CFTC Commitments of Traders

Futures+Options 8/18/17


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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      

CBOT MINI SOYBEANS        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 GSCI                    

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  Russell 2000 Mini           

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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,902 COMMITMENTS 137,166 157,901 209,211 204,337 180,260 550,713 547,372 46,189 49,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,074) -1,052 11,597 18,502 3,682 -9,355 21,132 20,745 2,942 3,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 26.5 35.0 34.2 30.2 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 444) 136 139 178 123 118 354 361
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 284,055 COMMITMENTS 104,339 47,071 53,816 100,682 155,119 258,837 256,006 25,218 28,049 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,482) -2,532 13,374 2,753 -1,887 -17,912 -1,665 -1,785 -816 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 16.6 18.9 35.4 54.6 91.1 90.1 8.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 268) 89 56 76 89 88 205 199
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 95,951 COMMITMENTS 15,043 10,018 12,792 49,524 57,243 77,360 80,052 18,591 15,898 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,787) -1,503 -241 419 -2,763 -5,834 -3,847 -5,655 -2,939 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 10.4 13.3 51.6 59.7 80.6 83.4 19.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 38 9 29 65 57 112 90
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,792,103 COMMITMENTS 351,961 266,106 475,483 743,349 811,448 1570,794 1553,037 221,309 239,066 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,203) 1,284 32,352 26,885 567 -42,566 28,735 16,671 -4,533 7,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 14.8 26.5 41.5 45.3 87.7 86.7 12.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 814) 217 175 246 357 340 698 656
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,549 COMMITMENTS 2,731 345 1,389 739 4,962 4,859 6,696 2,689 852 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -365) -96 -139 -37 155 -141 22 -317 -387 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 4.6 18.4 9.8 65.7 64.4 88.7 35.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 19 4 7 10 12 33 19
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 858,554 COMMITMENTS 128,413 127,034 254,243 421,224 378,061 803,880 759,337 54,674 99,218 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,075) -2,316 18,588 39,579 24,058 446 61,321 58,614 754 3,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.8 29.6 49.1 44.0 93.6 88.4 6.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 644) 182 186 235 188 226 497 536
CFTC#005603 MINI SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1,000 Bushels) OPEN INTEREST: 19,696 COMMITMENTS 5,279 2,078 173 1 4,042 5,453 6,293 14,243 13,403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -892) 17 1 50 0 -554 67 -503 -959 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 10.6 0.9 0.0 20.5 27.7 32.0 72.3 68.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 6 6 1 12 8 22
CFTC#00639H CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 6,804 COMMITMENTS 325 125 0 6,454 6,673 6,779 6,798 25 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 4.8 1.8 0.0 94.9 98.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 2 0 7 8 11 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 49,796 COMMITMENTS 16,506 25,023 20 33,270 24,753 49,796 49,796 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,300) 0 3,100 0 3,300 200 3,300 3,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 50.3 0.0 66.8 49.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 6 8 2 10 7 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 63,979 COMMITMENTS 2,925 5,408 6,351 54,693 52,175 63,969 63,934 10 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 999) 145 -1,656 609 244 2,056 999 1,009 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.5 9.9 85.5 81.6 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 12 10 14 15 29 28
CFTC#0063A1 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,984 COMMITMENTS 7,739 896 0 31,245 38,088 38,984 38,984 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41) 0 0 0 41 41 41 41 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 2.3 0.0 80.1 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 4 0 9 10 12 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 31,630 COMMITMENTS 2,480 0 50 29,100 31,580 31,630 31,630 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,540) 100 0 0 2,440 2,540 2,540 2,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.0 0.2 92.0 99.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 8 0 1 7 8 15 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,392 COMMITMENTS 6,875 17,833 437 30,080 19,122 37,392 37,392 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,250) 250 3,350 -200 3,200 100 3,250 3,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 47.7 1.2 80.4 51.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 7 2 8 6 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 25,042 COMMITMENTS 4,157 7,405 0 20,885 17,637 25,042 25,042 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,700) 0 1,700 0 1,700 0 1,700 1,700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 29.6 0.0 83.4 70.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 6 0 7 4 12 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 29,320 COMMITMENTS 14,200 13,395 700 14,419 15,225 29,320 29,320 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 99) 0 100 0 99 -1 99 99 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 45.7 2.4 49.2 51.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 5 3 9 7 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 19,945 COMMITMENTS 9,595 6,407 100 10,250 13,438 19,945 19,945 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 32.1 0.5 51.4 67.4 **** **** 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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 20,916 COMMITMENTS 1,375 2,563 152 19,369 18,201 20,896 20,916 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21) 0 39 -14 35 -4 21 21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 12.3 0.7 92.6 87.0 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 6 2 14 12 19 19
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 449,596 COMMITMENTS 121,915 61,198 104,679 189,411 251,973 416,005 417,850 33,591 31,746 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,865) -3,290 5,942 8,929 5,910 -14,239 11,549 632 -5,684 5,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 13.6 23.3 42.1 56.0 92.5 92.9 7.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 300) 87 76 115 84 80 244 229
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 903,958 COMMITMENTS 175,591 121,578 128,276 422,320 472,688 726,186 722,542 177,772 181,416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -376) -19,288 -9,685 7,300 -223 11,311 -12,211 8,927 11,835 -9,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 13.4 14.2 46.7 52.3 80.3 79.9 19.7 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 172) 44 29 48 77 84 140 142
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 870,374 COMMITMENTS 87,005 156,220 17,119 649,209 596,268 753,333 769,607 117,040 100,766 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,609) 671 3,061 3,629 12,776 14,791 17,076 21,480 5,533 1,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 17.9 2.0 74.6 68.5 86.6 88.4 13.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 13 15 12 67 70 88 89
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,175 COMMITMENTS 5,875 772 1,792 30,331 35,490 37,998 38,054 177 121 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 978) 315 269 -124 774 791 965 936 13 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 2.0 4.7 79.5 93.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 10 5 8 35 39 47 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,487 COMMITMENTS 775 157 417 6,275 7,217 7,467 7,791 1,020 696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 18 0 -18 156 165 156 147 44 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.8 4.9 73.9 85.0 88.0 91.8 12.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 4 7 25 28 32 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,829 COMMITMENTS 1,056 183 406 8,071 8,806 9,533 9,395 296 434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 483) -77 19 59 531 382 513 460 -30 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 1.9 4.1 82.1 89.6 97.0 95.6 3.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 6 3 9 27 32 37 42
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,461 COMMITMENTS 85 1,270 224 5,452 4,404 5,761 5,898 700 563 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 458) 5 328 55 383 164 443 547 15 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 19.7 3.5 84.4 68.2 89.2 91.3 10.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 7 7 20 19 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A19 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,340 COMMITMENTS 145 370 64 867 714 1,076 1,148 264 192 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75) 80 50 -10 35 35 105 75 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 27.6 4.8 64.7 53.3 80.3 85.7 19.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 4 3 9 7 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,904 COMMITMENTS 140 1,375 199 15,565 14,090 15,904 15,664 0 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 320) 0 -200 0 320 520 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 8.6 1.3 97.9 88.6 **** 98.5 0.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 6 3 20 22 25 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,596 COMMITMENTS 1,290 2,654 277 6,462 5,399 8,029 8,330 567 266 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 303) 61 89 -66 323 250 318 273 -15 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 30.9 3.2 75.2 62.8 93.4 96.9 6.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 9 8 8 23 26 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 5,350 COMMITMENTS 665 519 185 3,855 4,434 4,705 5,138 645 212 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 58) 0 -10 0 30 60 30 50 28 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 9.7 3.5 72.1 82.9 87.9 96.0 12.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 3 4 13 14 19 19
CFTC#022651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 437,450 COMMITMENTS 102,765 69,960 87,213 198,832 248,778 388,811 405,952 48,639 31,498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 416) 6,855 -407 3,566 -9,437 -4,320 984 -1,161 -568 1,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 16.0 19.9 45.5 56.9 88.9 92.8 11.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 202) 60 40 71 79 88 178 167
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,457 COMMITMENTS 0 1,475 0 44,164 45,034 44,164 46,509 6,293 3,948 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,856) 0 1,475 0 2,061 151 2,061 1,626 -205 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 87.5 89.3 87.5 92.2 12.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 2 0 22 24 22 26
CFTC#023391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,436,637 COMMITMENTS 914,296 42,396 827,465 3654,959 4552,956 5396,720 5422,817 39,917 13,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 34,644) 26,808 -10,510 -3,767 13,463 50,865 36,504 36,588 -1,860 -1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.8 15.2 67.2 83.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227) 61 20 59 133 120 208 186
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,587,604 COMMITMENTS 90,895 8,985 790,285 702,699 787,038 1583,879 1586,309 3,725 1,296 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36,926) -4,142 -11,023 -16,492 -16,735 -9,278 -37,368 -36,793 442 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.6 49.8 44.3 49.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 16 17 29 51 51 82 82
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,678 COMMITMENTS 4,380 1,530 2,842 168,014 184,151 175,236 188,523 16,442 3,155 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,829) -706 296 -610 7,686 7,109 6,370 6,795 459 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.8 1.5 87.7 96.1 91.4 98.4 8.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 1 3 3 32 29 36 32
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,583 COMMITMENTS 1,098 0 216 89,289 89,968 90,603 90,184 2,980 3,399 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,656) 246 0 90 2,041 2,932 2,377 3,022 279 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.2 95.4 96.1 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 0 2 30 32 32 34
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,962 COMMITMENTS 543 548 1,872 219,253 223,650 221,668 226,070 11,294 6,892 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) -801 -300 396 -694 180 -1,099 276 1,449 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.8 94.1 96.0 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 1 1 29 28 31 30
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,310 COMMITMENTS 1,357 17,314 7,906 928,939 917,718 938,202 942,938 10,108 5,372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,980) -186 309 578 15,402 14,035 15,794 14,922 -814 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.8 0.8 98.0 96.8 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 1 3 3 51 33 54 37
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 403,663 COMMITMENTS 4,976 883 1,250 381,926 393,280 388,152 395,413 15,511 8,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -766) 0 239 -143 2,645 -3,197 2,502 -3,101 -3,268 2,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 0.3 94.6 97.4 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 1 1 1 38 45 40 46
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,333 COMMITMENTS 277 0 923 391,956 402,172 393,156 403,095 16,177 6,238 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 868) -48 0 -186 1,044 920 810 734 58 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.2 95.8 98.3 96.0 98.5 4.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 1 0 1 41 42 42 43
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,112 COMMITMENTS 0 1,088 1,502 188,568 187,680 190,070 190,270 7,042 6,842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,521) -4 183 -26 4,793 4,907 4,763 5,064 758 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.8 95.7 95.2 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 0 3 1 34 33 35 36
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 79,030 COMMITMENTS 1,104 2,045 2,144 71,077 68,958 74,325 73,147 4,705 5,883 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 937) 122 760 -203 -814 21 -895 578 1,832 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.6 2.7 89.9 87.3 94.0 92.6 6.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 2 2 24 22 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 21,953 COMMITMENTS 1,013 0 0 20,199 21,395 21,212 21,395 741 558 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 870) 0 0 0 780 870 780 870 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.0 92.0 97.5 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 13 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 107,905 COMMITMENTS 2,592 0 583 97,286 102,717 100,461 103,300 7,444 4,605 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,366) -365 0 31 4,620 4,335 4,286 4,366 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.5 90.2 95.2 93.1 95.7 6.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 18 17 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 154,923 COMMITMENTS 885 0 0 147,995 152,096 148,880 152,096 6,043 2,827 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,102) 0 0 0 -1,505 -502 -1,505 -502 403 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 95.5 98.2 96.1 98.2 3.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 0 0 26 28 27 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 79,381 COMMITMENTS 0 0 0 76,128 76,946 76,128 76,946 3,253 2,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,594) 0 0 0 8,533 9,051 8,533 9,051 61 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 96.9 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 17 15 17 15
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,469 COMMITMENTS 2,294 0 0 13,559 16,221 15,853 16,221 616 248 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 990) 0 0 0 1,298 990 1,298 990 -308 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.0 0.0 82.3 98.5 96.3 98.5 3.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 0 17 12 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 555,070 COMMITMENTS 49,325 8,348 1,297 494,816 536,087 545,438 545,732 9,632 9,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,094) -68 2,408 -218 5,290 2,048 5,004 4,238 90 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.5 0.2 89.1 96.6 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 4 3 6 52 55 59 61 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 104,000 COMMITMENTS 4,047 2,033 1,115 96,036 94,092 101,198 97,240 2,802 6,760 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,030) 297 1,542 935 2,617 996 3,849 3,473 -819 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.0 1.1 92.3 90.5 97.3 93.5 2.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 3 3 25 20 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 13,870 COMMITMENTS 0 0 0 12,883 13,405 12,883 13,405 987 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 852) 0 0 0 852 852 852 852 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.9 96.6 92.9 96.6 7.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 13 10 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 70,520 COMMITMENTS 0 342 30 68,613 66,286 68,643 66,658 1,877 3,862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,906) 0 -157 -60 2,301 3,186 2,241 2,969 665 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 97.3 94.0 97.3 94.5 2.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 1 16 18 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 82,873 COMMITMENTS 0 0 0 81,959 80,194 81,959 80,194 914 2,679 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 2,160 2,160 2,160 2,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 96.8 98.9 96.8 1.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 15 16 15 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 103,571 COMMITMENTS 19,330 6,665 0 83,404 96,100 102,734 102,765 837 806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,950) 0 0 0 1,950 1,950 1,950 1,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 6.4 0.0 80.5 92.8 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 6 7 0 20 40 26 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 150,674 COMMITMENTS 0 0 0 149,570 148,232 149,570 148,232 1,104 2,442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,876) 0 0 0 3,179 1,876 3,179 1,876 -1,303 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 98.4 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 0 0 0 21 26 21 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 252,223 COMMITMENTS 1,033 0 844 241,267 240,704 243,144 241,548 9,079 10,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,156) -215 0 43 1,276 1,443 1,104 1,486 52 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.3 95.7 95.4 96.4 95.8 3.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 1 0 1 35 33 36 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AW NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 15,189 COMMITMENTS 341 1,290 0 12,555 11,625 12,896 12,915 2,293 2,274 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 990) 0 360 0 990 874 990 1,234 0 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.5 0.0 82.7 76.5 84.9 85.0 15.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 0 12 12 13 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 111,240 COMMITMENTS 0 1,142 1,874 106,908 106,526 108,782 109,542 2,458 1,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,365) 0 0 0 -2,577 -2,365 -2,577 -2,365 212 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.7 96.1 95.8 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 1 1 22 25 23 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 138,142 COMMITMENTS 7,578 0 1,027 120,710 129,862 129,315 130,889 8,827 7,253 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,877) 1,322 -12 12 2,543 4,209 3,877 4,209 0 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.7 87.4 94.0 93.6 94.7 6.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 19 14 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 122,574 COMMITMENTS 0 0 0 114,556 120,006 114,556 120,006 8,018 2,568 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,501) 0 0 0 5,139 4,357 5,139 4,357 -1,638 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 97.9 93.5 97.9 6.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 20 17 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,109 COMMITMENTS 240 247 156 106,097 110,166 106,493 110,569 7,616 3,540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,334) 240 -24 156 1,028 774 1,424 906 -90 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.1 93.0 96.5 93.3 96.9 6.7 3.1 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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 153,937 COMMITMENTS 0 3,100 8,138 138,242 137,893 146,380 149,131 7,557 4,806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23) 0 1,877 -575 2,167 -1,168 1,592 134 -1,569 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 5.3 89.8 89.6 95.1 96.9 4.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 0 3 3 36 27 39 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BW SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,781 COMMITMENTS 1,116 0 0 14,290 15,949 15,406 15,949 1,375 832 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120) 0 0 0 0 120 0 120 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 85.2 95.0 91.8 95.0 8.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 12 12 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 34,086 COMMITMENTS 0 310 0 32,378 32,726 32,378 33,036 1,708 1,050 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,089) 0 0 0 5,089 5,089 5,089 5,089 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 95.0 96.0 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 13 11 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 185,001 COMMITMENTS 10,991 4,486 245 168,160 172,379 179,396 177,110 5,605 7,891 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 241) 0 -322 25 -93 244 -68 -53 309 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.4 0.1 90.9 93.2 97.0 95.7 3.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 1 2 1 35 29 37 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 102,596 COMMITMENTS 1,037 0 0 97,011 96,578 98,048 96,578 4,548 6,018 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,684) -218 0 0 5,157 3,224 4,939 3,224 -2,255 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 94.6 94.1 95.6 94.1 4.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 0 21 23 22 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 80,987 COMMITMENTS 750 0 0 74,045 77,633 74,795 77,633 6,192 3,354 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -940) 0 0 0 -178 -940 -178 -940 -762 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 91.4 95.9 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 0 25 17 26 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 74,729 COMMITMENTS 2,106 477 341 66,785 69,549 69,232 70,367 5,497 4,362 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -247) -2,705 1 -31 1,095 -767 -1,641 -797 1,394 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.6 0.5 89.4 93.1 92.6 94.2 7.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 1 1 17 21 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 26,354 COMMITMENTS 2,000 0 0 22,909 25,894 24,909 25,894 1,445 460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 646) 698 0 0 101 496 799 496 -153 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 0.0 86.9 98.3 94.5 98.3 5.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 0 12 16 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 115,783 COMMITMENTS 0 0 0 106,121 107,299 106,121 107,299 9,662 8,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 880) 0 0 0 850 211 850 211 30 669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 92.7 91.7 92.7 8.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 0 0 27 16 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 73,453 COMMITMENTS 0 0 0 64,868 69,689 64,868 69,689 8,585 3,764 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 0 0 0 826 492 826 492 -516 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.3 94.9 88.3 94.9 11.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 17 15 17 15
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,346,593 COMMITMENTS 358,885 393,591 478,258 445,846 430,635 1282,989 1302,484 63,604 44,109 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,544) 4,162 -35,500 9,301 -13,179 18,243 283 -7,956 -9,827 -1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 29.2 35.5 33.1 32.0 95.3 96.7 4.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 347) 136 111 173 75 70 304 278
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 525,731 COMMITMENTS 80,415 24,390 159,559 277,697 338,679 517,670 522,627 8,061 3,104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,922) 1,290 4,776 4,058 -2,139 -6,272 3,208 2,561 -286 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.6 30.3 52.8 64.4 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 138) 48 31 61 58 56 133 121
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 383,978 COMMITMENTS 206,004 151,215 32,866 131,441 190,559 370,312 374,641 13,667 9,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,502) 7,287 6,280 51 -3,097 -2,820 4,241 3,511 -739 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 39.4 8.6 34.2 49.6 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 21 14 26 38 40 72 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 123,186 COMMITMENTS 14,908 36,155 19,811 80,230 59,745 114,949 115,711 8,237 7,475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,252) 125 -1,155 2,375 521 2,245 3,021 3,465 231 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 29.3 16.1 65.1 48.5 93.3 93.9 6.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 12 12 19 27 25 47 48 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 56,952 COMMITMENTS 5,471 9,881 41,039 10,389 5,923 56,899 56,843 53 109 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -504) -301 -457 290 -474 -273 -485 -440 -19 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 17.3 72.1 18.2 10.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 8 9 16 10 11 26 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 212,144 COMMITMENTS 2,706 8,209 69,490 139,237 134,057 211,434 211,756 710 388 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,579) -384 -2,419 5,104 6,965 9,244 11,686 11,930 -107 -351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.9 32.8 65.6 63.2 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 11 11 22 14 13 36 35
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 60,232 COMMITMENTS 20,885 16,289 8,358 29,784 35,029 59,027 59,676 1,205 556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 980) -220 -381 940 130 333 850 892 130 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 27.0 13.9 49.4 58.2 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 14 15 21 21 20 48 44
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,751 COMMITMENTS 5,191 1,040 527 2,675 6,831 8,393 8,398 358 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -80) 220 15 -170 -90 200 -40 45 -40 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.3 11.9 6.0 30.6 78.1 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 9 3 6 8 9 19 16
CFTC#02465E COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 1,392 COMMITMENTS 380 149 395 615 846 1,389 1,390 2 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 103) 7 -4 37 59 70 103 103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 10.7 28.3 44.2 60.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 8 6 10 10 13 21 26
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,839 COMMITMENTS 837 134 170 495 1,226 1,502 1,530 337 309 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59) 18 112 -124 52 -29 -54 -41 113 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 7.3 9.2 26.9 66.7 81.7 83.2 18.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 12 2 3 4 6 17 10
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,016 COMMITMENTS 50 378 55 4,507 4,353 4,612 4,786 404 230 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 161) 0 170 -50 156 126 106 246 55 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.5 1.1 89.9 86.8 91.9 95.4 8.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 4 2 15 16 17 21
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,700 COMMITMENTS 6,301 1,829 5,309 28,965 33,396 40,575 40,533 126 167 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,715) 275 283 253 2,194 2,140 2,723 2,676 -7 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 4.5 13.0 71.2 82.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 17 13 14 49 61 74 81
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 406,823 COMMITMENTS 67,997 74,356 81,544 218,416 219,143 367,957 375,043 38,866 31,779 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,853) -897 11,885 7,799 10,257 -782 17,159 18,902 1,694 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 18.3 20.0 53.7 53.9 90.4 92.2 9.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267) 72 60 83 101 89 216 204
CFTC#03265A EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,479 COMMITMENTS 571 156 282 1,229 1,501 2,082 1,939 397 540 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60) 64 18 2 48 35 114 55 -54 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 6.3 11.4 49.6 60.5 84.0 78.2 16.0 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 3 6 16 16 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,760 COMMITMENTS 275 250 694 2,308 2,564 3,277 3,508 483 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 436) 8 -33 80 326 474 414 521 22 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 6.6 18.5 61.4 68.2 87.2 93.3 12.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 4 6 19 23 27 30
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 272,658 COMMITMENTS 73,174 31,622 56,905 129,685 166,582 259,764 255,109 12,894 17,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,085) -4,137 258 2,076 4,985 -1,307 2,924 1,027 161 2,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 11.6 20.9 47.6 61.1 95.3 93.6 4.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 285) 108 79 95 74 72 228 207
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,259,861 COMMITMENTS 657,781 40,268 73,308 501,001 1131,921 1232,090 1245,497 27,771 14,364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,537) -6,277 -11,162 178 1,562 6,363 -4,537 -4,621 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 3.2 5.8 39.8 89.8 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 22 7 22 46 45 75 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,330 COMMITMENTS 6,845 50,065 26,336 199,538 158,709 232,719 235,110 6,611 4,220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,946) -32 1,171 516 2,462 1,483 2,946 3,170 0 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 20.9 11.0 83.4 66.3 97.2 98.2 2.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 13 14 21 33 30 58 53
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,270 COMMITMENTS 960 4,812 2,880 22,070 18,218 25,910 25,910 360 360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 320 0 0 80 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 18.3 11.0 84.0 69.3 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 9 6 8 7 17 18
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,009 COMMITMENTS 3,174 1,928 1,103 4,154 6,865 8,431 9,897 2,578 1,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36) -91 -17 -80 -37 254 -208 157 172 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 17.5 10.0 37.7 62.4 76.6 89.9 23.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 75) 23 21 13 20 17 52 43
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,880 COMMITMENTS 1,219 5,553 2,188 8,830 5,030 12,237 12,771 2,644 2,110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -619) 152 -391 -179 -756 -57 -783 -626 164 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 37.3 14.7 59.3 33.8 82.2 85.8 17.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 20 18 17 25 13 48 46
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,512,650 COMMITMENTS 227,168 353,988 87,731 1064,038 917,064 1378,937 1358,784 133,713 153,867 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80,290) 4,530 -29,676 37,872 29,944 75,545 72,347 83,741 7,943 -3,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 23.4 5.8 70.3 60.6 91.2 89.8 8.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 41 63 41 126 125 191 205
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,001,639 COMMITMENTS 861,490 667,164 475,648 2271,041 2307,347 3608,179 3450,159 393,460 551,480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 96,804) -12,131 22,061 13,140 90,801 90,474 91,811 125,676 4,993 -28,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 16.7 11.9 56.8 57.7 90.2 86.2 9.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 430) 90 94 111 190 210 335 360
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 417,985 COMMITMENTS 84,234 65,482 4,831 242,559 218,495 331,624 288,808 86,361 129,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,620) 616 2,291 1,536 -1,791 -1,011 361 2,816 1,259 -1,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 15.7 1.2 58.0 52.3 79.3 69.1 20.7 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 12 7 8 37 37 53 48
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,292,616 COMMITMENTS 469,927 617,609 206,334 2319,726 2090,897 2995,986 2914,839 296,630 377,777 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 119,285) 62,614 10,676 16,167 21,376 91,809 100,157 118,653 19,127 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 18.8 6.3 70.5 63.5 91.0 88.5 9.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 312) 47 74 67 137 160 228 257
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,634,274 COMMITMENTS 35,985 320,734 364,307 1199,243 884,251 1599,535 1569,292 34,739 64,982 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120,775) 10,238 8,962 2,131 105,586 110,085 117,955 121,179 2,820 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 19.6 22.3 73.4 54.1 97.9 96.0 2.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 14 60 45 62 69 113 143
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,454 COMMITMENTS 781 1,310 1,076 4,537 4,746 6,393 7,132 1,060 322 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 396) 41 -61 67 271 408 379 414 16 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 17.6 14.4 60.9 63.7 85.8 95.7 14.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 11 7 12 24 21 40 35
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,487 COMMITMENTS 13,727 6,307 11,609 15,151 18,335 40,487 36,251 5,000 9,236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -131) 342 312 -399 -58 339 -115 252 -15 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 13.9 25.5 33.3 40.3 89.0 79.7 11.0 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 26 20 28 36 38 74 74
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,296 COMMITMENTS 649 461 1,756 5,886 6,647 8,291 8,864 1,005 432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 590) 168 -9 99 220 574 487 664 103 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 5.0 18.9 63.3 71.5 89.2 95.4 10.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 7 7 9 27 18 39 29
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,299 COMMITMENTS 115,876 34,042 96,546 101,850 160,234 314,272 290,822 25,027 48,477 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,884) 8,947 2,931 5,213 1,416 7,177 15,576 15,321 1,308 1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 10.0 28.5 30.0 47.2 92.6 85.7 7.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 365) 137 102 144 88 94 323 257
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 362,030 COMMITMENTS 132,859 22,909 68,631 131,604 217,460 333,094 309,000 28,936 53,029 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,925) -9,615 3,510 -881 -1,715 -12,837 -12,212 -10,208 -713 -2,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 6.3 19.0 36.4 60.1 92.0 85.4 8.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 401) 146 63 138 127 155 327 316
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,640 COMMITMENTS 1,814 1,142 502 887 2,127 3,203 3,772 1,437 868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -383) -249 31 -103 -59 -190 -411 -262 28 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 24.6 10.8 19.1 45.9 69.0 81.3 31.0 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 18 11 14 17 21 43 39
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 72,140 COMMITMENTS 23,547 6,598 24,281 14,899 17,984 62,726 48,862 9,414 23,278 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,630) -1,987 -577 878 -2,145 -2,261 -3,254 -1,960 -376 -1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 9.1 33.7 20.7 24.9 87.0 67.7 13.0 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225) 62 48 72 70 88 177 176
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,387 COMMITMENTS 1,074 11,899 4,279 20,173 9,203 25,525 25,380 862 1,007 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -317) 231 74 -248 -294 -78 -311 -253 -5 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 45.1 16.2 76.4 34.9 96.7 96.2 3.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 13 14 14 26 21 45 43
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 119,707 COMMITMENTS 20,039 6,940 12,015 87,239 100,382 119,293 119,337 414 370 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -379) 39 -38 -291 -128 -47 -379 -376 0 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 5.8 10.0 72.9 83.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 14 9 18 41 43 62 63
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 32,186 COMMITMENTS 875 725 225 31,071 31,236 32,171 32,186 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 623) 75 200 125 408 298 608 623 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.3 0.7 96.5 97.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 4 3 27 20 32 26
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 22,589 COMMITMENTS 450 525 50 22,065 21,774 22,565 22,349 24 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 385) 275 150 0 110 235 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.3 0.2 97.7 96.4 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 22 16 24 18
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 180,186 COMMITMENTS 8,922 34,638 3,908 167,320 141,640 180,150 180,186 36 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,650) 420 5 10 1,220 1,635 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 19.2 2.2 92.9 78.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 8 8 5 40 41 50 52
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,938 COMMITMENTS 1,723 4,516 1,007 55,178 52,394 57,909 57,918 29 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 386) -125 26 -44 554 383 386 366 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 7.8 1.7 95.2 90.4 99.9 **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 6 4 19 21 26 28
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 59,206 COMMITMENTS 10 3,450 835 58,251 54,606 59,096 58,891 110 315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 -600 0 230 830 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 1.4 98.4 92.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 3 3 28 29 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 60,112 COMMITMENTS 985 1,425 345 58,612 57,977 59,942 59,747 170 365 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 312) 0 -350 0 322 662 322 312 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.4 0.6 97.5 96.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 6 3 27 29 31 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 62,567 COMMITMENTS 890 17,400 0 61,232 44,995 62,122 62,395 445 172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,400) 0 0 0 1,280 1,400 1,280 1,400 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 27.8 0.0 97.9 71.9 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 0 29 26 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 84,254 COMMITMENTS 1,520 23,674 0 82,349 60,340 83,869 84,014 385 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,270) 300 800 0 1,850 1,470 2,150 2,270 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 28.1 0.0 97.7 71.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 1 3 0 30 25 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 32,237 COMMITMENTS 425 850 0 31,702 31,277 32,127 32,127 110 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.6 0.0 98.3 97.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 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: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 34,876 COMMITMENTS 1,900 0 50 32,866 34,526 34,816 34,576 60 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 305) 0 0 0 305 305 305 305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.1 94.2 99.0 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 0 1 23 24 26 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 13,865 COMMITMENTS 800 300 0 13,065 13,565 13,865 13,865 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 800 -400 0 200 1,400 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 2.2 0.0 94.2 97.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 17 13 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 20,482 COMMITMENTS 2,150 3,088 350 17,767 16,739 20,267 20,177 215 305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,255) 0 1,200 -400 1,655 455 1,255 1,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 15.1 1.7 86.7 81.7 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 4 2 25 24 29 30
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,047 COMMITMENTS 500 2,732 600 7,802 5,420 8,902 8,752 145 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 30.2 6.6 86.2 59.9 98.4 96.7 1.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 1 12 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AP NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 10,115 COMMITMENTS 50 625 500 9,225 8,965 9,775 10,090 340 25 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 0.5 6.2 4.9 91.2 88.6 96.6 99.8 3.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 2 14 14 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,147 COMMITMENTS 650 425 600 39,897 40,022 41,147 41,047 0 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 165) 0 50 0 165 115 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.0 1.5 97.0 97.3 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 3 1 25 23 26 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 48,103 COMMITMENTS 1,275 1,500 175 46,333 46,338 47,783 48,013 320 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -149) -25 50 -25 -99 -174 -149 -149 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.1 0.4 96.3 96.3 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 1 7 2 27 25 29 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,878 COMMITMENTS 1,270 0 360 47,163 48,498 48,793 48,858 85 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 465) 0 0 0 465 445 465 445 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.7 96.5 99.2 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 1 21 15 24 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 56,778 COMMITMENTS 1,970 2,350 175 54,468 54,233 56,613 56,758 165 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 445) 0 0 0 445 425 445 425 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.1 0.3 95.9 95.5 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 3 1 1 25 13 28 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 72,551 COMMITMENTS 210 2,836 0 72,314 69,377 72,524 72,213 27 338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,027) 0 125 0 2,027 1,892 2,027 2,017 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.9 0.0 99.7 95.6 **** 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 2 0 29 29 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 96,221 COMMITMENTS 5,566 4,411 926 89,654 90,828 96,146 96,165 75 56 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,169) 110 138 -99 1,158 1,130 1,169 1,169 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 4.6 1.0 93.2 94.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 11 6 5 32 35 45 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 29,960 COMMITMENTS 50 50 0 29,871 29,910 29,921 29,960 39 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,575) 0 0 0 1,575 1,575 1,575 1,575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 99.7 99.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 1 0 15 13 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 42,445 COMMITMENTS 1,025 4,650 75 40,970 37,475 42,070 42,200 375 245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5) -500 100 -100 595 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 11.0 0.2 96.5 88.3 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 2 1 26 17 29 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 46,527 COMMITMENTS 3,560 1,300 1,920 40,877 43,007 46,357 46,227 170 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 85) -585 0 0 670 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.8 4.1 87.9 92.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 5 1 3 24 21 30 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 36,278 COMMITMENTS 0 1,810 145 36,008 34,083 36,153 36,038 125 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 965) 0 0 0 965 965 965 965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.4 99.3 93.9 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 3 2 20 17 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 31,623 COMMITMENTS 350 2,365 125 31,038 29,108 31,513 31,598 110 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,255) 150 950 -50 1,155 355 1,255 1,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.5 0.4 98.2 92.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 18 15 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 30,095 COMMITMENTS 1,239 275 523 27,922 29,247 29,684 30,045 411 50 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) -75 225 75 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.9 1.7 92.8 97.2 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 4 2 2 22 23 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 21,671 COMMITMENTS 849 0 301 20,401 21,165 21,551 21,466 120 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) -300 0 300 250 -50 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 1.4 94.1 97.7 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 2 17 19 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 45,163 COMMITMENTS 1,620 9,313 253 42,935 35,592 44,808 45,158 355 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 895) -5 175 0 895 715 890 890 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 20.6 0.6 95.1 78.8 99.2 **** 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 4 1 32 25 37 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 30,409 COMMITMENTS 1,350 4,245 0 28,964 26,139 30,314 30,384 95 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,024) 0 -690 0 -1,094 -334 -1,094 -1,024 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 14.0 0.0 95.2 86.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 4 0 27 23 28 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,533 COMMITMENTS 0 4,200 775 19,758 15,558 20,533 20,533 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 945) 0 300 0 945 645 945 945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.5 3.8 96.2 75.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 4 1 19 15 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,655 COMMITMENTS 625 0 5 15,980 17,630 16,610 17,635 1,045 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.0 90.5 99.9 94.1 99.9 5.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 1 18 11 20 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,440 COMMITMENTS 400 100 360 17,350 17,960 18,110 18,420 330 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.5 2.0 94.1 97.4 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 2 1 1 20 12 23 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 736,935 COMMITMENTS 15,848 93,400 86,609 634,372 556,819 736,829 736,829 106 106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,661) -9,723 -4,816 3,372 13,012 8,104 6,661 6,661 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 12.7 11.8 86.1 75.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 3 6 19 19 26 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CU PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 8,530 COMMITMENTS 15 0 10 8,420 8,450 8,445 8,460 85 70 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 0.2 0.0 0.1 98.7 99.1 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 15 12 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 27,004 COMMITMENTS 1,010 150 25 25,396 26,795 26,431 26,970 573 34 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 165) -100 0 25 240 140 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.6 0.1 94.0 99.2 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 1 20 14 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,820 COMMITMENTS 1,035 150 25 23,410 24,620 24,470 24,795 350 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -40) -100 0 25 35 -65 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.6 0.1 94.3 99.2 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 1 17 11 21 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,035 COMMITMENTS 25 425 0 11,910 11,550 11,935 11,975 100 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10) 0 0 0 -10 -10 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 0.0 99.0 96.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 0 14 14 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 24,375 COMMITMENTS 707 100 62 23,518 24,213 24,287 24,375 88 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 650) 50 0 0 600 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.4 0.3 96.5 99.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 1 2 16 16 20 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 26,157 COMMITMENTS 731 100 37 25,377 26,020 26,145 26,157 12 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 775) -25 0 25 875 750 875 775 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.4 0.1 97.0 99.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 1 2 17 18 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 117,581 COMMITMENTS 200 8,072 455 116,881 109,042 117,536 117,569 45 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 415) 0 300 0 415 115 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.9 0.4 99.4 92.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 2 10 4 37 32 42 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 130,653 COMMITMENTS 350 9,012 745 129,498 120,884 130,593 130,641 60 12 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 705) 50 150 0 655 555 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.9 0.6 99.1 92.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 3 12 6 39 37 46 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 223,449 COMMITMENTS 33,192 32,581 16,178 174,066 174,467 223,436 223,226 13 223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,623) 1,363 103 -120 7,374 8,630 8,617 8,612 6 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 14.6 7.2 77.9 78.1 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 13 16 21 51 45 76 72 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,255 COMMITMENTS 2,245 300 115 45,635 47,815 47,995 48,230 260 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 350 0 0 -325 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.6 0.2 94.6 99.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 4 2 2 26 14 31 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 43,640 COMMITMENTS 1,695 275 130 41,580 43,210 43,405 43,615 235 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -440) 350 0 0 -790 -440 -440 -440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.6 0.3 95.3 99.0 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 23 13 28 16
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 215,800 COMMITMENTS 23,885 0 5,619 186,213 210,181 215,717 215,800 83 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,348) -74 0 328 -1,602 -1,676 -1,348 -1,348 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 2.6 86.3 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 0 4 20 22 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,147 COMMITMENTS 0 0 0 33,372 33,452 33,372 33,452 2,775 2,695 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 92.3 92.5 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 17 18 17 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,600 COMMITMENTS 0 0 0 31,320 31,425 31,320 31,425 2,280 2,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.2 93.5 93.2 93.5 6.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 13 19 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,022 COMMITMENTS 0 1,000 0 28,368 27,348 28,368 28,348 3,654 3,674 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 88.6 85.4 88.6 88.5 11.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 12 16 12 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,443 COMMITMENTS 0 1,000 0 27,655 26,535 27,655 27,535 2,788 2,908 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 90.8 87.2 90.8 90.4 9.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 11 17 11 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,780 COMMITMENTS 300 14,390 0 35,510 21,570 35,810 35,960 3,970 3,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,450) 200 25 0 575 750 775 775 675 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 36.2 0.0 89.3 54.2 90.0 90.4 10.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 5 0 19 14 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,020 COMMITMENTS 300 12,060 25 35,805 24,195 36,130 36,280 3,890 3,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,400) 200 -50 0 575 825 775 775 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 30.1 0.1 89.5 60.5 90.3 90.7 9.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 5 1 18 14 21 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 43,770 COMMITMENTS 875 1,705 500 41,305 40,475 42,680 42,680 1,090 1,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 425) 0 75 0 380 305 380 380 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.9 1.1 94.4 92.5 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 15 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,875 COMMITMENTS 900 1,780 500 37,800 36,940 39,200 39,220 675 655 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 435) 0 75 0 435 360 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.5 1.3 94.8 92.6 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 2 1 16 13 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,370 COMMITMENTS 50 9,065 0 28,420 19,490 28,470 28,555 900 815 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 0.2 30.9 0.0 96.8 66.4 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 2 0 16 14 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,355 COMMITMENTS 0 8,130 0 26,605 18,560 26,605 26,690 750 665 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 29.7 0.0 97.3 67.8 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 16 11 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,415 COMMITMENTS 525 275 280 18,765 19,615 19,570 20,170 2,845 2,245 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 75 0 -125 -200 -125 -125 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.2 1.2 83.7 87.5 87.3 90.0 12.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 3 3 11 10 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,545 COMMITMENTS 405 155 345 18,125 18,900 18,875 19,400 2,670 2,145 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40) -75 0 65 -50 -125 -60 -60 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.7 1.6 84.1 87.7 87.6 90.0 12.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 2 3 12 10 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,530 COMMITMENTS 9,375 1,125 225 26,625 34,900 36,225 36,250 1,305 1,280 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 125) -50 -200 175 75 225 200 200 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 3.0 0.6 70.9 93.0 96.5 96.6 3.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 2 1 18 11 22 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,725 COMMITMENTS 4,975 1,045 175 21,615 25,570 26,765 26,790 1,960 1,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 0 -200 175 270 225 445 200 -245 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 3.6 0.6 75.2 89.0 93.2 93.3 6.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 16 13 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 110,085 COMMITMENTS 16,220 650 1,225 81,945 97,490 99,390 99,365 10,695 10,720 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 735) 25 200 50 615 440 690 690 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.6 1.1 74.4 88.6 90.3 90.3 9.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 3 3 24 26 29 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 98,220 COMMITMENTS 16,615 500 1,015 71,160 87,230 88,790 88,745 9,430 9,475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 610) -100 200 20 890 590 810 810 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.5 1.0 72.4 88.8 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 3 3 22 27 27 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,630 COMMITMENTS 550 750 0 16,585 16,490 17,135 17,240 2,495 2,390 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 50 0 120 70 120 120 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.8 0.0 84.5 84.0 87.3 87.8 12.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 1 0 18 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,130 COMMITMENTS 2,325 0 0 15,630 18,160 17,955 18,160 1,175 970 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 12.2 0.0 0.0 81.7 94.9 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 0 17 14 19 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 15,995 COMMITMENTS 5,200 850 0 9,265 13,615 14,465 14,465 1,530 1,530 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 32.5 5.3 0.0 57.9 85.1 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 3 0 13 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 51,090 COMMITMENTS 50 3,750 125 43,535 39,955 43,710 43,830 7,380 7,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,815) 0 -100 0 2,865 2,965 2,865 2,865 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.3 0.2 85.2 78.2 85.6 85.8 14.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 20 18 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,655 COMMITMENTS 300 1,775 0 27,855 26,500 28,155 28,275 5,500 5,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 660) 0 0 0 300 300 300 300 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 5.3 0.0 82.8 78.7 83.7 84.0 16.3 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 1 0 19 21 20 22
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,270 COMMITMENTS 218 115 244 1,191 1,572 1,653 1,931 617 339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 83) 24 27 8 102 118 134 153 -51 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 5.1 10.7 52.5 69.3 72.8 85.1 27.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 4 5 14 18 20 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,502 COMMITMENTS 720 1,934 60 20,556 19,329 21,336 21,323 166 179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 577) -25 0 0 702 577 677 577 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 9.0 0.3 95.6 89.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 3 1 18 27 22 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 107,435 COMMITMENTS 9,382 1,398 2,720 93,932 102,880 106,034 106,998 1,401 437 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,007) 354 -41 -198 837 1,291 993 1,052 14 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.3 2.5 87.4 95.8 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106) 19 12 15 62 60 88 81 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 73,116 COMMITMENTS 13,241 1,756 1,216 58,539 69,356 72,996 72,328 120 788 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 395) 80 -55 150 115 255 345 350 50 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 2.4 1.7 80.1 94.9 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 5 4 4 24 36 32 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,243 COMMITMENTS 2,200 2,507 1,362 36,234 35,717 39,796 39,586 447 657 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 570) 42 180 -230 684 646 496 596 74 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.2 3.4 90.0 88.8 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 11 6 9 34 42 49 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,852 COMMITMENTS 855 55 214 7,597 8,035 8,666 8,304 186 548 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 96) 0 0 0 91 446 91 446 5 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.6 2.4 85.8 90.8 97.9 93.8 2.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 1 3 17 23 23 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,743 COMMITMENTS 888 1,438 725 14,602 14,083 16,215 16,246 528 497 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 638) 25 214 -49 689 539 665 704 -27 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 8.6 4.3 87.2 84.1 96.8 97.0 3.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 6 3 27 20 32 26
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 822,503 COMMITMENTS 72,548 62,869 284,316 449,843 458,799 806,707 805,984 15,796 16,519 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -432) -5,333 -6,278 7,819 -2,384 -2,812 102 -1,271 -535 839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 7.6 34.6 54.7 55.8 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 159) 48 30 64 76 75 151 143
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,059,519 COMMITMENTS 680,157 165,521 1186,804 1077,048 1603,324 2944,008 2955,649 115,511 103,870 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 79,659) -17,140 518 35,961 53,667 55,190 72,489 91,669 7,170 -12,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 5.4 38.8 35.2 52.4 96.2 96.6 3.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 485) 200 150 256 111 121 429 421
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,832 COMMITMENTS 91,873 51,865 57,340 57,963 97,668 207,176 206,873 657 959 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -144) -1,673 -195 1,867 -250 -1,685 -56 -13 -88 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 25.0 27.6 27.9 47.0 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 3 8 8 19 22 28 32
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,286 COMMITMENTS 50,523 16,829 4,618 52,308 42,888 107,449 64,335 14,837 57,951 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,356) 341 1,499 1,201 2,502 -445 4,044 2,255 -688 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 13.8 3.8 42.8 35.1 87.9 52.6 12.1 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 3 4 13 13 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,468 COMMITMENTS 724 1,912 2,567 4,535 3,368 7,826 7,846 642 621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 22.6 30.3 53.6 39.8 92.4 92.7 7.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 7 7 8 8 18 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,318 COMMITMENTS 33,921 125 13,027 35,274 66,232 82,222 79,383 17,096 19,935 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,093) 4,354 -585 718 2,557 7,324 7,629 7,457 1,464 1,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 0.1 13.1 35.5 66.7 82.8 79.9 17.2 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 9 1 9 14 13 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 163,649 COMMITMENTS 28,753 57,223 54,203 68,801 44,882 151,758 156,308 11,891 7,341 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,726) 2,275 -65 4,884 -701 1,388 6,458 6,207 268 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 35.0 33.1 42.0 27.4 92.7 95.5 7.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 20 18 32 20 22 58 56 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,256 COMMITMENTS 2,147 16,585 2,375 22,041 7,716 26,562 26,676 694 580 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 123) -146 -273 54 244 405 152 186 -29 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 60.8 8.7 80.9 28.3 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 5 6 17 14 25 22
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,214 COMMITMENTS 56,447 22,188 21,928 5,692 38,910 84,067 83,026 146 1,188 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,962) -1,297 393 -124 -520 -2,244 -1,941 -1,975 -21 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 26.3 26.0 6.8 46.2 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 7 7 7 14 14 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,465 COMMITMENTS 238 0 0 6,227 6,357 6,465 6,357 0 108 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 133) -3 0 0 136 133 133 133 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 96.3 98.3 **** 98.3 0.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 0 16 13 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 15,275 COMMITMENTS 3,135 0 135 11,885 15,065 15,155 15,200 120 75 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,085) 180 0 0 905 1,085 1,085 1,085 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 0.9 77.8 98.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 0 1 19 14 24 15
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 250,987 COMMITMENTS 53,105 79,405 48,039 133,083 113,380 234,227 240,824 16,760 10,162 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,591) 873 6,713 -7,620 -8,239 -12,712 -14,986 -13,619 -2,605 -3,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 31.6 19.1 53.0 45.2 93.3 96.0 6.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 257) 83 93 78 59 46 189 181
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,357 COMMITMENTS 28,071 7,175 1,685 5,526 27,053 35,282 35,913 2,075 1,444 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -728) 33 125 -500 -283 -277 -751 -652 23 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.1 19.2 4.5 14.8 72.4 94.4 96.1 5.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 195) 94 51 21 28 43 134 103
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,900 COMMITMENTS 46,956 19,357 3,503 13,624 45,917 64,082 68,777 7,817 3,122 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -464) -619 -3,112 -180 345 2,880 -455 -412 -10 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.3 26.9 4.9 18.9 63.9 89.1 95.7 10.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 237) 124 52 32 31 40 172 110
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 977,006 COMMITMENTS 164,195 224,704 213,612 530,238 457,603 908,045 895,918 68,960 81,087 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 36,495) -766 32,320 4,192 33,971 -4,182 37,396 32,330 -901 4,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 23.0 21.9 54.3 46.8 92.9 91.7 7.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 78 76 90 92 81 217 207
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 219,011 COMMITMENTS 43,038 38,341 53,689 112,996 118,588 209,723 210,618 9,287 8,393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35,635) -1,697 -2,034 -19,540 -13,786 -13,654 -35,022 -35,228 -613 -407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 17.5 24.5 51.6 54.1 95.8 96.2 4.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 424) 132 121 149 143 124 354 332
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 212,354 COMMITMENTS 90,647 52,672 29,938 64,691 112,917 185,275 195,526 27,078 16,827 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,520) 389 -4,941 -4,002 -2,496 6,257 -6,108 -2,686 1,588 -1,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 24.8 14.1 30.5 53.2 87.2 92.1 12.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225) 94 68 76 41 43 177 152
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 336,007 COMMITMENTS 163,180 126,593 56,291 98,344 135,147 317,815 318,031 18,193 17,976 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,057) 6,286 2,514 4,408 -3,798 -567 6,896 6,355 -1,839 -1,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 37.7 16.8 29.3 40.2 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 374) 137 140 108 48 63 260 258
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 694,319 COMMITMENTS 276,766 84,935 162,385 210,874 411,229 650,025 658,550 44,294 35,769 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 56,592) 32,573 -9,415 18,010 6,032 45,771 56,615 54,365 -23 2,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 12.2 23.4 30.4 59.2 93.6 94.8 6.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 394) 194 119 143 57 65 310 273
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,164 COMMITMENTS 4,842 11,646 0 30,898 24,290 35,740 35,936 1,424 1,228 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,694) 1,665 2,671 -42 127 -940 1,750 1,689 -56 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 31.3 0.0 83.1 65.4 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 11 7 0 10 6 21 13
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 225,523 COMMITMENTS 86,751 33,937 19,288 77,071 147,511 183,110 200,736 42,413 24,787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,444) -11,337 1,589 1,902 1,329 -15,883 -8,107 -12,392 -4,337 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 15.0 8.6 34.2 65.4 81.2 89.0 18.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 107) 50 17 30 31 28 92 65
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,969 COMMITMENTS 12,556 13,926 1,830 14,542 10,108 28,927 25,864 12,041 15,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,702) -2,712 -2,974 101 -522 -1,413 -3,133 -4,286 -569 584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 34.0 4.5 35.5 24.7 70.6 63.1 29.4 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 13 14 7 6 10 23 27
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 237,827 COMMITMENTS 130,900 35,971 3,362 94,990 195,599 229,251 234,932 8,576 2,896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,689) 232 11,813 456 18,827 6,387 19,515 18,656 -826 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.0 15.1 1.4 39.9 82.2 96.4 98.8 3.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 154) 79 34 6 20 25 104 60
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 253,066 COMMITMENTS 62,516 92,734 31,885 126,375 95,104 220,777 219,723 32,290 33,343 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,623) 3,440 10,392 5,106 2,287 -10,347 10,832 5,151 -2,209 3,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 36.6 12.6 49.9 37.6 87.2 86.8 12.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 39 26 28 28 42 76 87
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,266 COMMITMENTS 39,769 120,868 31,579 160,003 67,366 231,351 219,813 22,915 34,453 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,345) 3,286 -15,237 8,241 -24,537 -2,944 -13,011 -9,940 666 -2,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 47.5 12.4 62.9 26.5 91.0 86.5 9.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 115) 33 36 25 33 32 77 82
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,434 COMMITMENTS 26,698 28,828 3,346 11,650 16,461 41,694 48,635 9,741 2,799 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,495) -688 -1,250 57 -875 -96 -1,506 -1,289 11 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 56.0 6.5 22.6 32.0 81.1 94.6 18.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 84 55 19 9 8 106 72
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 554,716 COMMITMENTS 190,899 105,555 73,042 207,730 315,970 471,671 494,567 83,045 60,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,858) -7,829 810 6,488 6,274 -5,156 4,932 2,142 -3,074 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 19.0 13.2 37.4 57.0 85.0 89.2 15.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 102 67 75 64 70 201 178
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,648 COMMITMENTS 18,071 7,257 0 5,793 17,949 23,864 25,206 1,784 442 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,470) -1,308 -483 0 42 -909 -1,266 -1,392 -204 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 28.3 0.0 22.6 70.0 93.0 98.3 7.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 14 13 0 4 8 18 21
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 421,911 COMMITMENTS 119,609 56,500 91,411 185,196 256,494 396,216 404,405 25,695 17,506 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,702) -9,106 -5,560 11,105 17,308 12,472 19,307 18,017 395 1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 13.4 21.7 43.9 60.8 93.9 95.9 6.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262) 87 45 90 92 109 224 207
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,467 COMMITMENTS 5,317 1,626 393 5,257 8,923 10,967 10,942 1,500 1,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 591) 1,110 0 -300 -300 810 510 510 81 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 13.0 3.2 42.2 71.6 88.0 87.8 12.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 4 3 13 12 18 16
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,875 COMMITMENTS 1,175 0 525 14,629 14,586 16,329 15,111 546 1,764 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,050) 25 0 0 2,025 1,600 2,050 1,600 0 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 3.1 86.7 86.4 96.8 89.5 3.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 0 2 19 21 22 23
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,413 COMMITMENTS 33,509 8,670 672 7,975 35,560 42,156 44,902 6,257 3,511 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,738) -6,732 1,914 -34 2,027 -6,280 -4,739 -4,400 1 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 17.9 1.4 16.5 73.5 87.1 92.7 12.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 48 17 5 11 12 60 33
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 603,600 COMMITMENTS 154,028 283,434 185,742 228,088 95,053 567,858 564,229 35,742 39,371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -68,200) -40,915 -66,550 -807 -22,720 -6,841 -64,442 -74,198 -3,758 5,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 47.0 30.8 37.8 15.7 94.1 93.5 5.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 95 104 107 42 34 199 196
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,819 COMMITMENTS 11,346 1,874 1,282 6,163 15,871 18,791 19,027 1,028 792 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,768) 12 -1,554 -29 -1,810 -195 -1,827 -1,778 59 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 9.5 6.5 31.1 80.1 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 15 7 2 6 5 21 14
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 76,843 COMMITMENTS 50,438 6,536 2,101 14,516 57,582 67,056 66,220 9,788 10,624 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,584) 5,171 -2,417 -692 -263 7,986 4,216 4,877 368 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.6 8.5 2.7 18.9 74.9 87.3 86.2 12.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 45 20 10 27 35 77 60
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 153,687 COMMITMENTS 100,876 13,073 4,202 29,033 115,164 134,111 132,440 19,576 21,247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,167) 10,341 -4,834 -1,384 -525 15,972 8,432 9,754 735 -586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.6 8.5 2.7 18.9 74.9 87.3 86.2 12.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 45 20 10 27 35 77 60
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 2415,419 8677,021 ******** 9126,480 ******** ******** 694,3661192,570 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -328,488) 16,849 65,809 -261,118 -123,344 -134,403 -367,612 -329,712 39,125 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 11.3 40.5 51.3 42.6 96.8 94.4 3.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 355) 58 133 148 131 154 287 344
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 863,540 COMMITMENTS 114,657 89,742 132,187 517,692 533,220 764,536 755,149 99,004 108,391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,000) 4,410 -7,568 9,166 3,726 17,295 17,303 18,893 3,697 2,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 10.4 15.3 59.9 61.7 88.5 87.4 11.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 714) 183 185 211 251 269 542 557
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 109,429 COMMITMENTS 3,845 8,406 19,959 42,659 59,199 66,463 87,564 42,966 21,865 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -430) -42 952 -2,871 -1,807 1,057 -4,720 -862 4,290 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 7.7 18.2 39.0 54.1 60.7 80.0 39.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 12 20 26 30 30 61 57
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,770,556 COMMITMENTS 570,996 423,619 544,200 2375,168 2370,107 3490,363 3337,927 280,192 432,629 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 107,148) 28,254 -36,609 54,195 27,664 81,188 110,113 98,774 -2,965 8,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 11.2 14.4 63.0 62.9 92.6 88.5 7.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 698) 178 180 203 245 263 526 543 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 29,737 COMMITMENTS 11,925 370 0 14,421 28,431 26,346 28,801 3,391 936 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -461) -247 -163 0 -12 -463 -259 -626 -202 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 1.2 0.0 48.5 95.6 88.6 96.9 11.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 8 1 0 8 7 16 8 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 22,324 COMMITMENTS 263 2,019 0 20,199 19,239 20,462 21,258 1,862 1,066 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -404) -373 0 0 54 -523 -319 -523 -85 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 9.0 0.0 90.5 86.2 91.7 95.2 8.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 1 0 14 6 15 7
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 26,948 COMMITMENTS 5,777 944 1,699 18,999 23,771 26,475 26,414 473 534 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 254) 240 0 0 14 256 254 256 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 3.5 6.3 70.5 88.2 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 2 3 13 12 19 16
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,033 COMMITMENTS 7,178 8,562 1,999 4,781 3,452 13,958 14,013 75 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 302) 543 150 -236 -5 388 302 302 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 61.0 14.2 34.1 24.6 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 10 4 5 10 7 22 14
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,413 COMMITMENTS 8,054 6,590 3,215 4,002 5,152 15,271 14,957 1,142 1,456 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 655) 925 80 -79 -12 680 834 681 -179 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 40.2 19.6 24.4 31.4 93.0 91.1 7.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 16 13 13 10 11 33 30
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,874 COMMITMENTS 21,824 12,372 3,193 32,018 38,915 57,035 54,481 6,839 9,393 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 943) 490 -171 -138 424 385 776 75 167 867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 19.4 5.0 50.1 60.9 89.3 85.3 10.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 70 86 39 71 93 164 195
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,369 COMMITMENTS 109,119 61,862 15,965 160,091 194,576 285,174 272,403 34,195 46,966 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,714) 2,448 -857 -689 2,122 1,923 3,880 377 834 4,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 19.4 5.0 50.1 60.9 89.3 85.3 10.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 286) 70 86 39 71 93 164 195
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 47,966 COMMITMENTS 32,252 47,632 256 15,407 0 47,915 47,888 51 78 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -789) -750 -778 0 -38 0 -788 -778 -1 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 99.3 0.5 32.1 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 20 15 1 3 0 24 15
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,127 COMMITMENTS 92,312 30,342 17,136 27,131 107,520 136,580 154,998 38,547 20,128 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,403) 2,079 -1,844 2,729 -2,137 2,586 2,671 3,472 -1,268 -2,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 17.3 9.8 15.5 61.4 78.0 88.5 22.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 46 22 22 30 29 86 63
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 15,205 COMMITMENTS 2,196 5,602 401 11,072 7,056 13,670 13,059 1,535 2,146 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 14.4 36.8 2.6 72.8 46.4 89.9 85.9 10.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 5 9 3 11 10 19 19
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 567,679 COMMITMENTS 129,349 208,964 15,979 399,101 324,277 544,429 549,220 23,250 18,459 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,969) -26,333 3,722 2,769 13,524 -19,234 -10,040 -12,743 -928 1,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 36.8 2.8 70.3 57.1 95.9 96.7 4.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 66 61 27 111 114 188 191
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,288 COMMITMENTS 12,569 5,717 13 14,696 26,361 27,278 32,091 7,010 2,197 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -953) -413 53 13 481 -326 81 -260 -1,034 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 16.7 0.0 42.9 76.9 79.6 93.6 20.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 19 6 1 16 11 35 18
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,844 COMMITMENTS 18,289 6,690 2,106 23,421 21,148 43,816 29,944 10,028 23,900 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,923) -3,225 -1,844 250 3,285 7,221 310 5,627 -2,233 -7,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 12.4 3.9 43.5 39.3 81.4 55.6 18.6 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 22 15 5 26 20 48 40
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 329,712 COMMITMENTS 39,294 24,681 13,201 267,690 287,058 320,185 324,940 9,527 4,772 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -796) -2,219 -1,197 -125 908 728 -1,436 -594 640 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 7.5 4.0 81.2 87.1 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 151) 34 12 8 79 53 114 72
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,120,988 COMMITMENTS 304,673 84,329 38,658 750,823 985,888 1094,155 1108,876 26,833 12,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,808) -7,465 10,806 2,891 36,441 15,334 31,868 29,032 -1,060 1,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 7.5 3.4 67.0 87.9 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 353) 126 43 33 148 91 289 152
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,554 COMMITMENTS 20,936 5,097 39 10,551 26,253 31,526 31,389 28 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -72) -293 -22 0 217 -111 -76 -133 4 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 16.2 0.1 33.4 83.2 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 11 12 1 7 20 18 33
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,079 COMMITMENTS 11,378 5,226 32 10,633 16,706 22,043 21,964 36 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -41) -867 -54 -23 877 10 -13 -67 -28 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 23.7 0.1 48.2 75.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 9 10 1 5 9 15 19
CFTC#256741 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (GSCI X $250) OPEN INTEREST: 15,495 COMMITMENTS 1,114 6,725 182 13,715 8,376 15,011 15,283 484 212 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 229) -7,357 48 182 7,484 0 309 230 -80 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 43.4 1.2 88.5 54.1 96.9 98.6 3.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 6 5 2 8 1 16 6
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 90,696 COMMITMENTS 23,970 2,123 775 53,756 83,569 78,501 86,467 12,195 4,229 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,854) 253 -517 -368 -697 -1,214 -812 -2,099 -1,042 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 2.3 0.9 59.3 92.1 86.6 95.3 13.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 16 5 6 39 40 56 50
CFTC#399741 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,356 COMMITMENTS 11,711 5,754 1,298 3,026 13,832 16,035 20,884 7,321 2,472 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,004) -958 1,703 497 -13 -3,059 -474 -859 -530 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 24.6 5.6 13.0 59.2 68.7 89.4 31.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 8 3 2 6 7 15 11
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 96,738 COMMITMENTS 6,158 13,223 27,072 63,486 56,443 96,716 96,738 22 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -850) 0 -1,070 60 -910 160 -850 -850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 13.7 28.0 65.6 58.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 2 2 11 14 16 16
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,009 COMMITMENTS 1,274 300 361 34,218 35,343 35,853 36,004 156 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,655) 232 300 0 1,418 1,355 1,650 1,655 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.8 1.0 95.0 98.2 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 5 1 2 29 17 35 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,710 COMMITMENTS 850 1,850 300 3,535 2,535 4,685 4,685 25 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 75 0 175 100 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 39.3 6.4 75.1 53.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 5 4 12 10 19 18
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,826 COMMITMENTS 3,026 3,838 214 13,882 12,953 17,122 17,005 704 821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) 381 0 0 -81 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 21.5 1.2 77.9 72.7 96.1 95.4 3.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 8 3 25 21 32 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565G RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 4,565 COMMITMENTS 195 1,161 43 2,999 2,717 3,237 3,921 1,328 644 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 15 0 244 198 244 213 -144 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 25.4 0.9 65.7 59.5 70.9 85.9 29.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 3 15 13 19 18
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,181 COMMITMENTS 2,513 3,104 1,443 6,759 6,218 10,715 10,765 466 416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 78) 115 -227 -40 -61 283 14 16 64 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 27.8 12.9 60.5 55.6 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 8 6 7 23 23 35 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,705 COMMITMENTS 489 570 192 769 603 1,450 1,365 255 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30) -30 100 0 60 -160 30 -60 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 33.4 11.3 45.1 35.4 85.0 80.1 15.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 8 6 6 10 9 21 19
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 8/15/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,686 COMMITMENTS 2,316 5,575 2,477 17,904 14,622 22,697 22,674 3,989 4,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,158) 311 -168 252 997 1,378 1,560 1,462 -402 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 20.9 9.3 67.1 54.8 85.1 85.0 14.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 4 3 17 18 21 23