CFTC Commitments of Traders

Futures+Options 5/20/17


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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        

CRB INDEX                 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: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 558,645 COMMITMENTS 134,708 237,659 172,027 202,385 107,981 509,119 517,667 49,526 40,978 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,856) 4,853 17,992 11,653 8,660 -1,544 25,166 28,101 1,690 -1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 42.5 30.8 36.2 19.3 91.1 92.7 8.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 458) 164 148 173 123 103 379 340
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,255 COMMITMENTS 93,001 79,666 39,022 107,114 121,779 239,137 240,466 25,118 23,788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,235) -1,200 8,322 -5,493 6,061 -545 -632 2,284 1,868 -1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 30.1 14.8 40.5 46.1 90.5 91.0 9.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 76 53 64 88 87 188 186
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 62,658 COMMITMENTS 7,420 5,620 4,958 38,881 41,730 51,258 52,307 11,399 10,351 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -377) -166 1,544 -318 553 -1,658 70 -432 -447 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 9.0 7.9 62.1 66.6 81.8 83.5 18.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 17 8 16 46 39 73 57
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,809,949 COMMITMENTS 329,297 461,123 482,439 769,152 663,984 1580,888 1607,546 229,062 202,403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,170) 22,668 15,437 -414 -13,594 -6,330 8,659 8,693 3,511 3,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 25.5 26.7 42.5 36.7 87.3 88.8 12.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 801) 232 160 252 340 323 694 634
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,018 COMMITMENTS 1,672 646 664 2,361 4,799 4,697 6,108 2,321 910 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 326) 133 -28 -151 233 482 214 303 112 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 9.2 9.5 33.6 68.4 66.9 87.0 33.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 14 6 6 12 11 29 20
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 804,104 COMMITMENTS 145,778 167,619 206,469 398,214 310,319 750,460 684,406 53,644 119,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,036) -597 -1,659 5,342 238 -1,082 4,983 2,600 53 2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 20.8 25.7 49.5 38.6 93.3 85.1 6.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 652) 172 190 243 198 239 502 561
CFTC#005606 SOYBEAN CSO - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,099 COMMITMENTS 2,972 2,171 2,434 6,053 7,037 11,459 11,642 641 457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -328) -108 7 -14 -222 -285 -344 -292 15 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 17.9 20.1 50.0 58.2 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 9 10 10 12 21 24
CFTC#00639H CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 7,493 COMMITMENTS 1,460 125 0 6,029 7,362 7,489 7,487 4 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 1.7 0.0 80.5 98.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 2 0 6 9 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639W NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 30,242 COMMITMENTS 15,210 10,224 600 14,432 19,402 30,242 30,226 0 16 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13) 0 0 0 -13 -13 -13 -13 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 33.8 2.0 47.7 64.2 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 6 4 11 6 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 44,736 COMMITMENTS 15,696 20,783 20 29,020 23,933 44,736 44,736 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 46.5 0.0 64.9 53.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 10 2 9 6 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 49,381 COMMITMENTS 5,298 6,542 3,457 40,611 39,307 49,366 49,306 15 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,923) 822 686 167 920 1,070 1,908 1,923 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 13.2 7.0 82.2 79.6 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 8 7 13 12 26 22
CFTC#0063A1 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,496 COMMITMENTS 7,989 845 0 31,507 38,651 39,496 39,496 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 511) 0 0 0 511 511 511 511 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 2.1 0.0 79.8 97.9 **** **** 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: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 34,842 COMMITMENTS 6,775 15,873 387 27,680 18,582 34,842 34,842 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -188) 0 0 112 -300 -300 -188 -188 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 45.6 1.1 79.4 53.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 7 2 8 5 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 23,765 COMMITMENTS 3,750 5,645 0 20,015 18,120 23,765 23,765 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 -400 0 100 500 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 23.8 0.0 84.2 76.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 4 7 0 7 4 11 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AA PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 17,730 COMMITMENTS 8,493 6,870 0 9,237 10,860 17,730 17,730 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 100 50 0 -100 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 38.7 0.0 52.1 61.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 6 5 0 8 8 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 28,129 COMMITMENTS 13,199 15,245 700 14,230 12,184 28,129 28,129 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 337) 490 0 0 -153 337 337 337 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 54.2 2.5 50.6 43.3 **** **** 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: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 18,745 COMMITMENTS 9,395 6,707 100 9,250 11,938 18,745 18,745 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 550) 50 0 0 500 550 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 35.8 0.5 49.3 63.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 1 7 5 15 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 20,839 COMMITMENTS 860 1,632 53 19,916 19,154 20,829 20,839 10 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,374) 1 158 -10 1,383 1,226 1,374 1,374 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 7.8 0.3 95.6 91.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 2 12 11 16 16
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 449,112 COMMITMENTS 110,331 105,891 102,285 198,138 208,199 410,754 416,376 38,357 32,736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -557) 2,002 -4,341 2,150 -4,780 1,033 -629 -1,158 72 601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 23.6 22.8 44.1 46.4 91.5 92.7 8.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 322) 92 97 117 91 79 254 244
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 810,464 COMMITMENTS 119,717 125,340 87,668 431,005 412,460 638,390 625,468 172,074 184,997 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,651) -7,119 14,882 1,864 2,551 -15,837 -2,705 909 8,355 4,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 15.5 10.8 53.2 50.9 78.8 77.2 21.2 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 167) 39 31 43 77 79 131 138
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,802 COMMITMENTS 34,197 140,547 16,467 585,206 493,951 635,870 650,965 121,932 106,837 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,730) 1,525 255 5,902 1,803 7,197 9,230 13,354 7,500 3,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 18.5 2.2 77.2 65.2 83.9 85.9 16.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 107) 9 15 11 63 60 81 79
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,694 COMMITMENTS 6,199 1,394 2,318 35,898 40,807 44,415 44,519 279 175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,246) 229 -153 190 827 1,209 1,246 1,246 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 3.1 5.2 80.3 91.3 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 10 4 9 31 40 43 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,148 COMMITMENTS 878 165 613 7,709 8,687 9,200 9,465 948 683 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 231) -20 18 -4 163 150 139 164 92 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.6 6.0 76.0 85.6 90.7 93.3 9.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 3 10 26 29 36 39 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,751 COMMITMENTS 961 277 387 9,900 10,516 11,248 11,180 503 571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 26 -5 8 37 -93 71 -90 -46 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.4 3.3 84.2 89.5 95.7 95.1 4.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 5 3 5 32 37 39 43
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,353 COMMITMENTS 134 871 278 5,252 4,718 5,664 5,867 689 486 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 88) -15 39 76 -15 13 46 128 42 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 13.7 4.4 82.7 74.3 89.2 92.3 10.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 8 5 19 17 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A19 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,456 COMMITMENTS 130 803 75 2,221 1,487 2,426 2,365 30 91 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 0 40 40 20 20 60 100 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 32.7 3.1 90.4 60.5 98.8 96.3 1.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 6 4 12 14 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,091 COMMITMENTS 328 2,940 195 18,548 15,956 19,071 19,091 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 988) -30 285 30 988 673 988 988 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 15.4 1.0 97.2 83.6 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 7 3 22 18 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,860 COMMITMENTS 1,213 2,906 143 6,882 5,490 8,238 8,539 622 321 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 452) 48 177 4 400 430 452 611 0 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 32.8 1.6 77.7 62.0 93.0 96.4 7.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 7 6 7 21 22 32 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,449 COMMITMENTS 738 664 201 4,876 5,514 5,815 6,379 634 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21) 0 5 19 49 -10 68 14 -89 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 10.3 3.1 75.6 85.5 90.2 98.9 9.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 5 6 19 19 28 26
CFTC#022651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 446,787 COMMITMENTS 83,466 70,331 88,782 234,929 245,605 407,177 404,717 39,610 42,070 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,414) 4,742 1,958 -2,368 -13,490 -10,665 -11,116 -11,075 1,702 1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 15.7 19.9 52.6 55.0 91.1 90.6 8.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 207) 53 58 73 81 87 177 180
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,333 COMMITMENTS 0 275 150 31,677 35,781 31,827 36,206 11,506 7,127 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,865) 0 0 0 -49 -385 -49 -385 1,914 2,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.3 73.1 82.6 73.4 83.6 26.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 16 20 17 21
CFTC#023391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,574,829 COMMITMENTS ******* 92,785 839,554 3535,886 4631,887 5536,798 5564,226 38,031 10,603 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,493) 49,447 9,792 8,311 -60,981 -21,682 -3,223 -3,579 -270 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 1.7 15.1 63.4 83.1 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227) 72 13 61 131 124 212 189
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,807,498 COMMITMENTS 105,651 30,876 840,265 858,676 935,539 1804,592 1806,681 2,905 816 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 104,922) -141 2,088 55,387 49,550 47,372 104,797 104,847 125 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.7 46.5 47.5 51.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 19 14 30 58 54 90 85
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,872 COMMITMENTS 3,648 1,932 3,833 192,030 207,095 199,511 212,860 16,361 3,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,246) 270 358 999 12,649 13,335 13,918 14,692 -672 -1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.9 1.8 89.0 95.9 92.4 98.6 7.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 3 3 6 33 32 40 38
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,494 COMMITMENTS 550 701 154 96,735 97,327 97,439 98,182 4,055 3,312 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,525) -31 701 -180 6,738 6,273 6,527 6,794 -1,002 -1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.2 95.3 95.9 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 2 2 29 31 31 34
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,781 COMMITMENTS 1,850 1,072 1,833 179,861 184,962 183,544 187,867 11,237 6,914 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,136) 1,088 -229 177 5,844 7,920 7,109 7,868 -973 -1,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.6 0.9 92.3 95.0 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 2 29 29 32 31
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,080,118 COMMITMENTS 1,547 16,905 9,930 1057,225 1049,818 1068,702 1076,653 11,416 3,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,502) 1,123 208 42 25,792 26,937 26,957 27,187 545 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.6 0.9 97.9 97.2 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 3 2 4 53 38 58 42
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 459,108 COMMITMENTS 5,658 237 93 434,193 451,300 439,944 451,630 19,164 7,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 960) 0 -242 62 369 592 431 412 529 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.0 94.6 98.3 95.8 98.4 4.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 1 1 1 35 45 37 46
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,765 COMMITMENTS 3,799 0 1,695 341,576 355,377 347,070 357,072 14,695 4,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,784) 378 0 -458 7,745 8,424 7,665 7,966 119 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.5 94.4 98.2 95.9 98.7 4.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 0 3 38 42 42 45
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,394 COMMITMENTS 0 1,090 1,484 171,102 168,502 172,586 171,076 6,808 8,318 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,666) -367 714 -328 5,172 3,947 4,477 4,333 189 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.8 95.4 93.9 96.2 95.4 3.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 0 3 2 29 32 31 35
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,873 COMMITMENTS 8,796 2,508 1,900 92,194 98,258 102,890 102,666 3,983 4,207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,992) 431 -16 472 4,088 5,013 4,991 5,469 1 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.3 1.8 86.3 91.9 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 1 1 22 24 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 32,612 COMMITMENTS 0 0 0 30,801 31,909 30,801 31,909 1,811 703 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,562) 0 0 0 4,950 5,562 4,950 5,562 612 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.4 97.8 94.4 97.8 5.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 12 14 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 98,961 COMMITMENTS 48 281 1,586 89,417 91,392 91,051 93,259 7,910 5,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 912) -217 271 -209 1,574 624 1,148 686 -236 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.6 90.4 92.4 92.0 94.2 8.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 2 19 18 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 163,487 COMMITMENTS 0 0 0 156,032 161,252 156,032 161,252 7,455 2,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,017) 0 0 0 1,017 926 1,017 926 0 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 98.6 95.4 98.6 4.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 0 0 25 26 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 67,475 COMMITMENTS 0 0 0 60,439 61,830 60,439 61,830 7,036 5,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 571) 0 0 0 -163 1,909 -163 1,909 734 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.6 91.6 89.6 91.6 10.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 17 15 17 15
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 17,608 COMMITMENTS 1,356 1,352 0 14,971 15,699 16,327 17,051 1,281 557 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 7.7 0.0 85.0 89.2 92.7 96.8 7.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 9 11 10 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 592,626 COMMITMENTS 55,118 7,872 7,629 520,722 568,956 583,469 584,457 9,157 8,169 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,456) -805 0 1,042 14,202 12,811 14,439 13,853 17 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 1.3 1.3 87.9 96.0 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 13 1 6 53 53 67 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 132,314 COMMITMENTS 348 2,293 616 121,588 119,203 122,552 122,112 9,762 10,202 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,892) -1,016 -286 -226 2,196 2,864 954 2,352 1,938 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.7 0.5 91.9 90.1 92.6 92.3 7.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 3 1 23 20 24 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 78,866 COMMITMENTS 0 206 432 76,101 74,444 76,533 75,082 2,333 3,784 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59) -67 206 127 -28 -180 32 153 27 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.5 96.5 94.4 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 15 19 16 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 110,334 COMMITMENTS 0 240 0 109,478 106,214 109,478 106,454 856 3,880 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,574) 0 240 0 12,574 12,886 12,574 13,126 0 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.2 96.3 99.2 96.5 0.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 0 16 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 140,002 COMMITMENTS 46,265 7,090 93 93,037 130,228 139,395 137,411 607 2,591 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,691) 0 240 0 3,350 3,079 3,350 3,319 341 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 5.1 0.1 66.5 93.0 99.6 98.1 0.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 10 11 1 21 40 32 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 70,487 COMMITMENTS 651 360 0 69,340 65,597 69,991 65,957 496 4,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,160) 0 360 0 4,160 3,620 4,160 3,980 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.0 98.4 93.1 99.3 93.6 0.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 0 16 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 276,082 COMMITMENTS 2,893 0 967 258,354 267,436 262,214 268,403 13,868 7,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,114) 2,605 0 167 -237 2,832 2,535 2,999 579 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.4 93.6 96.9 95.0 97.2 5.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 0 1 30 29 32 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 127,991 COMMITMENTS 0 1,412 462 122,958 123,822 123,420 125,696 4,571 2,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -483) 0 0 0 -361 -635 -361 -635 -122 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.4 96.1 96.7 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 1 1 22 23 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 142,318 COMMITMENTS 4,072 0 650 130,064 135,797 134,786 136,447 7,532 5,871 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,968) 302 -793 -10 2,445 3,075 2,737 2,272 -769 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.5 91.4 95.4 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 18 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 126,625 COMMITMENTS 0 141 279 116,115 123,423 116,394 123,843 10,231 2,782 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,621) 0 -279 279 1,492 1,194 1,771 1,194 -150 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.2 91.7 97.5 91.9 97.8 8.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 1 21 19 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 69,762 COMMITMENTS 0 0 0 68,903 69,390 68,903 69,390 859 372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,212) 0 0 0 2,212 2,212 2,212 2,212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 11 14 11 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 113,489 COMMITMENTS 300 450 434 106,085 107,098 106,819 107,982 6,670 5,507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,710) -259 450 344 3,214 2,019 3,299 2,813 -589 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.4 0.4 93.5 94.4 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 1 21 19 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 160,357 COMMITMENTS 0 3,584 7,846 140,845 138,810 148,691 150,240 11,666 10,117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 129) 0 1,495 -298 -55 -1,472 -353 -275 482 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 4.9 87.8 86.6 92.7 93.7 7.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 2 2 29 21 31 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BW SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 18,593 COMMITMENTS 0 1,998 0 16,409 16,196 16,409 18,194 2,184 399 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,950) 0 960 0 1,921 870 1,921 1,830 29 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.7 0.0 88.3 87.1 88.3 97.9 11.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 3 0 14 10 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 23,830 COMMITMENTS 2,112 0 120 20,065 22,233 22,297 22,353 1,533 1,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 423) -120 0 120 60 244 60 364 363 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.0 0.5 84.2 93.3 93.6 93.8 6.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 1 11 9 14 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 190,021 COMMITMENTS 28,603 9,883 2,331 152,573 169,150 183,507 181,364 6,514 8,657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,324) 5,296 -553 -248 -2,639 1,564 2,409 763 -1,085 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 5.2 1.2 80.3 89.0 96.6 95.4 3.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 3 4 2 36 31 40 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CS TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 23,802 COMMITMENTS 0 0 0 21,808 23,678 21,808 23,678 1,994 124 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.6 99.5 91.6 99.5 8.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 9 13 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 84,313 COMMITMENTS 0 0 0 72,790 76,559 72,790 76,559 11,523 7,754 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,658) 0 0 0 6,058 5,509 6,058 5,509 -1,400 -851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.3 90.8 86.3 90.8 13.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 0 0 22 20 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 101,432 COMMITMENTS 0 0 0 95,622 96,902 95,622 96,902 5,810 4,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,291) 0 0 0 4,146 4,291 4,146 4,291 145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 95.5 94.3 95.5 5.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 24 17 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 116,769 COMMITMENTS 2,409 0 0 105,007 106,681 107,416 106,681 9,353 10,088 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,938) 0 0 0 1,908 2,089 1,908 2,089 30 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 89.9 91.4 92.0 91.4 8.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 0 23 15 24 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 74,228 COMMITMENTS 5,202 0 0 60,948 68,465 66,150 68,465 8,078 5,763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 490) 0 0 0 430 -454 430 -454 60 944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.0 82.1 92.2 89.1 92.2 10.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 16 14 17 14
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,579,239 COMMITMENTS 393,403 335,948 614,217 496,581 590,827 1504,202 1540,992 75,037 38,247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,393) 39,016 1,885 6,744 -12,261 28,269 33,498 36,897 1,895 -1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 21.3 38.9 31.4 37.4 95.2 97.6 4.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 331) 148 95 171 71 64 297 263
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 634,781 COMMITMENTS 82,042 25,928 184,892 360,046 420,722 626,980 631,542 7,801 3,239 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,787) -1,215 1,607 16,643 13,275 10,658 28,703 28,909 84 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 4.1 29.1 56.7 66.3 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137) 50 27 61 59 56 130 123
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 398,725 COMMITMENTS 165,122 130,149 35,949 184,185 223,033 385,256 389,132 13,469 9,593 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,823) 8,132 -4,385 4,560 -372 13,242 12,320 13,416 503 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 32.6 9.0 46.2 55.9 96.6 97.6 3.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80) 20 17 25 38 40 72 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 139,184 COMMITMENTS 14,384 49,935 24,273 88,789 56,360 127,446 130,568 11,738 8,616 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,921) -251 1,896 4,564 2,679 3,003 6,992 9,463 929 -1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 35.9 17.4 63.8 40.5 91.6 93.8 8.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 9 17 18 26 25 48 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,771 COMMITMENTS 3,252 6,121 39,629 7,808 4,936 50,688 50,686 83 85 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,215) 1,819 1,982 5,055 365 195 7,240 7,232 -25 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 12.1 78.1 15.4 9.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 9 16 7 8 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 165,795 COMMITMENTS 9,359 8,303 51,119 104,524 105,280 165,002 164,702 793 1,093 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,082) 3,053 3,257 6,017 5,276 5,097 14,345 14,371 -263 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 5.0 30.8 63.0 63.5 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 16 5 21 13 13 34 34
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 68,196 COMMITMENTS 25,352 22,679 6,490 35,252 37,794 67,094 66,963 1,102 1,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 179) 412 -2,088 -213 358 2,000 557 -301 -378 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 33.3 9.5 51.7 55.4 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 16 14 18 20 19 44 43
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,019 COMMITMENTS 6,124 1,048 955 3,438 8,540 10,517 10,543 502 476 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 369) -289 10 -150 768 489 329 349 40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 9.5 8.7 31.2 77.5 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 10 3 6 9 13 21 20
CFTC#02465E COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 902 COMMITMENTS 248 244 280 373 377 900 902 1 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18) 0 -3 5 13 16 18 18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 27.1 31.0 41.4 41.9 99.9 **** 0.1 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: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,308 COMMITMENTS 1,598 409 401 1,011 2,291 3,010 3,101 298 207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -548) -315 238 -102 -121 -675 -538 -539 -10 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 12.4 12.1 30.6 69.3 91.0 93.7 9.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 11 3 3 7 11 19 16
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 3,445 COMMITMENTS 355 534 10 2,996 2,708 3,361 3,252 84 193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18) 120 -90 10 8 28 138 -52 -120 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 15.5 0.3 87.0 78.6 97.6 94.4 2.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 4 1 13 14 16 19
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,476 COMMITMENTS 6,637 1,140 7,226 35,408 40,956 49,271 49,322 205 154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,418) 353 -95 394 664 1,140 1,411 1,438 8 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 2.3 14.6 71.6 82.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100) 14 15 17 54 64 80 85
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 407,460 COMMITMENTS 90,698 81,028 76,565 192,933 211,596 360,197 369,189 47,263 38,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,682) -1,436 10,253 5,688 913 -9,824 5,165 6,117 517 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 19.9 18.8 47.4 51.9 88.4 90.6 11.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 77 73 91 103 91 230 217
CFTC#03265C JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,126 COMMITMENTS 344 293 177 1,258 1,404 1,779 1,874 347 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 13.8 8.3 59.2 66.0 83.7 88.1 16.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 4 15 15 19 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,733 COMMITMENTS 323 619 524 2,466 2,326 3,313 3,469 420 264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 509) -10 -256 144 378 629 512 517 -3 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 16.6 14.0 66.1 62.3 88.7 92.9 11.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 3 6 9 20 20 30 29
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 320,394 COMMITMENTS 136,914 16,299 60,308 104,385 227,781 301,607 304,389 18,787 16,005 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,420) 6,140 -2,946 13,058 4,296 15,358 23,494 25,470 -74 -2,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 5.1 18.8 32.6 71.1 94.1 95.0 5.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 339) 168 71 94 73 78 286 206
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,296,902 COMMITMENTS 704,671 16,140 73,933 489,477 1188,595 1268,081 1278,668 28,821 18,234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,926) 19,542 86 -261 590 19,594 19,871 19,419 55 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 1.2 5.7 37.7 91.6 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 22 8 22 44 47 74 69 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,229 COMMITMENTS 9,094 57,276 22,782 224,364 175,107 256,240 255,165 2,989 4,064 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,603) 1,870 4,019 2,090 4,623 3,107 8,583 9,216 20 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 22.1 8.8 86.6 67.5 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 10 14 20 35 31 56 54
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,836 COMMITMENTS 2,080 5,496 2,680 22,676 19,260 27,436 27,436 400 400 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,120) 240 -640 2,520 1,200 1,440 3,960 3,320 -1,840 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 19.7 9.6 81.5 69.2 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 11 3 8 8 13 21
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,037 COMMITMENTS 2,068 2,980 900 5,000 4,614 7,968 8,493 2,069 1,544 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,804) -23 -2,170 -147 -852 674 -1,022 -1,643 -782 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 29.7 9.0 49.8 46.0 79.4 84.6 20.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 21 20 12 18 12 45 38
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,015 COMMITMENTS 2,455 1,830 1,922 6,495 7,594 10,871 11,346 2,145 1,670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 748) -70 348 332 328 -15 590 665 158 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 14.1 14.8 49.9 58.3 83.5 87.2 16.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 19 18 15 25 14 51 41
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,458,607 COMMITMENTS 257,419 234,459 64,088 1016,822 983,998 1338,329 1282,545 120,277 176,062 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 73,658) 45,721 29,217 247 25,022 26,870 70,991 56,334 2,667 17,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 16.1 4.4 69.7 67.5 91.8 87.9 8.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 275) 64 45 41 113 118 191 190
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,985,749 COMMITMENTS 859,692 643,061 428,050 2316,235 2325,529 3603,977 3396,639 381,772 589,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,046) 20,462 13,770 4,327 -5,370 10,808 19,419 28,905 9,627 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 16.1 10.7 58.1 58.3 90.4 85.2 9.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 403) 88 88 94 177 194 308 333
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 352,291 COMMITMENTS 58,020 46,062 4,020 209,653 183,325 271,693 233,407 80,598 118,884 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,192) 3,040 458 1,840 -2,065 -684 2,815 1,614 4,377 5,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 13.1 1.1 59.5 52.0 77.1 66.3 22.9 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 8 5 5 33 32 44 39
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,374,120 COMMITMENTS 448,503 589,931 248,279 2402,051 2163,058 3098,833 3001,268 275,287 372,852 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,025) -33,994 -18,466 35,108 14,739 -11,181 15,853 5,460 -5,828 4,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 17.5 7.4 71.2 64.1 91.8 88.9 8.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 307) 49 74 71 129 149 221 251
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,529,338 COMMITMENTS 233,367 260,558 326,264 933,665 884,903 1493,295 1471,725 36,043 57,613 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 109,378) -14,871 38,054 35,407 88,563 35,673 109,098 109,134 279 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 17.0 21.3 61.1 57.9 97.6 96.2 2.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 152) 18 53 50 58 73 115 142
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,588 COMMITMENTS 572 1,200 1,075 4,849 4,711 6,496 6,986 1,092 602 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 628) 204 -27 219 44 475 466 667 161 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 15.8 14.2 63.9 62.1 85.6 92.1 14.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 11 10 19 21 30 34
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,900 COMMITMENTS 20,432 7,030 15,450 15,192 22,143 51,074 44,622 4,826 11,278 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 934) -158 1,855 -276 995 361 562 1,940 372 -1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 12.6 27.6 27.2 39.6 91.4 79.8 8.6 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 23 21 31 33 33 72 69
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,269 COMMITMENTS 1,226 870 1,943 6,211 6,606 9,380 9,419 889 850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 364) 31 1 61 217 199 310 260 55 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 8.5 18.9 60.5 64.3 91.3 91.7 8.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 10 6 10 24 18 38 30
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,605 COMMITMENTS 591 4,978 366 4,082 678 5,039 6,022 1,566 583 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37) 36 -1 -6 7 -18 37 -25 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 75.4 5.5 61.8 10.3 76.3 91.2 23.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 5 6 9 6 17 15
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,261 COMMITMENTS 74,084 32,663 81,711 93,860 120,999 249,654 235,373 22,606 36,888 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,140) 5,041 -3,174 4,847 0 8,435 9,888 10,108 252 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 12.0 30.0 34.5 44.4 91.7 86.5 8.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 119 65 122 81 79 257 220
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 505,565 COMMITMENTS 175,906 19,374 150,942 141,066 267,506 467,914 437,821 37,651 67,744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,358) -2,502 -3,845 -3,242 86 2,950 -5,658 -4,137 2,299 779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 3.8 29.9 27.9 52.9 92.6 86.6 7.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 471) 165 76 160 141 180 396 357
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,176 COMMITMENTS 1,709 1,436 672 1,137 2,012 3,518 4,120 1,658 1,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -604) -950 -11 15 419 -508 -516 -504 -87 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 27.7 13.0 22.0 38.9 68.0 79.6 32.0 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 20 11 11 18 19 43 37
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,905 COMMITMENTS 26,460 6,859 21,340 14,514 18,696 62,315 46,895 9,591 25,011 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,874) -1,575 -1,325 627 -1,609 -887 -2,557 -1,585 683 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 9.5 29.7 20.2 26.0 86.7 65.2 13.3 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 255) 81 56 71 64 97 187 192
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,246 COMMITMENTS 1,867 20,171 6,995 28,908 9,480 37,770 36,646 476 1,600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 263) 767 -128 -588 211 1,124 390 407 -127 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 52.7 18.3 75.6 24.8 98.8 95.8 1.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 17 17 21 27 23 53 52
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 143,929 COMMITMENTS 21,783 11,329 14,918 106,822 117,085 143,523 143,332 406 597 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 486) 1,421 -5 -83 -865 567 473 479 13 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 7.9 10.4 74.2 81.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 12 11 20 43 46 67 66
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 47,327 COMMITMENTS 6,764 1,050 300 40,262 45,977 47,327 47,327 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,367) 7 950 150 2,210 1,267 2,367 2,367 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 2.2 0.6 85.1 97.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 5 3 30 25 37 32
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 32,139 COMMITMENTS 3,450 200 225 28,440 31,474 32,115 31,899 24 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,389) 950 -75 25 390 1,199 1,365 1,149 24 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.6 0.7 88.5 97.9 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 1 2 26 23 31 26
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 190,912 COMMITMENTS 4,609 29,034 1,372 184,822 160,406 190,803 190,812 109 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,512) 759 8,434 -728 31,372 23,706 31,403 31,412 109 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 15.2 0.7 96.8 84.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 7 7 5 40 37 49 47
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,308 COMMITMENTS 450 6,232 1,647 65,170 59,429 67,267 67,308 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,797) 25 691 103 1,628 1,017 1,756 1,811 41 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.3 2.4 96.8 88.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 10 7 24 22 33 34
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 23,499 COMMITMENTS 200 700 375 22,918 22,424 23,493 23,499 6 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 849) 50 0 0 793 849 843 849 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.0 1.6 97.5 95.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 5 1 15 15 17 21
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 60,867 COMMITMENTS 150 3,700 830 59,846 56,277 60,826 60,807 41 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,167) 0 -700 30 16,096 16,777 16,126 16,107 41 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.1 1.4 98.3 92.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 3 2 29 28 32 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 65,644 COMMITMENTS 1,605 1,925 390 62,993 62,989 64,988 65,304 656 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,294) 855 525 -210 13,993 14,639 14,638 14,954 656 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.9 0.6 96.0 96.0 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 5 3 3 25 23 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 65,410 COMMITMENTS 695 16,800 0 64,496 48,490 65,191 65,290 219 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 885) 75 600 0 810 285 885 885 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 25.7 0.0 98.6 74.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 1 0 27 26 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 83,971 COMMITMENTS 815 16,800 0 83,005 66,906 83,820 83,706 151 265 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,360) 175 600 0 1,185 760 1,360 1,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 20.0 0.0 98.8 79.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 1 0 27 26 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 32,555 COMMITMENTS 700 1,000 0 31,594 31,415 32,294 32,415 261 140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.1 0.0 97.0 96.5 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 0 22 19 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 40,250 COMMITMENTS 2,950 0 0 37,240 40,034 40,190 40,034 60 216 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,800) 1,400 -50 -250 4,590 5,884 5,740 5,584 60 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 92.5 99.5 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 0 0 22 25 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 15,590 COMMITMENTS 600 250 0 14,990 15,340 15,590 15,590 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 940) 0 0 0 940 940 940 940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.6 0.0 96.2 98.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 0 16 14 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 19,207 COMMITMENTS 1,500 3,418 150 17,322 15,326 18,972 18,894 235 314 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,457) 0 1,268 100 2,122 776 2,222 2,144 235 314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 17.8 0.8 90.2 79.8 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 5 2 23 22 27 28
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,757 COMMITMENTS 850 1,032 250 6,497 6,175 7,597 7,457 160 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 13.3 3.2 83.8 79.6 97.9 96.1 2.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 1 1 13 12 15 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AP NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,700 COMMITMENTS 260 250 525 11,515 11,885 12,300 12,660 400 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35) -200 150 225 -60 -410 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.0 4.1 90.7 93.6 96.9 99.7 3.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 2 2 10 14 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,035 COMMITMENTS 0 1,300 0 40,940 39,655 40,940 40,955 95 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 99.8 96.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 0 25 25 25 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 49,860 COMMITMENTS 2,000 400 900 46,960 48,560 49,860 49,860 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,335) 400 -250 50 5,885 6,535 6,335 6,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.8 1.8 94.2 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 1 1 28 28 31 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,350 COMMITMENTS 1,315 445 300 47,295 48,425 48,910 49,170 440 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 735) 0 0 0 735 735 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.9 0.6 95.8 98.1 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 1 20 9 23 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 59,165 COMMITMENTS 1,620 2,545 475 56,875 56,145 58,970 59,165 195 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 690) 0 0 0 690 690 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.3 0.8 96.1 94.9 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 2 1 26 13 29 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 74,097 COMMITMENTS 260 1,597 369 73,347 71,674 73,976 73,640 121 457 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38,297) -4,940 1,597 269 42,847 35,974 38,176 37,840 121 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.2 0.5 99.0 96.7 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 1 29 26 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 98,324 COMMITMENTS 4,051 4,995 1,426 92,556 91,432 98,033 97,853 291 471 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44,416) -8,949 2,771 -242 53,316 41,416 44,125 43,945 291 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 5.1 1.5 94.1 93.0 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 7 8 5 31 31 42 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 34,001 COMMITMENTS 1,325 100 0 32,636 33,901 33,961 34,001 40 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -74) 75 0 -75 -114 1 -114 -74 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.3 0.0 96.0 99.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 1 0 16 16 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 48,244 COMMITMENTS 1,781 4,400 300 46,035 43,544 48,116 48,244 128 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,944) 581 300 0 9,235 9,644 9,816 9,944 128 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 9.1 0.6 95.4 90.3 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 1 25 18 29 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 50,049 COMMITMENTS 5,135 1,500 2,020 42,724 46,039 49,879 49,559 170 490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,999) 885 -400 20 7,924 8,889 8,829 8,509 170 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.0 4.0 85.4 92.0 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 3 23 22 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 33,889 COMMITMENTS 50 2,550 245 33,494 30,953 33,789 33,748 100 141 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,489) -750 750 245 14,894 13,353 14,389 14,348 100 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.5 0.7 98.8 91.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 3 2 22 17 25 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 29,461 COMMITMENTS 50 1,800 0 29,215 27,621 29,265 29,421 196 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,761) 0 0 0 10,565 10,721 10,565 10,721 196 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.1 0.0 99.2 93.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 0 18 14 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 36,583 COMMITMENTS 1,131 335 428 34,493 35,730 36,052 36,493 531 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,633) -1,469 -715 428 13,143 12,830 12,102 12,543 531 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.9 1.2 94.3 97.7 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 2 21 20 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 23,432 COMMITMENTS 1,094 0 1 22,172 23,231 23,267 23,232 165 200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 94.6 99.1 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 19 19 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 51,340 COMMITMENTS 2,325 6,580 236 48,504 44,524 51,065 51,339 275 1 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,840) -75 4,357 -253 18,893 14,735 18,565 18,839 275 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 12.8 0.5 94.5 86.7 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 3 4 2 30 26 34 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 36,261 COMMITMENTS 1,800 940 10 34,371 35,303 36,181 36,253 80 8 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,511) 0 240 10 15,421 15,253 15,431 15,503 80 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 2.6 0.0 94.8 97.4 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 2 1 26 22 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 18,568 COMMITMENTS 25 525 1,200 17,343 16,843 18,568 18,568 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 593) 0 0 0 593 593 593 593 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.8 6.5 93.4 90.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 1 19 16 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CC PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 13,529 COMMITMENTS 0 200 0 13,529 13,329 13,529 13,529 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 104) 0 0 0 104 104 104 104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 **** 98.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 13 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,390 COMMITMENTS 740 0 100 14,615 16,270 15,455 16,370 935 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,430) 0 0 0 1,430 1,430 1,430 1,430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.6 89.2 99.3 94.3 99.9 5.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 20 13 22 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,055 COMMITMENTS 345 310 525 16,925 17,200 17,795 18,035 260 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,710) 50 150 0 1,660 1,560 1,710 1,710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.7 2.9 93.7 95.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 25 17 28 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 554,247 COMMITMENTS 1,224 77,944 74,373 478,311 400,849 553,907 553,165 340 1,081 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -820) 257 10,632 -2,390 1,313 -9,027 -820 -785 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 14.1 13.4 86.3 72.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 4 4 19 19 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CU PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,595 COMMITMENTS 130 0 0 10,100 10,595 10,230 10,595 365 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 95.3 **** 96.6 **** 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 31,679 COMMITMENTS 1,200 0 0 29,858 31,670 31,058 31,670 621 9 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 600) 0 0 0 615 600 615 600 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 94.3 **** 98.0 **** 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 17 14 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 28,911 COMMITMENTS 1,150 0 0 27,384 28,905 28,534 28,905 377 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) 0 0 0 345 335 345 335 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 94.7 **** 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 0 0 16 12 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 13,850 COMMITMENTS 0 550 0 13,690 13,020 13,690 13,570 160 280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 98.8 94.0 98.8 98.0 1.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 14 14 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D5 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,710 COMMITMENTS 0 350 0 9,430 9,060 9,430 9,410 280 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 97.1 93.3 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 2 0 14 11 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,989 COMMITMENTS 0 6,300 75 25,859 19,588 25,934 25,963 55 26 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 0 1,800 0 1,200 -600 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.2 0.3 99.5 75.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 4 1 17 18 18 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,968 COMMITMENTS 100 6,200 25 27,783 21,644 27,908 27,869 60 99 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 0 1,800 0 1,200 -600 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 22.2 0.1 99.3 77.4 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 3 1 17 16 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 111,456 COMMITMENTS 410 3,682 255 110,756 107,499 111,421 111,436 35 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,695) 100 175 0 3,595 3,520 3,695 3,695 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.3 0.2 99.4 96.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 3 6 4 35 35 41 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 131,998 COMMITMENTS 1,070 8,622 790 130,103 122,586 131,963 131,998 35 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,800) 155 2,030 70 5,575 3,700 5,800 5,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.5 0.6 98.6 92.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 5 7 4 40 33 47 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 197,351 COMMITMENTS 10,740 27,589 13,745 172,826 155,933 197,311 197,268 40 83 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,139) 631 1,082 1,012 1,466 1,043 3,110 3,137 30 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 14.0 7.0 87.6 79.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 10 17 14 45 42 61 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,635 COMMITMENTS 1,225 725 5 48,255 48,880 49,485 49,610 150 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -110) 225 100 0 -345 -210 -120 -110 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.5 0.0 97.2 98.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 22 12 25 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,805 COMMITMENTS 900 625 0 45,840 46,155 46,740 46,780 65 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -265) 175 100 0 -440 -365 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 0.0 97.9 98.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 0 22 11 24 13
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 224,125 COMMITMENTS 19,326 11,727 6,023 198,729 206,301 224,079 224,051 46 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -382) -104 13 -62 -216 -334 -382 -383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 5.2 2.7 88.7 92.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 1 25 21 26 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,592 COMMITMENTS 0 0 0 36,907 36,927 36,907 36,927 1,685 1,665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.6 95.7 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 15 15 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,050 COMMITMENTS 0 0 0 33,890 33,810 33,890 33,810 1,160 1,240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 96.5 96.7 96.5 3.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 16 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,166 COMMITMENTS 0 1,200 0 31,897 30,697 31,897 31,897 4,269 4,269 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 88.2 84.9 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 0 14 19 14 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,301 COMMITMENTS 0 1,200 0 29,998 28,668 29,998 29,868 3,303 3,433 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 90.1 86.1 90.1 89.7 9.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 12 19 12 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,420 COMMITMENTS 0 17,970 550 41,835 24,155 42,385 42,675 1,035 745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 -225 0 0 225 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.4 1.3 96.3 55.6 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 2 17 16 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 41,675 COMMITMENTS 0 14,010 545 40,250 26,450 40,795 41,005 880 670 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 -150 0 0 150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 33.6 1.3 96.6 63.5 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 3 17 17 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,390 COMMITMENTS 1,305 2,255 585 40,040 39,105 41,930 41,945 1,460 1,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 195 0 400 205 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 5.2 1.3 92.3 90.1 96.6 96.7 3.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 3 18 13 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,975 COMMITMENTS 1,355 2,030 585 35,840 35,205 37,780 37,820 1,195 1,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 370) 0 45 0 370 325 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 5.2 1.5 92.0 90.3 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 2 3 19 13 23 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,325 COMMITMENTS 200 11,520 0 34,785 23,570 34,985 35,090 340 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 335) 100 0 0 440 440 540 440 -205 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 32.6 0.0 98.5 66.7 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 0 18 13 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,780 COMMITMENTS 0 10,495 0 32,260 21,870 32,260 32,365 520 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235) 0 0 0 370 310 370 310 -135 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 32.0 0.0 98.4 66.7 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 18 11 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,070 COMMITMENTS 615 130 165 23,800 24,285 24,580 24,580 1,490 1,490 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.5 0.6 91.3 93.2 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 1 3 15 12 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 25,350 COMMITMENTS 1,035 130 215 23,125 24,030 24,375 24,375 975 975 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.8 91.2 94.8 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 3 17 11 23 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,520 COMMITMENTS 7,750 1,500 350 29,250 35,525 37,350 37,375 1,170 1,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,555) 1,675 0 0 880 2,555 2,555 2,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 3.9 0.9 75.9 92.2 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 2 18 13 22 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,465 COMMITMENTS 1,455 1,340 130 24,490 24,930 26,075 26,400 2,390 2,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,020) 150 0 0 670 820 820 820 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 4.7 0.5 86.0 87.6 91.6 92.7 8.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 2 1 17 11 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 120,320 COMMITMENTS 22,305 75 85 88,510 110,715 110,900 110,875 9,420 9,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 785) -1,655 0 0 2,560 905 905 905 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 0.1 0.1 73.6 92.0 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 1 2 25 27 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 102,340 COMMITMENTS 23,535 0 150 71,395 94,905 95,080 95,055 7,260 7,285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 255) -105 0 0 335 230 230 230 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 0.0 0.1 69.8 92.7 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 0 1 20 27 25 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,040 COMMITMENTS 600 675 25 19,010 18,995 19,635 19,695 2,405 2,345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.1 0.1 86.3 86.2 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 1 18 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,120 COMMITMENTS 2,100 25 0 16,895 19,165 18,995 19,190 1,125 930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 775) 0 0 0 775 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.1 0.0 84.0 95.3 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 18 13 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 47,535 COMMITMENTS 230 4,240 25 41,175 37,165 41,430 41,430 6,105 6,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,175 1,175 1,175 1,175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.9 0.1 86.6 78.2 87.2 87.2 12.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 1 18 19 20 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,460 COMMITMENTS 0 2,675 0 27,435 24,890 27,435 27,565 4,025 3,895 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,290) 0 0 0 1,340 1,340 1,340 1,340 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.5 0.0 87.2 79.1 87.2 87.6 12.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 1 0 18 20 18 21
CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,644 COMMITMENTS 186 1,841 0 24,268 22,452 24,454 24,293 190 351 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -174) 0 0 0 -174 -174 -174 -174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 7.5 0.0 98.5 91.1 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 4 0 18 25 19 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,548 COMMITMENTS 8,259 1,611 2,179 90,766 98,368 101,204 102,158 1,344 390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,084) 159 93 161 1,642 1,914 1,962 2,168 122 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 1.6 2.1 88.5 95.9 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98) 16 12 15 55 58 82 76 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 80,311 COMMITMENTS 15,612 2,873 830 63,784 75,888 80,226 79,591 85 720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 365) 80 -45 0 265 440 345 395 20 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 3.6 1.0 79.4 94.5 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 3 1 23 30 30 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,808 COMMITMENTS 604 1,543 663 37,271 35,839 38,538 38,045 270 763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 460) 159 -20 -59 390 981 490 902 -30 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.0 1.7 96.0 92.3 99.3 98.0 0.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 7 5 5 32 39 40 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,951 COMMITMENTS 1,023 77 309 8,460 8,295 9,792 8,681 159 1,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 409) 0 0 0 409 287 409 287 0 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.8 3.1 85.0 83.4 98.4 87.2 1.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 2 4 22 20 29 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,405 COMMITMENTS 634 661 321 12,634 13,017 13,589 13,999 816 406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 674) 6 60 35 742 563 783 658 -109 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.6 2.2 87.7 90.4 94.3 97.2 5.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 2 2 22 18 26 22
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 800,619 COMMITMENTS 89,603 44,053 269,313 425,391 471,594 784,307 784,960 16,312 15,659 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39,264) -11,796 8,648 1,012 -30,922 -48,527 -41,706 -38,868 2,442 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 5.5 33.6 53.1 58.9 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 161) 43 37 64 71 74 146 144
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,177,034 COMMITMENTS 636,766 255,329 1242,393 1167,883 1559,366 3047,042 3057,088 129,992 119,946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59,797) 6,089 12,258 19,665 39,515 19,748 65,269 51,671 -5,472 8,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 8.0 39.1 36.8 49.1 95.9 96.2 4.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 551) 236 159 274 116 133 477 457
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 214,367 COMMITMENTS 86,781 39,924 54,747 71,262 117,905 212,790 212,576 1,577 1,791 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,930) -1,271 -4,771 -680 -6,863 -3,307 -8,813 -8,758 -116 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 18.6 25.5 33.2 55.0 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 8 7 18 22 26 31
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,823 COMMITMENTS 55,006 16,238 3,284 50,209 57,907 108,499 77,429 15,324 46,394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 472) -87 -204 430 2,120 334 2,463 560 -1,991 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 13.1 2.7 40.5 46.8 87.6 62.5 12.4 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 4 7 16 19 24 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,486 COMMITMENTS 670 1,117 1,868 6,880 6,360 9,418 9,345 1,068 1,141 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,004) -4,188 52 61 118 -4,168 -4,009 -4,054 4 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 10.7 17.8 65.6 60.7 89.8 89.1 10.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 6 6 8 7 7 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,975 COMMITMENTS 27,568 0 7,713 37,447 60,189 72,728 67,902 11,247 16,073 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,793) -2,897 0 -545 -2,185 -5,155 -5,627 -5,700 -1,166 -1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 0.0 9.2 44.6 71.7 86.6 80.9 13.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 8 0 7 17 17 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,800 COMMITMENTS 18,430 44,271 50,651 63,654 40,693 132,735 135,614 13,065 10,186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,141) 605 -2,155 5,537 -1,408 -300 4,734 3,082 -593 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 30.4 34.7 43.7 27.9 91.0 93.0 9.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 20 16 31 18 23 52 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,920 COMMITMENTS 2,663 20,210 3,307 28,584 11,257 34,554 34,774 366 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 113) -108 54 -24 245 79 114 109 -1 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 57.9 9.5 81.9 32.2 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 7 6 8 17 14 27 25
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 76,768 COMMITMENTS 60,297 7,545 11,289 4,900 56,596 76,486 75,430 282 1,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,851) -6,543 -528 -2,242 -1,027 -6,958 -9,812 -9,729 -39 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.5 9.8 14.7 6.4 73.7 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 4 6 10 17 16 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,103 COMMITMENTS 225 0 0 8,860 8,926 9,085 8,926 18 177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 97.3 98.1 99.8 98.1 0.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 0 0 20 17 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 5,270 COMMITMENTS 540 0 0 4,730 5,150 5,270 5,150 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,080) 285 0 0 795 1,080 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 89.8 97.7 **** 97.7 0.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 13 14 15 14
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 333,443 COMMITMENTS 62,314 92,091 75,601 176,843 152,667 314,758 320,358 18,686 13,085 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,239) -6,074 -10,474 -315 -2,103 -6 -8,492 -10,795 -1,746 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 27.6 22.7 53.0 45.8 94.4 96.1 5.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 86 97 91 61 48 208 189
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,595 COMMITMENTS 25,867 5,970 3,785 6,858 27,077 36,510 36,832 2,086 1,763 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -84) -499 145 -61 505 -140 -54 -56 -30 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 15.5 9.8 17.8 70.2 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 182) 71 52 24 29 42 116 107
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,374 COMMITMENTS 46,465 34,746 3,225 18,183 35,010 67,872 72,980 8,502 3,394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,884) 216 -2,291 29 -1,637 990 -1,392 -1,272 -492 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 45.5 4.2 23.8 45.8 88.9 95.6 11.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 265) 142 66 28 35 32 188 117
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 942,324 COMMITMENTS 208,790 173,886 199,882 460,864 490,190 869,537 863,959 72,787 78,365 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,740) 1,609 7,261 -501 1,162 -427 2,269 6,333 2,470 -1,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 18.5 21.2 48.9 52.0 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 250) 79 66 85 88 79 206 198
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 248,628 COMMITMENTS 47,634 52,672 67,498 122,086 118,768 237,218 238,938 11,409 9,690 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,092) -799 1,600 2,706 -253 -2,406 1,654 1,900 438 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 21.2 27.1 49.1 47.8 95.4 96.1 4.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 447) 136 137 148 147 129 362 346
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 235,305 COMMITMENTS 99,773 56,698 42,325 61,651 120,281 203,749 219,304 31,557 16,001 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,625) 4,954 15,941 7,398 7,104 -5,358 19,456 17,982 -831 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 24.1 18.0 26.2 51.1 86.6 93.2 13.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 238) 120 63 81 39 38 191 154
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 251,394 COMMITMENTS 96,918 88,143 38,062 100,725 108,249 235,705 234,454 15,689 16,940 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,097) -1,845 -2,363 2,212 7,934 6,784 8,302 6,634 -1,205 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 35.1 15.1 40.1 43.1 93.8 93.3 6.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 116 81 72 51 46 207 172
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 640,232 COMMITMENTS 210,705 90,449 172,769 206,056 344,222 589,530 607,440 50,702 32,792 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,673) -11,688 9,441 5,639 8,973 -10,212 2,924 4,868 -251 -2,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 14.1 27.0 32.2 53.8 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 378) 192 105 152 56 59 306 265
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,954 COMMITMENTS 11,976 1,983 0 22,711 33,110 34,687 35,093 1,267 861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -474) -672 330 0 388 -715 -284 -385 -190 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 5.5 0.0 63.2 92.1 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 14 7 0 10 8 24 15
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 239,103 COMMITMENTS 38,591 136,779 11,110 155,885 47,117 205,586 195,007 33,518 44,097 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,453) -8,527 3,814 1,334 15,547 5,326 8,353 10,473 100 -2,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 57.2 4.6 65.2 19.7 86.0 81.6 14.0 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 24 54 18 29 33 64 94
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,224 COMMITMENTS 3,998 24,850 1,518 35,777 5,743 41,293 32,111 8,931 18,113 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 510) -4,482 1,007 392 3,578 93 -511 1,492 1,021 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 49.5 3.0 71.2 11.4 82.2 63.9 17.8 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 7 17 9 12 9 24 30
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,505 COMMITMENTS 92,686 22,566 2,106 81,200 156,769 175,991 181,440 8,514 3,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,090) 172 -4 1,081 2,180 2,875 3,433 3,952 657 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 12.2 1.1 44.0 85.0 95.4 98.3 4.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 81 32 11 13 28 100 66
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 289,410 COMMITMENTS 45,026 80,726 25,175 186,495 150,508 256,696 256,409 32,713 33,000 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,280) 3,456 -9,757 1,395 -1,544 10,195 3,307 1,833 -1,026 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 27.9 8.7 64.4 52.0 88.7 88.6 11.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 127) 31 42 27 33 46 81 98
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 263,260 COMMITMENTS 41,974 101,035 22,440 175,356 93,842 239,770 217,318 23,490 45,942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,284) -837 23,908 -1,859 19,803 -6,762 17,107 15,287 -1,824 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 38.4 8.5 66.6 35.6 91.1 82.5 8.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 30 43 28 32 39 78 94
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 78,223 COMMITMENTS 51,501 17,267 2,482 15,412 55,813 69,395 75,561 8,828 2,662 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,220) 2,781 4,266 -294 1,582 10 4,068 3,982 -848 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 22.1 3.2 19.7 71.4 88.7 96.6 11.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149) 85 42 21 14 9 112 63
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 516,782 COMMITMENTS 162,981 123,690 54,799 226,437 275,278 444,217 453,767 72,566 63,016 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,029) 10,500 -3,863 4,842 12,443 25,698 27,784 26,676 2,245 3,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 23.9 10.6 43.8 53.3 86.0 87.8 14.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 266) 86 85 67 65 75 185 193
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,033 COMMITMENTS 11,542 3,970 34 9,475 18,345 21,051 22,349 1,982 684 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -449) 546 -1,051 32 -832 321 -254 -698 -195 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 17.2 0.1 41.1 79.6 91.4 97.0 8.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 13 13 1 5 6 18 20
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 415,179 COMMITMENTS 109,695 77,355 93,181 192,601 220,947 395,477 391,483 19,702 23,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,119) -674 -3,493 2,337 -9,898 -5,359 -8,234 -6,515 -884 -2,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 18.6 22.4 46.4 53.2 95.3 94.3 4.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 83 67 89 98 110 229 231
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,441 COMMITMENTS 0 1,813 389 5,316 3,265 5,705 5,467 1,736 1,974 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) 0 167 0 0 -20 0 147 180 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.4 5.2 71.4 43.9 76.7 73.5 23.3 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 4 2 10 10 12 14
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,107 COMMITMENTS 200 825 650 14,861 14,907 15,711 16,382 1,396 725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 0 400 -100 325 0 225 300 125 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.8 3.8 86.9 87.1 91.8 95.8 8.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 2 18 17 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A47 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,912 COMMITMENTS 929 0 1,359 6,887 7,208 9,175 8,567 1,737 2,345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,140) -63 0 0 829 823 766 823 374 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 12.5 63.1 66.1 84.1 78.5 15.9 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 3 17 20 20 23
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,187 COMMITMENTS 11,918 23,872 336 29,921 15,501 42,175 39,709 3,012 5,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,130) -152 1,016 120 1,155 -157 1,123 979 7 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 52.8 0.7 66.2 34.3 93.3 87.9 6.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 22 31 8 15 14 41 49
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 620,266 COMMITMENTS 173,700 316,060 160,852 246,552 105,210 581,104 582,122 39,162 38,144 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,324) 12,261 38,947 422 9,885 -16,198 22,568 23,171 -244 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 51.0 25.9 39.7 17.0 93.7 93.9 6.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 86 114 103 39 35 185 204
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,685 COMMITMENTS 4,484 2,858 2,648 9,480 11,336 16,612 16,842 1,073 843 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -690) 241 -187 -648 -210 74 -617 -761 -73 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 16.2 15.0 53.6 64.1 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 5 1 9 6 16 12
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 61,465 COMMITMENTS 28,775 5,754 3,449 19,259 43,626 51,482 52,829 9,983 8,637 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 49) -1,188 448 -96 1,618 -931 333 -579 -284 628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 9.4 5.6 31.3 71.0 83.8 85.9 16.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106) 40 14 10 32 29 75 50
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 122,931 COMMITMENTS 57,549 11,508 6,898 38,518 87,252 102,965 105,657 19,966 17,273 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 98) -2,377 896 -193 3,236 -1,862 667 -1,158 -568 1,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 9.4 5.6 31.3 71.0 83.8 85.9 16.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106) 40 14 10 32 29 75 50
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 679,523 3035,098 ******** ******** 8236,978 ******** ******** 617,1971178,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST:-1030,639) 57,798 -307,045 -628,166 -502,686 -84,315 ******** ******** 42,415 -11,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 13.5 44.8 49.5 36.5 97.3 94.8 2.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 338) 39 142 148 120 145 274 331
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 863,396 COMMITMENTS 102,263 104,128 127,369 536,280 529,541 765,912 761,038 97,484 102,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,305) -926 8,505 -2,501 9,334 -1,856 5,908 4,149 397 2,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 12.1 14.8 62.1 61.3 88.7 88.1 11.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 686) 172 166 195 254 262 518 532
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 137,349 COMMITMENTS 4,795 14,995 29,591 72,766 62,368 107,152 106,954 30,197 30,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -214) 267 -1,219 -345 -820 1,119 -898 -445 685 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 10.9 21.5 53.0 45.4 78.0 77.9 22.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 13 16 25 35 35 64 62
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,630,236 COMMITMENTS 552,284 510,607 423,948 2317,570 2335,868 3293,802 3270,423 336,434 359,814 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,593) -17,587 36,995 844 50,771 -14,873 34,029 22,966 -1,436 9,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 14.1 11.7 63.8 64.3 90.7 90.1 9.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 669) 167 160 186 247 255 499 516
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 32,609 COMMITMENTS 8,916 810 549 22,947 30,389 32,412 31,748 197 861 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 559) 60 0 0 493 413 553 413 6 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 2.5 1.7 70.4 93.2 99.4 97.4 0.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 6 1 1 15 20 21 22
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,761 COMMITMENTS 6,734 11,210 604 5,286 904 12,624 12,718 137 43 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 295 90 85 15 165 395 340 -45 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 87.8 4.7 41.4 7.1 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 9 6 5 10 3 23 10
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,165 COMMITMENTS 6,280 5,737 5,126 5,931 6,797 17,337 17,660 828 505 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 360) 199 42 36 153 410 388 488 -28 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 31.6 28.2 32.7 37.4 95.4 97.2 4.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 18 15 20 12 14 40 41
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,869 COMMITMENTS 25,277 9,880 2,483 22,388 36,898 50,147 49,261 6,722 7,608 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 375) -1,921 1,408 374 1,737 -1,731 191 51 184 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 17.4 4.4 39.4 64.9 88.2 86.6 11.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 269) 79 66 37 77 73 177 155
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 284,345 COMMITMENTS 126,383 49,400 12,415 111,939 184,489 250,737 246,305 33,608 38,041 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,875) -9,603 7,039 1,871 8,685 -8,654 953 256 922 1,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 17.4 4.4 39.4 64.9 88.2 86.6 11.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 269) 79 66 37 77 73 177 155
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 42,126 COMMITMENTS 37,891 39,616 1,885 2,275 544 42,051 42,045 75 81 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 523) -250 -225 759 0 0 509 534 14 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.9 94.0 4.5 5.4 1.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 25 16 2 2 1 29 17
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,056 COMMITMENTS 50,252 46,931 9,824 73,510 61,176 133,586 117,930 21,471 37,126 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,113) -3,427 14,125 -591 22,109 -1,723 18,091 11,810 -3,977 2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 30.3 6.3 47.4 39.5 86.2 76.1 13.8 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 26 31 18 22 28 57 68
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 575,316 COMMITMENTS 139,515 183,311 13,906 390,103 354,356 543,525 551,573 31,791 23,743 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,813) -4,841 -1,032 567 -740 -6,816 -5,014 -7,281 201 2,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 31.9 2.4 67.8 61.6 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 329) 82 54 32 120 117 214 191
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,054 COMMITMENTS 17,392 12,949 23 12,637 24,618 30,052 37,590 11,002 3,464 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 455) -991 414 23 -373 300 -1,341 737 1,796 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 31.5 0.1 30.8 60.0 73.2 91.6 26.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 20 8 2 15 12 35 22
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,086 COMMITMENTS 29,671 16,234 927 39,084 37,931 69,682 55,092 9,404 23,994 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,790) -1,249 292 97 -5,159 882 -6,311 1,271 521 -7,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 20.5 1.2 49.4 48.0 88.1 69.7 11.9 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 28 19 5 31 26 61 48
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 297,056 COMMITMENTS 54,877 8,408 2,582 231,211 281,183 288,670 292,173 8,386 4,883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,158) 772 1,675 -372 4,605 2,180 5,005 3,483 -847 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 2.8 0.9 77.8 94.7 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 147) 38 8 7 73 55 111 70
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 957,928 COMMITMENTS 289,966 105,000 12,580 627,808 833,328 930,354 950,908 27,574 7,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,966) 5,741 4,006 42 9,311 14,182 15,094 18,230 -128 -3,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 11.0 1.3 65.5 87.0 97.1 99.3 2.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 353) 133 48 28 135 88 281 151
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,071 COMMITMENTS 6,701 6,581 92 24,189 24,275 30,982 30,948 89 123 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 778) 712 31 0 24 735 736 766 42 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 21.2 0.3 77.9 78.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 9 13 1 7 19 16 33
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,165 COMMITMENTS 11,098 5,003 0 15,026 21,017 26,124 26,020 41 145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 495) -1,125 596 0 1,644 -163 519 433 -24 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 19.1 0.0 57.4 80.3 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 9 10 0 6 12 15 22
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,925 COMMITMENTS 14,753 4,910 397 5,805 23,212 20,955 28,519 11,970 4,406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 338) 995 328 50 -147 119 898 497 -560 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 14.9 1.2 17.6 70.5 63.6 86.6 36.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 9 5 2 6 6 16 12
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 96,060 COMMITMENTS 21,720 3,512 1,418 60,522 87,879 83,660 92,809 12,400 3,251 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -127) -1,163 150 40 1,203 31 80 221 -207 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 3.7 1.5 63.0 91.5 87.1 96.6 12.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 12 8 5 47 31 61 42
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,990 COMMITMENTS 1,512 287 211 30,007 31,492 31,730 31,990 260 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 709) 177 0 0 532 709 709 709 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.9 0.7 93.8 98.4 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 2 2 31 18 38 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,400 COMMITMENTS 650 1,550 405 4,345 3,445 5,400 5,400 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10) 100 -75 75 -40 35 135 35 -125 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 28.7 7.5 80.5 63.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 5 4 14 16 21 23
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,748 COMMITMENTS 2,083 3,056 676 16,090 15,724 18,849 19,456 899 292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 179) -91 63 148 122 -39 179 172 0 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 15.5 3.4 81.5 79.6 95.4 98.5 4.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 7 6 24 23 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565G RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 5,095 COMMITMENTS 83 1,326 54 3,521 2,843 3,658 4,223 1,437 872 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 26.0 1.1 69.1 55.8 71.8 82.9 28.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 2 16 14 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565N GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,187 COMMITMENTS 309 218 504 3,039 3,450 3,852 4,172 335 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 552) -7 73 109 210 370 312 552 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 5.2 12.0 72.6 82.4 92.0 99.6 8.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 4 4 11 11 16 17
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,082 COMMITMENTS 1,303 2,036 1,553 6,904 6,153 9,760 9,742 322 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 891) 512 840 -382 803 412 933 870 -42 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 20.2 15.4 68.5 61.0 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 6 8 8 21 23 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,877 COMMITMENTS 490 170 265 962 1,312 1,717 1,747 160 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 205) -10 20 75 150 140 215 235 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 9.1 14.1 51.3 69.9 91.5 93.1 8.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 10 3 7 14 14 25 23
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 5/16/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,161 COMMITMENTS 2,610 8,852 3,589 20,166 14,685 26,365 27,126 4,796 4,035 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,227) 334 83 219 890 1,045 1,443 1,347 -216 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 28.4 11.5 64.7 47.1 84.6 87.1 15.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 6 6 15 14 22 21