6 89.7 91.1 10.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 34 21 9 13 14 51 42
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 632,465 COMMITMENTS 166,181 296,012 172,761 260,761 129,222 599,703 597,995 32,762 34,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,704) 11,574 5,552 3,773 5,074 7,159 20,421 16,484 -2,717 1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 46.8 27.3 41.2 20.4 94.8 94.5 5.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 101 106 104 39 32 199 197
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 31,016 COMMITMENTS 21,022 3,822 2,516 6,382 23,839 29,920 30,177 1,096 839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,234) 8,760 1,673 1,352 -973 6,044 9,139 9,069 95 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.8 12.3 8.1 20.6 76.9 96.5 97.3 3.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 12 6 4 8 6 22 15
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 72,640 COMMITMENTS 33,735 6,896 4,589 23,391 49,405 61,714 60,890 10,926 11,750 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,541) 2,063 101 1,141 4,812 5,814 8,016 7,056 1,525 2,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 9.5 6.3 32.2 68.0 85.0 83.8 15.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 49 16 16 38 35 95 62
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 145,280 COMMITMENTS 67,470 13,792 9,177 46,781 98,811 123,428 121,780 21,852 23,500 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,081) 4,126 201 2,282 9,624 11,629 16,032 14,112 3,049 4,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 9.5 6.3 32.2 68.0 85.0 83.8 15.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 49 16 16 38 35 95 62
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 979,314 2391,449 ******** ******** 9885,115 ******** ******** 662,2001182,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342,049) ******* -331,615 295,877 -45,889 351,832 352,459 316,094 -10,410 25,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 9.8 45.0 48.3 40.4 97.3 95.2 2.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 362) 65 132 159 130 152 302 347
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 976,704 COMMITMENTS 111,112 107,801 146,762 616,353 611,085 874,227 865,648 102,477 111,057 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80,404) 1,935 83 8,617 64,546 70,766 75,098 79,466 5,306 938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 11.0 15.0 63.1 62.6 89.5 88.6 10.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 686) 163 181 202 261 261 526 546
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 154,901 COMMITMENTS 5,974 16,413 27,710 86,961 81,655 120,645 125,777 34,256 29,124 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,545) 223 -1,409 368 9,230 21,142 9,822 20,102 3,723 -6,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 10.6 17.9 56.1 52.7 77.9 81.2 22.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 15 15 27 33 33 64 61
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 4,109,014 COMMITMENTS 588,576 519,829 532,373 2646,960 2647,149 3767,909 3699,352 341,105 409,663 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 334,295) 4,460 3,362 45,344 276,576 248,117 326,380 296,823 7,915 37,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 12.7 13.0 64.4 64.4 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 666) 158 173 190 253 256 503 529 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 23,719 COMMITMENTS 3,852 546 0 17,422 22,163 21,274 22,709 2,445 1,010 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.3 0.0 73.5 93.4 89.7 95.7 10.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 2 0 10 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874E E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Health Care In OPEN INTEREST: 18,260 COMMITMENTS 6,135 0 0 9,838 17,697 15,973 17,697 2,287 563 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 0.0 0.0 53.9 96.9 87.5 96.9 12.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 0 0 11 13 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 28,092 COMMITMENTS 203 2,494 0 24,025 24,777 24,228 27,271 3,864 821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 8.9 0.0 85.5 88.2 86.2 97.1 13.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 3 0 13 10 14 13
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 31,844 COMMITMENTS 7,515 1,028 756 23,395 29,116 31,666 30,900 178 944 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 780) -426 0 181 1,025 376 780 557 0 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 3.2 2.4 73.5 91.4 99.4 97.0 0.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 2 2 14 18 20 22
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,273 COMMITMENTS 6,556 10,893 2,031 5,489 1,264 14,076 14,188 197 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 607) -90 223 113 477 273 500 609 107 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 76.3 14.2 38.5 8.9 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 11 5 7 11 5 25 14
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,061 COMMITMENTS 7,114 6,341 3,912 5,995 6,815 17,021 17,068 1,040 993 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22) 37 -180 -70 -10 40 -43 -210 65 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 35.1 21.7 33.2 37.7 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 18 9 17 14 13 39 33
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,833 COMMITMENTS 30,212 9,713 3,807 51,649 72,765 85,668 86,285 8,166 7,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,295) 809 -1,204 1,077 24,841 27,186 26,727 27,059 568 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 10.4 4.1 55.0 77.5 91.3 92.0 8.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 78 67 44 88 91 196 173
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 469,167 COMMITMENTS 151,062 48,563 19,034 258,243 363,827 428,338 431,423 40,829 37,743 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 136,476) 4,046 -6,018 5,384 124,207 135,928 133,637 135,293 2,839 1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 10.4 4.1 55.0 77.5 91.3 92.0 8.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 78 67 44 88 91 196 173
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 46,393 COMMITMENTS 44,267 45,537 746 1,294 0 46,307 46,283 86 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -661) -1,029 -1,007 342 0 0 -687 -665 26 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 95.4 98.2 1.6 2.8 0.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 24 14 3 1 0 27 16
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,086 COMMITMENTS 32,972 35,178 18,262 72,695 65,245 123,930 118,685 24,157 29,401 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,563) -4,198 -5,034 4,737 -6,627 -2,286 -6,089 -2,583 2,526 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 23.8 12.3 49.1 44.1 83.7 80.1 16.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 28 29 21 20 29 61 67
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 658,653 COMMITMENTS 165,673 157,973 14,702 446,621 453,546 626,997 626,221 31,657 32,432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 86,835) 25,118 -18,137 1,632 59,240 95,091 85,990 78,586 845 8,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 24.0 2.2 67.8 68.9 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 333) 76 62 32 129 127 222 205
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,672 COMMITMENTS 14,764 7,242 0 13,898 27,340 28,662 34,582 8,010 2,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -19,706) -1,500 -4,425 -5,601 -8,547 -5,148 -15,648 -15,174 -4,058 -4,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 19.7 0.0 37.9 74.6 78.2 94.3 21.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 14 5 0 15 11 29 16
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,884 COMMITMENTS 14,136 6,528 873 38,233 13,028 53,242 20,429 10,642 43,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -38,977) -11,443 -11,162 -7,002 -11,238 -32,213 -29,683 -50,377 -9,294 11,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 10.2 1.4 59.8 20.4 83.3 32.0 16.7 68.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 21 7 2 28 14 49 23
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 329,863 COMMITMENTS 52,551 9,482 15,771 250,426 297,565 318,748 322,818 11,115 7,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,397) -2,621 760 12,825 11,716 8,452 21,920 22,037 1,477 1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 2.9 4.8 75.9 90.2 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 31 8 9 78 57 111 72
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,140,938 COMMITMENTS 305,011 102,008 23,363 766,140 994,097 1094,514 1119,468 46,424 21,470 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 154,054) 12,042 5,318 6,933 111,398 126,215 130,373 138,466 23,681 15,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 8.9 2.0 67.2 87.1 95.9 98.1 4.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 355) 130 43 32 143 102 289 164
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,127 COMMITMENTS 5,111 6,058 92 23,878 22,879 29,081 29,029 46 98 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -957) 781 636 -497 -1,227 -1,098 -943 -959 -14 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 20.8 0.3 82.0 78.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 12 13 1 9 17 21 31
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,027 COMMITMENTS 8,116 4,466 1,458 17,427 21,037 27,001 26,961 26 66 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 797) -993 -1,117 1,431 365 484 803 798 -6 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 16.5 5.4 64.5 77.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 10 9 1 5 11 15 21
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,236 COMMITMENTS 14,743 5,686 508 6,229 23,147 21,480 29,341 12,756 4,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 397) -1,459 -823 56 323 453 -1,080 -314 1,477 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 16.6 1.5 18.2 67.6 62.7 85.7 37.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 6 5 9 6 20 13
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 97,655 COMMITMENTS 24,222 2,869 1,608 59,079 89,806 84,909 94,283 12,746 3,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,389) 1,052 48 936 5,525 6,086 7,513 7,070 -124 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 2.9 1.6 60.5 92.0 86.9 96.5 13.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 14 5 6 49 36 65 47
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,515 COMMITMENTS 1,957 1,011 141 29,160 30,343 31,258 31,495 257 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,126) 215 0 0 911 1,126 1,126 1,126 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.2 0.4 92.5 96.3 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 1 31 20 36 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,630 COMMITMENTS 1,025 2,010 475 4,130 3,145 5,630 5,630 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 495) 325 575 -50 220 -30 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 35.7 8.4 73.4 55.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 4 6 15 14 24 20
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,289 COMMITMENTS 1,984 4,107 1,139 17,415 15,793 20,538 21,039 751 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,611) 260 113 21 1,330 1,459 1,611 1,593 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 19.3 5.4 81.8 74.2 96.5 98.8 3.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 9 7 25 24 34 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565G RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 5,179 COMMITMENTS 134 1,275 36 3,562 3,209 3,732 4,520 1,447 659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 173) 5 25 0 95 106 100 131 73 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 24.6 0.7 68.8 62.0 72.1 87.3 27.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 3 2 16 15 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565N GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,766 COMMITMENTS 694 162 465 2,498 3,139 3,657 3,766 109 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 4.3 12.3 66.3 83.4 97.1 **** 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 5 11 11 18 16
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,502 COMMITMENTS 1,482 1,983 2,201 7,596 7,081 11,279 11,265 223 237 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 697) -109 -479 390 402 799 683 710 14 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 17.2 19.1 66.0 61.6 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 7 10 9 27 26 40 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 2,019 COMMITMENTS 809 757 105 916 1,052 1,830 1,914 189 105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 91) 0 10 40 81 41 121 91 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 37.5 5.2 45.4 52.1 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 8 7 3 14 17 24 26
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 6/13/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,471 COMMITMENTS 2,166 9,553 3,473 21,333 13,702 26,972 26,728 3,499 3,743 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,605) -101 797 235 1,911 761 2,045 1,793 -440 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 31.4 11.4 70.0 45.0 88.5 87.7 11.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 6 5 19 15 25 23