CFTC Commitments of Traders

Futures+Options 3/25/17


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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      CRUDE OIL AVG PRICE OPTIO   

CSCE COCOA                CSCE COFFEE C               

CSCE SUGAR NO. 11         DJ UBS Excess Return        

EAST WEST FUEL OIL SWAP   EUR STYLE NAT GAS OPTIONS   

GULF JET NY HEAT OIL SWAP ICE Europe W.T.Crude Oil    

IMM 3-MO EURODOLLARS      IMM AUSTRALIAN $            

IMM BRAZILIAN REAL        IMM CANADIAN DOLLAR         

IMM EURO FX               IMM JAPANESE YEN            

IMM MEXICAN PESO          IMM NEW ZEALAND DOLLAR      

IMM NIKKEI STK INDEX      IMM POUND STERLING          

IMM RUSSIAN RUBLE         IMM S&P 500 STK INDX        

IMM S&P E MINI            IMM SOUTH AFRICAN RAND      

IMM SWISS FRANC           KCBT WHEAT                  

MGE SPRING WHEAT          NAPTHA CRACK SPR SWAP       

NYCE COTTON NO. 2         NYCE US DOLLAR INDEX        

NYME CRUDE OIL            NYME GULF 6 3% SULFUR SWA   

NYME H.H.PENULTIMATE SWAP NYME HEATING OIL #2         

NYME HENRY HUB GAS SWAP   NYME NATURAL GAS            

NYME PALLADIUM            NYME PLATINUM               

NYME RBOB GASOLINE        NYME WTI Oil Calendar Swp   

RBOB CALENDAR SWAP        Russel 2000 Emini X $100    

SING 180 380 Fuel Oil Swa SING GASOIL SWAP            

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: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,157 COMMITMENTS 141,653 231,046 176,702 223,835 140,706 542,190 548,455 48,967 42,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 43,435) 3,875 21,140 23,231 15,326 -1,408 42,433 42,964 1,002 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 39.1 29.9 37.9 23.8 91.7 92.8 8.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 482) 166 162 175 116 114 377 370
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,736 COMMITMENTS 77,881 57,832 38,612 97,397 117,598 213,891 214,043 22,845 22,693 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,367) -1,141 9,212 2,026 7,302 -1,615 8,187 9,623 1,180 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 24.4 16.3 41.1 49.7 90.3 90.4 9.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254) 74 55 63 91 89 194 186
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,011 COMMITMENTS 9,649 6,934 10,967 40,035 45,737 60,650 63,637 12,361 9,374 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,741) -905 -1,734 -225 -935 495 -2,064 -1,464 323 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 9.5 15.0 54.8 62.6 83.1 87.2 16.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 105) 22 13 25 50 46 87 78
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,818,223 COMMITMENTS 369,213 331,357 473,499 765,840 778,949 1608,552 1583,804 209,671 234,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,843) -7,480 55,761 41,648 21,126 -36,308 55,294 61,101 7,549 1,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 18.2 26.0 42.1 42.8 88.5 87.1 11.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 803) 212 167 237 334 339 668 647
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,021 COMMITMENTS 2,327 981 863 1,382 4,156 4,572 6,000 2,449 1,021 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 127) 339 -24 -2 78 220 416 195 -289 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 14.0 12.3 19.7 59.2 65.1 85.5 34.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 19 6 6 11 13 33 22
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,245 COMMITMENTS 185,565 101,342 227,101 413,850 418,434 826,516 746,876 55,730 135,369 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,176) -18,406 16,745 17,103 32,203 -1,683 30,900 32,165 276 -989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 11.5 25.7 46.9 47.4 93.7 84.7 6.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 665) 181 192 248 197 238 512 566
CFTC#005603 MINI SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 1,000 Bushels) OPEN INTEREST: 20,934 COMMITMENTS 8,255 1,553 45 1,310 3,484 9,610 5,082 11,324 15,852 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52) 38 4 10 8 213 56 227 -4 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 7.4 0.2 6.3 16.6 45.9 24.3 54.1 75.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 4 2 3 10 10 16
CFTC#005606 SOYBEAN CSO - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,050 COMMITMENTS 2,871 1,091 1,581 4,123 5,718 8,575 8,389 474 660 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 516) -327 -168 209 623 456 506 498 10 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 12.1 17.5 45.6 63.2 94.8 92.7 5.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 5 8 9 12 18 21
CFTC#00639H CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 7,917 COMMITMENTS 1,614 429 0 6,294 7,482 7,908 7,911 9 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 5.4 0.0 79.5 94.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 0 5 9 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639W NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 32,809 COMMITMENTS 17,040 12,109 600 15,169 20,100 32,809 32,809 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 719) 100 0 0 619 719 719 719 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 36.9 1.8 46.2 61.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 5 3 10 6 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 41,826 COMMITMENTS 15,116 20,263 70 26,640 21,493 41,826 41,826 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200) 950 -50 50 200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 48.4 0.2 63.7 51.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 7 9 3 9 6 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 34,965 COMMITMENTS 3,534 1,947 3,635 27,731 29,343 34,900 34,925 65 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,549) 765 -36 200 600 1,385 1,565 1,549 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 5.6 10.4 79.3 83.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 12 6 11 11 12 29 23
CFTC#0063A1 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,310 COMMITMENTS 7,989 2,042 0 30,321 36,258 38,310 38,300 0 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12) 0 0 0 12 12 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 5.3 0.0 79.1 94.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 5 0 9 11 12 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 33,830 COMMITMENTS 7,105 15,233 275 26,430 18,322 33,810 33,830 20 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) -620 900 0 100 -1,400 -520 -500 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 45.0 0.8 78.1 54.2 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 6 2 8 5 15 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 21,395 COMMITMENTS 4,190 8,240 0 17,205 13,155 21,395 21,395 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) 300 0 0 -400 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 38.5 0.0 80.4 61.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 8 0 8 4 11 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AA PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 14,553 COMMITMENTS 8,652 6,315 0 5,900 8,238 14,553 14,553 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1) -1 0 0 0 -1 -1 -1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 43.4 0.0 40.5 56.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 4 0 7 8 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 27,315 COMMITMENTS 8,983 11,950 700 17,632 14,665 27,315 27,315 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6) -1 0 0 -5 -6 -6 -6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 43.7 2.6 64.5 53.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 6 3 11 6 18 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 18,420 COMMITMENTS 7,820 5,600 100 10,500 12,720 18,420 18,420 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 30.4 0.5 57.0 69.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 7 4 1 9 3 17 7 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 16,648 COMMITMENTS 785 1,704 1,352 14,511 13,591 16,648 16,648 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,174) 0 -126 -1 1,175 1,301 1,174 1,174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 10.2 8.1 87.2 81.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 6 3 11 11 16 17
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 442,204 COMMITMENTS 90,553 107,948 96,294 221,959 208,141 408,805 412,382 33,398 29,821 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,070) -2,014 24,781 3,819 22,674 -6,648 24,479 21,952 -409 2,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 24.4 21.8 50.2 47.1 92.4 93.3 7.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 89 102 106 91 85 245 246
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 785,661 COMMITMENTS 83,906 135,031 104,412 453,120 366,193 641,438 605,636 144,223 180,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,454) -3,073 -263 -5,453 -16,522 -16,115 -25,048 -21,832 2,594 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 17.2 13.3 57.7 46.6 81.6 77.1 18.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156) 31 35 47 69 74 126 130
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 712,930 COMMITMENTS 56,556 131,332 3,641 533,972 465,971 594,169 600,944 118,761 111,986 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,772) 2,048 -541 -252 5,180 18,487 6,976 17,694 3,796 -6,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 18.4 0.5 74.9 65.4 83.3 84.3 16.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 8 14 7 57 52 68 70
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,856 COMMITMENTS 7,439 2,092 1,491 39,592 45,108 48,522 48,691 334 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,699) 62 -247 211 1,426 1,735 1,699 1,699 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 4.3 3.1 81.0 92.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 11 5 10 34 44 47 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,046 COMMITMENTS 730 445 803 8,756 9,427 10,289 10,675 757 371 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 207) -15 0 15 234 202 234 217 -27 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 4.0 7.3 79.3 85.3 93.1 96.6 6.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 3 9 34 35 43 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,513 COMMITMENTS 2,429 35 1,249 10,197 12,873 13,875 14,157 638 356 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 564) 475 0 35 58 622 568 657 -4 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.2 8.6 70.3 88.7 95.6 97.5 4.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 7 1 8 35 42 43 51
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,401 COMMITMENTS 174 955 158 6,541 5,719 6,873 6,832 528 569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 178) 15 136 6 139 40 160 182 18 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 12.9 2.1 88.4 77.3 92.9 92.3 7.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 3 6 5 18 17 25 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A19 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,046 COMMITMENTS 200 529 0 1,734 1,317 1,934 1,846 112 200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 155) 60 80 0 80 70 140 150 15 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 25.9 0.0 84.8 64.4 94.5 90.2 5.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 4 4 0 13 12 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,855 COMMITMENTS 218 2,344 300 19,277 17,204 19,795 19,848 60 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 186) -60 15 60 186 111 186 186 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 11.8 1.5 97.1 86.6 99.7 **** 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 2 6 3 26 22 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,942 COMMITMENTS 1,882 2,570 313 6,191 5,876 8,386 8,759 556 183 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 361) 213 180 35 60 156 308 371 53 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 28.7 3.5 69.2 65.7 93.8 98.0 6.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 6 6 9 18 27 29 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,797 COMMITMENTS 869 697 236 5,123 5,747 6,228 6,680 569 117 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342) 55 92 15 269 369 339 476 3 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 10.3 3.5 75.4 84.6 91.6 98.3 8.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 4 5 20 21 30 27
CFTC#022651 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 441,435 COMMITMENTS 78,229 52,823 83,743 237,337 266,313 399,309 402,879 42,126 38,556 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,057) -2,440 3,732 -5,760 5,885 -3,032 -2,314 -5,060 -743 2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 12.0 19.0 53.8 60.3 90.5 91.3 9.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 205) 45 49 70 90 95 184 174
CFTC#02265J SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,499 COMMITMENTS 2,119 0 1,347 12,114 14,237 15,580 15,584 1,919 1,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 680) -70 0 70 479 462 479 532 201 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 7.7 69.2 81.4 89.0 89.1 11.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 0 4 13 14 17 18
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,202 COMMITMENTS 0 425 0 29,401 32,982 29,401 33,407 9,801 5,795 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,022) 0 0 0 1,562 1,497 1,562 1,497 -540 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 75.0 84.1 75.0 85.2 25.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 17 26 17 27
CFTC#023391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,437,917 COMMITMENTS ******* 56,180 807,916 3494,705 4558,378 5400,861 5422,474 37,056 15,443 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 97,062) 80,790 -13,664 -8,678 26,857 118,789 98,969 96,447 -1,907 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 1.0 14.9 64.3 83.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 226) 65 11 63 137 130 212 195
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,810,615 COMMITMENTS 159,453 88,879 785,226 863,442 933,811 1808,122 1807,917 2,494 2,699 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37,501) -9,884 5,289 27,746 19,614 4,422 37,476 37,457 25 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 4.9 43.4 47.7 51.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 17 15 27 58 52 87 82
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,616 COMMITMENTS 4,848 1,332 1,295 163,730 180,141 169,873 182,768 19,743 6,848 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,344) 1,016 274 -104 2,140 -196 3,052 -26 -1,708 1,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.7 0.7 86.3 95.0 89.6 96.4 10.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 2 4 31 28 36 33
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,780 COMMITMENTS 0 28 431 101,832 104,902 102,263 105,361 5,517 2,419 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,572) -584 28 63 7,830 7,002 7,309 7,093 -737 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.4 94.5 97.3 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 1 1 27 29 28 30
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,860 COMMITMENTS 0 1,634 1,572 127,428 135,773 129,000 138,979 17,860 7,881 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,035) 0 633 190 5,144 5,872 5,334 6,695 701 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.1 86.8 92.5 87.8 94.6 12.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 2 26 24 28 27
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,039,754 COMMITMENTS 106 3,294 7,393 1021,482 1027,113 1028,981 1037,800 10,773 1,954 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,144) 89 1,086 26 31,239 29,852 31,354 30,964 -210 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.7 98.2 98.8 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 1 3 5 53 39 58 44
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 416,366 COMMITMENTS 6,860 723 648 393,285 407,892 400,793 409,263 15,573 7,103 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,453) -976 723 246 15,904 15,642 15,174 16,611 279 -1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.2 0.2 94.5 98.0 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 2 2 2 32 42 35 45
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,751 COMMITMENTS 850 321 2,903 307,468 307,809 311,221 311,033 6,530 6,718 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,817) -341 236 281 8,667 7,414 8,607 7,931 210 886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.1 0.9 96.8 96.9 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48) 2 1 3 36 40 39 43
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,975 COMMITMENTS 0 364 1,622 145,395 135,883 147,017 137,869 4,958 14,106 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,502) 0 -87 213 12,881 13,349 13,094 13,475 408 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 1.1 95.7 89.4 96.7 90.7 3.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 2 2 28 27 30 29
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 113,544 COMMITMENTS 6,928 8,962 1,154 100,679 97,067 108,761 107,183 4,783 6,361 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,674) 1,680 770 149 4,745 1,858 6,574 2,777 -1,900 1,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 7.9 1.0 88.7 85.5 95.8 94.4 4.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 3 1 24 21 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 32,755 COMMITMENTS 0 0 0 31,835 32,573 31,835 32,573 920 182 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,314) 0 0 0 4,314 4,194 4,314 4,194 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 99.4 97.2 99.4 2.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 0 0 14 15 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 89,706 COMMITMENTS 535 424 838 79,816 82,168 81,189 83,430 8,517 6,276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -789) 457 424 -310 -939 -843 -792 -729 3 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.9 89.0 91.6 90.5 93.0 9.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 2 17 16 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 169,686 COMMITMENTS 0 0 0 161,436 167,344 161,436 167,344 8,250 2,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,939) 0 0 0 4,565 5,774 4,565 5,774 374 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.1 98.6 95.1 98.6 4.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 0 0 0 27 25 27 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 57,719 COMMITMENTS 0 0 0 51,157 52,105 51,157 52,105 6,562 5,614 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.6 90.3 88.6 90.3 11.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 14 14 14
CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 539,204 COMMITMENTS 35,605 8,015 5,734 488,261 513,227 529,600 526,976 9,604 12,228 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,052) 5,465 3,319 299 2,674 -98 8,438 3,520 -3,386 1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.5 1.1 90.6 95.2 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 9 2 8 53 47 64 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 119,702 COMMITMENTS 182 2,990 2,132 108,863 106,269 111,177 111,391 8,525 8,311 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,390) -642 -366 490 11,482 11,078 11,330 11,202 60 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.5 1.8 90.9 88.8 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 4 4 20 18 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 18,717 COMMITMENTS 0 372 0 17,768 17,942 17,768 18,314 949 403 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 390) 0 0 0 330 514 330 514 60 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 94.9 95.9 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 14 12 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 83,559 COMMITMENTS 737 0 91 80,323 79,728 81,151 79,819 2,408 3,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,907) -186 0 31 4,427 3,388 4,272 3,419 -365 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.1 96.1 95.4 97.1 95.5 2.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 0 1 17 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AG HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 102,277 COMMITMENTS 3,510 0 0 97,577 96,444 101,087 96,444 1,190 5,833 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,994) 2,910 0 0 994 3,660 3,904 3,660 90 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.0 95.4 94.3 98.8 94.3 1.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 0 12 17 15 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 145,894 COMMITMENTS 41,704 3,441 60 103,543 140,998 145,307 144,499 587 1,395 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,814) 2,850 0 60 844 3,754 3,754 3,814 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 2.4 0.0 71.0 96.6 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 11 6 1 20 43 31 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 75,420 COMMITMENTS 0 0 0 74,715 70,766 74,715 70,766 705 4,654 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,328) 0 0 0 5,359 4,596 5,359 4,596 -31 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 93.8 99.1 93.8 0.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 15 22 15 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 270,674 COMMITMENTS 0 956 1,072 262,475 260,112 263,547 262,140 7,127 8,534 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,100) 0 640 248 9,441 7,731 9,689 8,619 -1,589 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.4 97.0 96.1 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 0 2 1 32 31 33 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AW NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 26,244 COMMITMENTS 177 1,008 93 23,469 20,785 23,739 21,886 2,505 4,358 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.8 0.4 89.4 79.2 90.5 83.4 9.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 1 13 9 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 102,030 COMMITMENTS 0 3,450 31 93,835 93,393 93,866 96,874 8,164 5,156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,822) 0 1,310 -214 5,105 4,160 4,891 5,256 -1,069 -1,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 92.0 91.5 92.0 94.9 8.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 1 18 22 19 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 144,050 COMMITMENTS 4,462 0 322 130,582 137,997 135,366 138,319 8,684 5,731 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,205) -274 -580 0 5,689 6,327 5,415 5,747 790 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.2 90.7 95.8 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 1 17 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 105,822 COMMITMENTS 0 0 0 97,143 101,734 97,143 101,734 8,679 4,088 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,898) 0 0 0 2,832 2,410 2,832 2,410 66 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 96.1 91.8 96.1 8.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 20 17 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 118,458 COMMITMENTS 0 823 240 112,741 114,964 112,981 116,027 5,477 2,431 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 863) 0 -824 11 135 1,685 146 872 717 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.2 95.2 97.1 95.4 97.9 4.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 2 1 21 18 22 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 147,087 COMMITMENTS 816 192 2,117 131,803 136,101 134,736 138,410 12,351 8,677 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,849) 455 -64 34 10,593 8,346 11,082 8,316 -3,233 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 1.4 89.6 92.5 91.6 94.1 8.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 1 2 28 22 30 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BW SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 26,683 COMMITMENTS 0 248 0 25,089 26,249 25,089 26,497 1,594 186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,554) 0 0 0 5,554 5,554 5,554 5,554 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 94.0 98.4 94.0 99.3 6.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 1 0 13 15 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 29,090 COMMITMENTS 682 0 0 26,257 28,346 26,939 28,346 2,151 744 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -60 0 -60 0 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 90.3 97.4 92.6 97.4 7.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 0 0 12 11 13 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 189,972 COMMITMENTS 14,082 5,399 2,331 165,794 171,603 182,207 179,333 7,765 10,639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,093) -984 247 0 -4,120 -6,382 -5,104 -6,135 11 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.8 1.2 87.3 90.3 95.9 94.4 4.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 2 2 30 28 34 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 86,246 COMMITMENTS 518 0 270 74,053 77,766 74,841 78,036 11,405 8,210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -150) -1,926 0 30 3,832 758 1,936 788 -2,086 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.3 85.9 90.2 86.8 90.5 13.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 1 18 18 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 96,448 COMMITMENTS 0 0 0 87,821 91,988 87,821 91,988 8,627 4,460 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,301) 0 0 0 2,327 3,301 2,327 3,301 974 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 95.4 91.1 95.4 8.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 20 14 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 121,328 COMMITMENTS 0 0 0 103,467 109,284 103,467 109,284 17,861 12,044 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,628) 0 0 0 -6,578 -1,240 -6,578 -1,240 1,950 -3,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.3 90.1 85.3 90.1 14.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 0 0 18 14 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 59,064 COMMITMENTS 3,210 0 0 50,856 57,328 54,066 57,328 4,998 1,736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.0 86.1 97.1 91.5 97.1 8.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 13 16 14 16
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,379,074 COMMITMENTS 343,871 360,092 498,749 470,055 477,708 1312,675 1336,549 66,399 42,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,980) 4,686 -15,560 3,786 -6,881 13,334 1,592 1,560 389 421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 26.1 36.2 34.1 34.6 95.2 96.9 4.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 330) 142 95 164 70 66 296 256
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 714,625 COMMITMENTS 69,162 33,299 223,207 414,993 454,768 707,363 711,275 7,262 3,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 49,387) 1,601 4,516 23,997 23,651 20,764 49,249 49,276 139 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 4.7 31.2 58.1 63.6 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 142) 47 31 69 62 58 138 129
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 389,847 COMMITMENTS 142,486 138,300 44,330 189,276 195,875 376,092 378,505 13,755 11,342 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,533) -455 4,543 -1,195 6,055 2,142 4,404 5,490 1,128 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 35.5 11.4 48.6 50.2 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78) 19 18 28 38 38 71 70 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 126,902 COMMITMENTS 21,371 36,714 26,049 70,478 55,906 117,898 118,669 9,004 8,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,301) -2,552 7,344 3,898 2,185 -7,903 3,531 3,339 -230 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 28.9 20.5 55.5 44.1 92.9 93.5 7.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 10 19 25 23 22 50 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 167,227 COMMITMENTS 7,001 11,755 51,243 108,119 103,533 166,363 166,531 864 696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,808) -1,515 -379 421 4,558 3,379 3,464 3,422 -656 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 7.0 30.6 64.7 61.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 11 12 22 15 14 38 36
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 71,450 COMMITMENTS 22,209 28,205 9,096 38,959 32,902 70,264 70,203 1,186 1,247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 973) 454 -529 71 529 1,622 1,054 1,164 -81 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 39.5 12.7 54.5 46.0 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 16 13 17 19 19 44 40
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,055 COMMITMENTS 8,472 1,950 889 2,986 9,606 12,347 12,445 708 610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 290 30 0 5 280 295 310 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 14.9 6.8 22.9 73.6 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 10 3 5 9 12 21 18
CFTC#02465E COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 862 COMMITMENTS 259 267 296 306 299 861 862 1 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16) -25 7 31 10 -21 17 16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 31.0 34.4 35.5 34.7 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 7 9 10 9 21 21
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,817 COMMITMENTS 3,089 20 564 723 4,084 4,376 4,668 441 149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 358) 49 20 179 8 139 236 338 122 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 0.4 11.7 15.0 84.8 90.8 96.9 9.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 15 1 4 5 11 21 15
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 3,915 COMMITMENTS 225 862 10 3,395 2,914 3,630 3,786 285 129 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40) 0 10 10 20 20 30 40 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 22.0 0.3 86.7 74.4 92.7 96.7 7.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 5 1 12 14 15 19
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 55,580 COMMITMENTS 6,933 2,450 8,980 39,312 44,019 55,226 55,449 354 130 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 929) 164 258 -371 1,123 1,062 916 949 13 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 4.4 16.2 70.7 79.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 14 16 17 53 67 79 89
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 406,913 COMMITMENTS 119,867 37,505 65,022 173,734 268,119 358,623 370,646 48,290 36,267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,707) 2,553 4,818 5,203 3,067 31 10,823 10,051 1,884 2,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 9.2 16.0 42.7 65.9 88.1 91.1 11.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 272) 89 61 88 89 95 226 204
CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,025 COMMITMENTS 376 463 368 2,823 2,927 3,567 3,758 458 267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 616) 42 138 -28 676 544 690 654 -74 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 11.5 9.1 70.1 72.7 88.6 93.4 11.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 7 7 23 21 31 31
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 323,937 COMMITMENTS 140,865 14,143 62,312 100,594 232,871 303,771 309,326 20,166 14,611 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,721) -1,114 2,634 3,538 1,810 -3,550 4,234 2,623 486 2,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 4.4 19.2 31.1 71.9 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 321) 166 57 101 70 75 281 197
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,319,720 COMMITMENTS 683,601 38,050 82,370 523,193 1182,683 1289,164 1303,103 30,556 16,617 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,212) 17,222 2,788 -471 3,796 18,600 20,547 20,917 665 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 2.9 6.2 39.6 89.6 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 19 9 20 47 47 74 68 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,143 COMMITMENTS 28,779 56,017 27,335 247,051 218,336 303,165 301,688 2,978 4,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,232) -2,436 1,694 1,510 7,489 2,849 6,563 6,053 -331 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 18.3 8.9 80.7 71.3 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 16 13 20 35 29 60 53
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,272 COMMITMENTS 3,580 6,108 720 18,892 16,384 23,192 23,212 80 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,152) 20 644 80 1,352 748 1,452 1,472 -300 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 26.2 3.1 81.2 70.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 3 7 4 8 8 14 18
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,879 COMMITMENTS 2,237 4,836 727 6,009 4,592 8,973 10,155 2,906 1,724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 162) 157 6 181 -147 320 191 507 -29 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 40.7 6.1 50.6 38.7 75.5 85.5 24.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 23 20 10 23 15 48 44
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,725 COMMITMENTS 4,587 462 2,461 5,491 10,002 12,538 12,925 2,187 1,800 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 781) 592 -392 96 -280 1,109 408 813 373 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 3.1 16.7 37.3 67.9 85.1 87.8 14.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71) 27 13 16 24 19 58 43
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,471,153 COMMITMENTS 221,658 380,388 75,787 1064,230 849,007 1361,675 1305,182 109,478 165,971 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,987) 15,978 8,200 -8,935 3,205 10,340 10,248 9,605 739 1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 25.9 5.2 72.3 57.7 92.6 88.7 7.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 46 64 41 116 121 184 204
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,696,225 COMMITMENTS 605,721 674,283 414,332 2329,096 2032,984 3349,149 3121,599 347,075 574,625 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -140,218) 27,095 -102,294 -43,780 -113,128 8,637 -129,814 -137,438 -10,405 -2,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 18.2 11.2 63.0 55.0 90.6 84.5 9.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 412) 81 105 105 172 188 311 340
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 332,985 COMMITMENTS 54,011 51,160 975 207,794 176,468 262,780 228,603 70,205 104,382 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,011) -564 -1,723 463 -1,418 3,181 -1,518 1,921 3,529 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 15.4 0.3 62.4 53.0 78.9 68.7 21.1 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 9 7 4 34 35 46 43
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,260,519 COMMITMENTS 360,726 647,954 265,086 2373,528 1980,943 2999,340 2893,983 261,179 366,536 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -99,801) 14,441 -37,261 -44,201 -86,751 27,225 -116,511 -54,238 16,711 -45,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 19.9 8.1 72.8 60.8 92.0 88.8 8.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 318) 48 78 74 139 160 232 267
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,659,255 COMMITMENTS 159,022 367,128 339,691 1120,785 886,587 1619,498 1593,406 39,757 65,849 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90,565) -467 14,925 11,109 83,296 61,797 93,937 87,831 -3,373 2,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 22.1 20.5 67.5 53.4 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155) 32 43 51 62 75 122 145
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,631 COMMITMENTS 2,018 1,619 994 3,642 4,047 6,655 6,659 977 972 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 536) 164 58 -29 317 483 452 512 84 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 21.2 13.0 47.7 53.0 87.2 87.3 12.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 9 8 19 20 30 32
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 64,675 COMMITMENTS 24,767 3,921 21,001 13,860 24,406 59,629 49,328 5,046 15,347 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,637) 221 457 2,280 785 855 3,287 3,592 351 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 6.1 32.5 21.4 37.7 92.2 76.3 7.8 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89) 22 28 35 29 34 70 78
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,133 COMMITMENTS 1,180 885 3,194 7,681 8,308 12,055 12,387 1,078 746 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38) -50 90 -17 117 -95 50 -22 -12 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 6.7 24.3 58.5 63.3 91.8 94.3 8.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 8 9 11 26 22 41 36
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,099 COMMITMENTS 558 5,824 326 4,802 611 5,687 6,760 1,413 339 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 106 243 -10 97 83 193 316 72 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 82.0 4.6 67.6 8.6 80.1 95.2 19.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 7 4 6 11 4 19 13
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,575 COMMITMENTS 74,259 24,953 77,607 90,355 125,183 242,221 227,742 25,355 39,833 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 613) 534 -1,568 -1,693 2,336 3,454 1,176 192 -564 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 9.3 29.0 33.8 46.8 90.5 85.1 9.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278) 104 60 114 82 84 244 215
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 435,711 COMMITMENTS 146,623 15,351 124,192 129,704 229,526 400,520 369,069 35,192 66,643 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,335) 10,067 -1,250 13,183 4,918 12,930 28,168 24,863 -833 2,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 3.5 28.5 29.8 52.7 91.9 84.7 8.1 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 463) 170 77 166 141 174 387 360
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,339 COMMITMENTS 2,547 1,173 727 617 2,374 3,891 4,274 1,448 1,064 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 121) -158 -5 86 135 18 63 99 58 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 22.0 13.6 11.6 44.5 72.9 80.1 27.1 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 24 11 13 15 21 49 38
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 67,322 COMMITMENTS 23,940 5,882 19,502 16,359 17,650 59,801 43,034 7,520 24,288 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,284) 3,523 -1,316 2,921 1,034 2,873 7,477 4,478 -193 2,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 8.7 29.0 24.3 26.2 88.8 63.9 11.2 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 72 58 68 64 92 181 183
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 43,899 COMMITMENTS 1,753 23,360 8,749 32,838 9,529 43,339 41,638 560 2,261 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,501) 136 1,158 239 1,158 125 1,533 1,522 -32 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 53.2 19.9 74.8 21.7 98.7 94.8 1.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 11 22 16 29 24 50 52
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 152,440 COMMITMENTS 23,502 11,455 14,346 114,237 126,353 152,084 152,154 356 286 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,058) 915 313 -143 1,294 1,927 2,067 2,097 -9 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 7.5 9.4 74.9 82.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 12 12 17 43 47 64 67
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 50,292 COMMITMENTS 5,384 357 970 43,938 48,965 50,292 50,292 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,320) 2,118 0 -1,519 1,721 3,839 2,320 2,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.7 1.9 87.4 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 7 2 4 26 29 33 35
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 428,134 COMMITMENTS 12,669 8,804 7,076 408,389 412,254 428,134 428,134 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,342) 0 2,888 2,128 26,214 23,326 28,342 28,342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.1 1.7 95.4 96.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 2 3 1 23 24 26 27
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,297,810 COMMITMENTS 27,040 132,901 19,819 1250,951 1145,090 1297,810 1297,810 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,130) 392 784 0 -4,522 -4,914 -4,130 -4,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.2 1.5 96.4 88.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 6 4 3 36 40 44 45
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,858 COMMITMENTS 947 3,996 1,297 62,614 59,565 64,858 64,858 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -313) -154 80 -51 -108 -342 -313 -313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 6.2 2.0 96.5 91.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 7 7 24 24 33 33
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 296,483 COMMITMENTS 1,216 13,370 0 295,267 283,113 296,483 296,483 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,432) -8 0 -320 6,760 6,752 6,432 6,432 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.5 0.0 99.6 95.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 0 16 16 17 20
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 310,954 COMMITMENTS 0 6,168 7,872 303,082 296,914 310,954 310,954 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,889) 0 0 0 12,889 12,889 12,889 12,889 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 2.5 97.5 95.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 1 21 23 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 22,135 COMMITMENTS 280 160 296 21,497 21,061 22,073 21,517 62 618 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 296) 108 0 0 168 296 276 296 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.7 1.3 97.1 95.1 99.7 97.2 0.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 1 20 20 24 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 53,831 COMMITMENTS 270 6,050 0 53,287 47,661 53,557 53,711 274 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,370) 0 2,400 0 2,370 -30 2,370 2,370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 11.2 0.0 99.0 88.5 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 1 2 0 28 25 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 69,573 COMMITMENTS 295 6,000 0 69,079 63,368 69,374 69,368 199 205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,405) 0 2,400 0 2,420 5 2,420 2,405 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.6 0.0 99.3 91.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 1 1 0 30 27 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,845 COMMITMENTS 700 500 0 32,925 33,185 33,625 33,685 220 160 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,930) 0 0 0 1,930 1,930 1,930 1,930 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.5 0.0 97.3 98.0 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 0 22 17 23 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 272,872 COMMITMENTS 15,816 0 736 256,320 272,136 272,872 272,872 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,064) 0 0 0 -5,064 -5,064 -5,064 -5,064 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.3 93.9 99.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 0 1 20 19 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 7,466 COMMITMENTS 426 797 20 6,442 5,961 6,888 6,778 578 688 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 -20 20 -40 -45 -20 -45 20 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 10.7 0.3 86.3 79.8 92.3 90.8 7.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 1 17 17 19 19
CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 39,273 COMMITMENTS 0 500 0 39,268 38,663 39,268 39,163 5 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,083) 0 0 0 2,083 2,083 2,083 2,083 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 **** 98.4 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 1 0 25 22 25 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B1 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,601 COMMITMENTS 1,000 0 0 24,391 25,491 25,391 25,491 210 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 291) 0 0 0 291 291 291 291 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 95.3 99.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 21 20 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 19,048 COMMITMENTS 1,116 0 422 17,189 18,048 18,727 18,470 321 578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -477) 85 0 0 -584 -437 -499 -437 22 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 2.2 90.2 94.8 98.3 97.0 1.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 2 21 21 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B9 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 56,103 COMMITMENTS 330 4,378 380 55,376 51,154 56,086 55,912 17 191 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 247) 0 -138 35 212 350 247 247 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.8 0.7 98.7 91.2 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 4 3 31 24 35 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BA ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 77,144 COMMITMENTS 811 16,953 1,185 75,102 58,935 77,098 77,073 46 71 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,116) 95 -504 -40 1,038 1,660 1,093 1,116 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 22.0 1.5 97.4 76.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 6 7 6 33 31 42 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 38,690 COMMITMENTS 1,455 0 0 36,960 38,450 38,415 38,450 275 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 845) 600 0 0 245 845 845 845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 95.5 99.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 20 10 22 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 47,265 COMMITMENTS 2,030 2,400 0 45,020 44,865 47,050 47,265 215 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,035) 600 0 0 435 1,035 1,035 1,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 5.1 0.0 95.3 94.9 99.5 **** 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 1 0 24 14 26 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 276,327 COMMITMENTS 52,876 450 1,910 221,541 273,967 276,327 276,327 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,688) 3,136 0 -391 1,943 5,079 4,688 4,688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 0.2 0.7 80.2 99.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 2 1 2 23 27 26 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 24,394 COMMITMENTS 6,649 1,066 1,042 15,915 22,010 23,606 24,118 788 276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 294) 275 52 -52 70 294 294 294 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 4.4 4.3 65.2 90.2 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 4 4 22 30 27 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 37,615 COMMITMENTS 944 243 179 36,492 37,193 37,615 37,615 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 207) 105 -77 0 102 284 207 207 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 0.5 97.0 98.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 1 1 16 16 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 304,077 COMMITMENTS 4,680 15,692 3,108 296,289 285,277 304,077 304,077 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,801) 0 0 0 9,801 9,801 9,801 9,801 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.2 1.0 97.4 93.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 1 17 17 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 18,826 COMMITMENTS 945 606 1,102 15,991 16,180 18,038 17,888 788 938 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 296) 0 0 0 296 296 296 296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 3.2 5.9 84.9 85.9 95.8 95.0 4.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 1 2 16 15 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 12,932 COMMITMENTS 106 771 256 12,441 11,328 12,803 12,355 129 577 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 227) -86 57 86 227 84 227 227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.0 2.0 96.2 87.6 99.0 95.5 1.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 4 3 20 20 23 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 155,821 COMMITMENTS 0 6,280 0 155,821 149,541 155,821 155,821 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,080) 0 0 0 5,080 5,080 5,080 5,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 **** 96.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 19 16 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 20,533 COMMITMENTS 134 742 1,436 18,963 18,355 20,533 20,533 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 155) 0 0 0 155 155 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.6 7.0 92.4 89.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 2 2 19 15 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CC PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 25 MWh OPEN INTEREST: 186,472 COMMITMENTS 0 3,232 0 186,472 183,240 186,472 186,472 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 **** 98.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 14 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,425 COMMITMENTS 700 0 345 16,610 18,080 17,655 18,425 770 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -705) 0 0 0 -705 -705 -705 -705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 1.9 90.1 98.1 95.8 **** 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 3 19 15 22 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,675 COMMITMENTS 550 0 500 17,325 18,175 18,375 18,675 300 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -705) 0 0 0 -705 -705 -705 -705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 2.7 92.8 97.3 98.4 **** 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 0 3 22 16 25 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 544,923 COMMITMENTS 0 74,145 80,698 463,284 388,945 543,982 543,788 941 1,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,761) -2,990 98 -105 -2,579 -5,823 -5,673 -5,829 -88 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.6 14.8 85.0 71.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 5 4 17 18 21 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CU PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 12,110 COMMITMENTS 180 0 0 11,630 12,110 11,810 12,110 300 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 96.0 **** 97.5 **** 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 0 11 12 12 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,510 COMMITMENTS 325 0 75 32,707 33,405 33,107 33,480 403 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 820) 300 0 0 400 820 700 820 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.2 97.6 99.7 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 16 15 17 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 31,165 COMMITMENTS 395 0 90 30,290 31,075 30,775 31,165 390 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 820) 300 0 0 400 820 700 820 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.3 97.2 99.7 98.7 **** 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 0 2 16 14 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,790 COMMITMENTS 0 550 0 15,310 15,180 15,310 15,730 480 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 97.0 96.1 97.0 99.6 3.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 13 14 13 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 19,893 COMMITMENTS 0 250 75 19,748 19,563 19,823 19,888 70 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.4 99.3 98.3 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 1 14 17 15 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,687 COMMITMENTS 100 150 25 21,467 21,507 21,592 21,682 95 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 800) 0 0 0 800 800 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.1 99.0 99.2 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 1 15 14 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 107,554 COMMITMENTS 345 2,867 545 106,469 104,142 107,359 107,554 195 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -995) 0 0 0 -1,005 -955 -1,005 -955 10 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.7 0.5 99.0 96.8 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 2 8 4 35 33 40 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 127,772 COMMITMENTS 470 7,147 715 126,522 119,880 127,707 127,742 65 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 50 0 100 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.6 0.6 99.0 93.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 1 7 5 38 34 43 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 193,459 COMMITMENTS 8,734 24,652 11,829 172,839 156,920 193,402 193,401 57 58 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,767) 457 1,886 -1,239 3,554 2,134 2,772 2,781 -5 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 12.7 6.1 89.3 81.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 9 13 11 43 44 58 62 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DK PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 124,406 COMMITMENTS 415 9,098 2,330 121,604 112,938 124,349 124,366 57 40 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,433) 0 55 0 2,433 2,378 2,433 2,433 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.3 1.9 97.7 90.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 1 8 2 36 34 38 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 49,095 COMMITMENTS 1,015 475 30 47,930 48,565 48,975 49,070 120 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,000) 50 300 0 950 700 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.0 0.1 97.6 98.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 1 1 24 12 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 46,090 COMMITMENTS 645 550 0 45,350 45,470 45,995 46,020 95 70 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,100) 0 300 0 1,100 800 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.2 0.0 98.4 98.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 2 0 23 11 24 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643EA AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 mwh OPEN INTEREST: 30,177 COMMITMENTS 950 0 250 28,812 29,867 30,012 30,117 165 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5) 0 0 0 5 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.8 95.5 99.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 0 1 26 25 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643F1 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 Mwh OPEN INTEREST: 21,205 COMMITMENTS 2,000 0 0 19,205 21,085 21,205 21,085 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 345 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.0 0.0 90.6 99.4 **** 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 0 20 17 22 17
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 219,183 COMMITMENTS 9,538 4,134 14,283 195,256 200,688 219,077 219,105 105 78 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,773) -59 88 192 1,651 1,486 1,784 1,766 -11 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.9 6.5 89.1 91.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 22 18 23 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,467 COMMITMENTS 0 0 0 29,272 29,302 29,272 29,302 1,195 1,165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 96.2 96.1 96.2 3.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 0 0 14 15 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,525 COMMITMENTS 0 0 0 26,335 26,255 26,335 26,255 1,190 1,270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 95.4 95.7 95.4 4.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 16 13 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C74 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 28,841 COMMITMENTS 1,464 2,075 0 26,655 26,490 28,119 28,565 722 276 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 448) 0 0 0 448 448 448 448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 7.2 0.0 92.4 91.8 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 2 2 0 19 19 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C75 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,940 COMMITMENTS 1,152 0 7 16,121 17,638 17,280 17,645 660 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.0 89.9 98.3 96.3 98.4 3.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 1 17 17 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C76 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,852 COMMITMENTS 1,567 4,112 420 31,661 29,248 33,648 33,780 204 72 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 892) 35 -45 -35 892 972 892 892 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 12.1 1.2 93.5 86.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 4 2 29 23 33 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C77 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 20,971 COMMITMENTS 45 0 5 20,676 20,851 20,726 20,856 245 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 705) 0 0 0 705 705 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 98.6 99.4 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 0 1 23 18 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C78 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,190 COMMITMENTS 0 1,605 85 20,584 19,500 20,669 21,190 521 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 0 175 0 100 -75 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.4 97.1 92.0 97.5 **** 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 3 1 22 16 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C86 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 35,641 COMMITMENTS 50 525 0 35,331 34,741 35,381 35,266 260 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) 50 0 0 -260 -210 -210 -210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.5 0.0 99.1 97.5 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 1 0 27 23 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C87 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 18,640 COMMITMENTS 505 0 8 17,688 18,268 18,201 18,276 439 364 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16) 0 0 0 -16 -16 -16 -16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 94.9 98.0 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 1 20 16 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064C88 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 13,970 COMMITMENTS 695 0 0 12,665 13,385 13,360 13,385 610 585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 365) 0 0 0 485 -175 485 -175 -120 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 90.7 95.8 95.6 95.8 4.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 19 16 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,320 COMMITMENTS 0 725 0 35,052 34,177 35,052 34,902 4,268 4,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -160) 0 0 0 -300 -300 -300 -300 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 89.1 86.9 89.1 88.8 10.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 13 19 13 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,816 COMMITMENTS 0 725 0 32,643 31,768 32,643 32,493 4,173 4,323 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -160) 0 0 0 -300 -300 -300 -300 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 88.7 86.3 88.7 88.3 11.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 1 0 11 19 11 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 40,540 COMMITMENTS 175 24,870 405 38,145 13,800 38,725 39,075 1,815 1,465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,955) 0 -320 0 -2,000 -1,680 -2,000 -2,000 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 61.3 1.0 94.1 34.0 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 5 2 17 17 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,870 COMMITMENTS 75 20,370 510 35,930 15,885 36,515 36,765 1,355 1,105 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,200) 0 -320 0 -2,200 -1,880 -2,200 -2,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 53.8 1.3 94.9 41.9 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 5 2 17 17 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,308 COMMITMENTS 2,765 1,905 435 33,810 34,778 37,010 37,118 1,298 1,190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,510) -50 -180 0 1,685 1,815 1,635 1,635 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 5.0 1.1 88.3 90.8 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 3 18 12 22 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,060 COMMITMENTS 2,815 2,080 435 31,620 32,500 34,870 35,015 1,190 1,045 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,575) -50 -380 0 1,825 2,155 1,775 1,775 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 5.8 1.2 87.7 90.1 96.7 97.1 3.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 2 3 17 12 21 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,040 COMMITMENTS 0 14,455 0 36,675 22,330 36,675 36,785 365 255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20) 0 0 0 10 10 10 10 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.0 0.0 99.0 60.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 3 0 16 11 16 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVH PJM.PEPCO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,030 COMMITMENTS 0 12,755 0 32,445 19,800 32,445 32,555 585 475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.6 0.0 98.2 59.9 98.2 98.6 1.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 1 0 14 10 14 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 28,470 COMMITMENTS 1,185 130 270 25,185 26,225 26,640 26,625 1,830 1,845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 700) 50 0 0 650 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.5 0.9 88.5 92.1 93.6 93.5 6.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 1 3 16 8 21 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 27,805 COMMITMENTS 1,555 130 420 24,415 25,825 26,390 26,375 1,415 1,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,100) -150 0 0 1,400 1,250 1,250 1,250 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.5 1.5 87.8 92.9 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 1 3 17 7 23 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 35,452 COMMITMENTS 5,745 1,600 600 27,595 31,765 33,940 33,965 1,512 1,487 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 113) 50 100 0 100 50 150 150 -37 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 4.5 1.7 77.8 89.6 95.7 95.8 4.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 3 2 17 11 21 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 26,655 COMMITMENTS 1,170 1,490 110 23,255 23,290 24,535 24,890 2,120 1,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -570) 0 100 0 -600 -700 -600 -600 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 5.6 0.4 87.2 87.4 92.0 93.4 8.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 3 1 16 12 18 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 124,058 COMMITMENTS 31,505 150 330 84,618 115,948 116,453 116,428 7,605 7,630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 680) 80 0 50 620 700 750 750 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.1 0.3 68.2 93.5 93.9 93.8 6.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 1 2 21 25 27 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 110,210 COMMITMENTS 30,125 0 425 73,745 103,725 104,295 104,150 5,915 6,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -465) 130 0 50 -1,005 -875 -825 -825 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 0.0 0.4 66.9 94.1 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 6 0 1 19 25 25 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,585 COMMITMENTS 0 625 25 18,245 17,650 18,270 18,300 2,315 2,285 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175) 0 -50 25 150 200 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.1 88.6 85.7 88.8 88.9 11.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 1 18 14 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 19,500 COMMITMENTS 900 75 0 17,730 18,710 18,630 18,785 870 715 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 500) 0 0 0 405 405 405 405 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.4 0.0 90.9 95.9 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 1 0 18 12 19 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 39,395 COMMITMENTS 0 3,615 25 33,220 29,605 33,245 33,245 6,150 6,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25) 0 0 25 0 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.2 0.1 84.3 75.1 84.4 84.4 15.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 2 1 16 17 17 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,845 COMMITMENTS 0 2,225 0 25,665 23,440 25,665 25,665 4,180 4,180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -500) 0 0 0 -250 -250 -250 -250 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 86.0 78.5 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 17 18 17 19
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,685 COMMITMENTS 132 21 161 889 1,028 1,182 1,210 503 475 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.2 9.6 52.8 61.0 70.1 71.8 29.9 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 3 5 12 13 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,948 COMMITMENTS 1,108 2,102 286 28,353 27,113 29,747 29,501 201 447 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,418) 0 208 1 1,418 1,338 1,419 1,547 -1 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 7.0 1.0 94.7 90.5 99.3 98.5 0.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 4 3 2 23 28 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 107,372 COMMITMENTS 9,861 2,259 1,592 95,045 103,204 106,498 107,055 874 317 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,060) -227 104 210 1,055 701 1,038 1,015 22 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.1 1.5 88.5 96.1 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97) 16 10 12 61 59 82 77 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 86,616 COMMITMENTS 16,841 4,205 0 69,709 81,503 86,550 85,708 66 908 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -383) 360 0 0 -743 -383 -383 -383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 4.9 0.0 80.5 94.1 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 5 0 26 31 32 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,640 COMMITMENTS 1,073 1,158 805 33,684 32,834 35,562 34,797 78 843 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,095) 35 20 -363 1,468 1,473 1,140 1,130 -45 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.2 2.3 94.5 92.1 99.8 97.6 0.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51) 5 5 6 33 35 42 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,364 COMMITMENTS 1,677 85 282 10,377 10,972 12,336 11,339 28 1,025 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 407) 225 0 0 182 677 407 677 0 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.7 2.3 83.9 88.7 99.8 91.7 0.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 7 2 3 23 22 30 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,036 COMMITMENTS 462 548 177 12,904 12,995 13,543 13,720 493 316 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 75 31 -43 440 401 472 389 -162 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.9 1.3 91.9 92.6 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 4 3 3 25 20 30 25
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 793,196 COMMITMENTS 86,278 62,017 269,530 421,815 446,442 777,623 777,989 15,574 15,207 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36,181) -4,238 167 -10,837 -15,617 -21,764 -30,692 -32,433 -5,489 -3,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 7.8 34.0 53.2 56.3 98.0 98.1 2.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 164) 46 35 65 71 73 149 147
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,880,516 COMMITMENTS 664,183 189,194 1046,809 1045,795 1539,484 2756,787 2775,488 123,730 105,029 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -172,432) -15,279 9,892 -121,272 -23,692 -50,466 -160,243 -161,846 -12,189 -10,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 6.6 36.3 36.3 53.4 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 493) 222 123 246 110 126 433 412
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 242,488 COMMITMENTS 109,864 49,408 55,392 75,592 135,909 240,848 240,709 1,640 1,780 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,922) 5,102 -513 7,602 -10,827 -5,224 1,878 1,865 44 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 20.4 22.8 31.2 56.0 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 4 6 6 19 22 27 30
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,310 COMMITMENTS 57,939 19,735 1,008 47,659 56,793 106,606 77,536 19,704 48,774 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,537) 173 8 372 336 944 881 1,324 656 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 15.6 0.8 37.7 45.0 84.4 61.4 15.6 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 5 4 4 16 17 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,264 COMMITMENTS 26,910 0 9,173 37,510 58,032 73,593 67,204 9,671 16,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,361) -483 0 -128 -748 -1,155 -1,359 -1,283 -2 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 0.0 11.0 45.0 69.7 88.4 80.7 11.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 7 0 7 19 19 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,403 COMMITMENTS 22,900 56,449 52,051 66,422 36,259 141,373 144,759 13,029 9,644 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,655) -205 1,477 -191 2,627 1,637 2,230 2,923 -575 -1,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 36.6 33.7 43.0 23.5 91.6 93.8 8.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 16 18 28 18 22 51 53 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,853 COMMITMENTS 4,927 24,659 4,030 33,482 14,051 42,439 42,740 414 113 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,499) -288 -792 -820 -3,514 -2,864 -4,622 -4,476 123 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 57.5 9.4 78.1 32.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 8 5 7 21 13 32 22
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,269 COMMITMENTS 57,435 4,500 19,761 8,003 59,800 85,199 84,060 71 1,209 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,860) -9,949 -393 -937 89 -9,315 -10,797 -10,645 -63 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 5.3 23.2 9.4 70.1 99.9 98.6 0.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 3 5 9 13 15 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,961 COMMITMENTS 150 0 0 10,775 10,709 10,925 10,709 36 252 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,148) 0 0 0 -1,130 -1,193 -1,130 -1,193 -18 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.3 97.7 99.7 97.7 0.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 0 0 21 19 22 19
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 337,601 COMMITMENTS 61,339 80,594 80,495 175,512 164,101 317,346 325,191 20,255 12,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,184) -4,547 -12,054 4,099 3,359 9,937 2,911 1,982 -728 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 23.9 23.8 52.0 48.6 94.0 96.3 6.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 94 83 82 61 46 204 170
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,241 COMMITMENTS 22,842 4,660 631 4,772 23,583 28,245 28,875 1,996 1,366 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,652) 1,909 322 -146 -315 1,447 1,447 1,622 205 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.5 15.4 2.1 15.8 78.0 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165) 70 41 18 25 39 103 92
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,950 COMMITMENTS 41,110 12,260 6,190 13,312 46,719 60,613 65,169 7,338 2,781 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -747) 1,518 796 -698 -1,670 -407 -851 -310 104 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 18.0 9.1 19.6 68.8 89.2 95.9 10.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 220) 119 41 28 36 41 172 96
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 952,600 COMMITMENTS 199,475 87,789 222,631 457,767 571,807 879,873 882,227 72,727 70,373 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,629) -2,338 16,186 6,665 21,514 -2,992 25,841 19,858 -4,212 1,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 9.2 23.4 48.1 60.0 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247) 77 66 92 88 82 214 198
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 217,710 COMMITMENTS 58,927 36,259 46,878 100,899 126,267 206,704 209,405 11,006 8,305 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,006) 2,640 80 1,596 651 3,218 4,887 4,895 119 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 16.7 21.5 46.3 58.0 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 430) 150 105 142 138 120 365 308
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 211,364 COMMITMENTS 100,134 20,417 30,423 54,219 149,239 184,776 200,079 26,588 11,284 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,964) -2,347 1,167 4,645 1,566 -2,458 3,864 3,354 100 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 9.7 14.4 25.7 70.6 87.4 94.7 12.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 211) 109 47 72 32 40 172 133
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 270,146 COMMITMENTS 111,970 90,109 42,974 96,241 122,326 251,184 255,409 18,962 14,737 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,308) 1,273 2,004 2,776 3,801 3,089 7,850 7,868 1,458 1,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 33.4 15.9 35.6 45.3 93.0 94.5 7.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 287) 124 79 82 49 52 221 180
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 677,776 COMMITMENTS 223,754 101,618 216,225 189,547 324,727 629,526 642,570 48,250 35,206 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,807) 25,902 1,499 11,851 -2,020 15,997 35,733 29,347 -1,926 4,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 15.0 31.9 28.0 47.9 92.9 94.8 7.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 369) 197 101 166 51 57 307 270
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,263 COMMITMENTS 19,800 1,157 0 7,136 26,366 26,936 27,523 1,327 740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,683) 1,631 407 -101 -6,597 -5,908 -5,067 -5,602 -616 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 4.1 0.0 25.2 93.3 95.3 97.4 4.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 11 6 0 7 9 18 15
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,355 COMMITMENTS 29,303 54,823 9,480 69,930 36,818 108,713 101,120 26,642 34,234 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -57,512) -44,784 2,607 1,352 -12,659 -59,487 -56,091 -55,528 -1,421 -1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 40.5 7.0 51.7 27.2 80.3 74.7 19.7 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 25 35 20 21 25 55 71
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,313 COMMITMENTS 9,087 20,984 1,622 25,684 4,415 36,392 27,021 7,921 17,292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,045) -3,758 -911 478 -764 -339 -4,044 -772 999 -2,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 47.4 3.7 58.0 10.0 82.1 61.0 17.9 39.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 11 16 11 10 6 27 27
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,399 COMMITMENTS 57,909 61,165 1,415 109,715 110,551 169,039 173,131 8,360 4,268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,963) 6,506 4,388 392 -1,339 1,543 5,559 6,323 1,404 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 34.5 0.8 61.8 62.3 95.3 97.6 4.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 135) 61 36 8 17 27 84 65
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 289,361 COMMITMENTS 30,351 143,622 24,755 206,713 80,242 261,819 248,620 27,542 40,741 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,310) -10,419 -3,841 4,085 4,011 -1,135 -2,324 -891 -987 -2,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 49.6 8.6 71.4 27.7 90.5 85.9 9.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 130) 23 56 27 29 45 70 110
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,525 COMMITMENTS 31,005 103,539 20,790 159,486 63,601 211,281 187,930 20,244 43,595 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,799) -1,885 -2,613 2,774 -8,161 -1,784 -7,272 -1,623 2,473 -3,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 44.7 9.0 68.9 27.5 91.3 81.2 8.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 31 42 23 31 36 74 89
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 72,994 COMMITMENTS 52,831 6,625 1,581 9,317 62,311 63,729 70,517 9,266 2,478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,741) -1,983 -491 415 -105 -1,398 -1,673 -1,474 -68 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.4 9.1 2.2 12.8 85.4 87.3 96.6 12.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 103 29 19 14 8 126 48
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 477,634 COMMITMENTS 158,646 176,891 43,172 210,536 194,479 412,354 414,542 65,280 63,093 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38,468) 10,138 -10,325 7,883 16,636 36,130 34,657 33,689 3,811 4,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 37.0 9.0 44.1 40.7 86.3 86.8 13.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 253) 80 87 55 66 67 173 182
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,221 COMMITMENTS 19,019 3,111 301 6,965 24,134 26,285 27,546 1,936 675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -644) -610 -673 70 -3 -44 -543 -647 -101 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 11.0 1.1 24.7 85.5 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 13 11 2 4 6 18 18
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 403,269 COMMITMENTS 111,981 58,985 76,992 190,609 245,582 379,582 381,559 23,687 21,711 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,177) -2,262 -24 -2,537 -1,457 -5,391 -6,256 -7,952 79 1,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 14.6 19.1 47.3 60.9 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 264) 78 55 82 101 112 220 216
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,103 COMMITMENTS 576 1,203 833 5,667 5,553 7,076 7,589 2,027 1,514 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 13.2 9.2 62.3 61.0 77.7 83.4 22.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 2 4 10 11 15 16
CFTC#111A11 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (1000 U.S. Barrels) OPEN INTEREST: 17,478 COMMITMENTS 6,354 195 1,991 8,551 14,662 16,896 16,848 582 630 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 465) 164 -100 -50 351 615 465 465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 1.1 11.4 48.9 83.9 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 2 5 14 17 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,871 COMMITMENTS 1,745 350 0 16,880 18,766 18,625 19,116 1,246 755 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 770) 200 350 -50 945 510 1,095 810 -325 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.8 0.0 84.9 94.4 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 0 18 16 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#111A47 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 11,530 COMMITMENTS 1,860 70 2,464 5,790 6,985 10,114 9,519 1,416 2,011 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 800) -26 0 302 366 389 642 691 158 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.6 21.4 50.2 60.6 87.7 82.6 12.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 1 7 18 18 25 25
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,898 COMMITMENTS 16,599 29,209 235 17,942 4,442 34,776 33,886 3,122 4,012 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,912) -2,910 4,095 175 6,612 -1,485 3,877 2,785 -965 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 77.1 0.6 47.3 11.7 91.8 89.4 8.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 21 27 5 10 9 34 38
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 601,319 COMMITMENTS 178,325 291,771 159,540 230,767 112,387 568,632 563,698 32,687 37,621 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,701) 6,616 19,501 4,904 -8,435 -23,732 3,085 673 -384 2,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 48.5 26.5 38.4 18.7 94.6 93.7 5.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246) 95 98 95 37 32 181 187
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,017 COMMITMENTS 5,838 1,726 4,464 15,489 19,965 25,791 26,155 1,226 862 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 389) 182 239 46 185 202 413 487 -24 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 6.4 16.5 57.3 73.9 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 13 6 2 7 6 20 14
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 67,335 COMMITMENTS 39,722 5,317 3,739 13,526 50,627 56,988 59,683 10,347 7,653 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,858) -3,635 -1,310 -568 -16,357 -18,640 -20,561 -20,518 -1,297 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 7.9 5.6 20.1 75.2 84.6 88.6 15.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 50 23 11 25 31 78 62
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 134,671 COMMITMENTS 79,445 10,634 7,478 27,053 101,253 113,976 119,365 20,695 15,306 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -43,715) -7,271 -2,620 -1,136 -32,714 -37,279 -41,121 -41,035 -2,594 -2,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 7.9 5.6 20.1 75.2 84.6 88.6 15.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 120) 50 23 11 25 31 78 62
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 599,208 3062,833 9421,208 ******** 8030,453 ******** ******** 669,1151283,733 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST:-1310,349) -17,912 138,517 ******** 41,390 -52,757 ******** ******** 55,060 -7,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 14.1 43.2 51.0 36.8 96.9 94.1 3.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 330) 38 141 142 121 139 271 321
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 806,449 COMMITMENTS 104,648 91,440 127,994 478,742 496,766 711,385 716,200 95,064 90,249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -255,779) -10,866 -5,477 -76,519 -154,516 -161,918 -241,901 -243,914 -13,878 -11,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 11.3 15.9 59.4 61.6 88.2 88.8 11.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 682) 187 153 181 245 257 508 516
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 110,921 COMMITMENTS 8,976 12,362 30,023 40,864 45,340 79,863 87,726 31,057 23,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -86,195) -6,798 -16,437 -18,961 -52,515 -43,774 -78,274 -79,172 -7,921 -7,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 11.1 27.1 36.8 40.9 72.0 79.1 28.0 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 15 13 21 25 24 53 46
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,477,642 COMMITMENTS 527,176 444,204 441,040 2189,392 2257,125 3157,608 3142,370 320,034 335,272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -847,921) ******* -45,591 -187,400 -510,004 -590,718 -818,136 -823,709 -29,786 -24,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 12.8 12.7 63.0 64.9 90.8 90.4 9.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 663) 182 146 173 239 249 490 499
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 34,336 COMMITMENTS 16,261 508 0 17,684 32,988 33,945 33,496 391 840 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 289) -150 0 0 283 277 133 277 156 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 1.5 0.0 51.5 96.1 98.9 97.6 1.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 0 12 18 17 19
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,575 COMMITMENTS 6,367 12,434 380 6,640 663 13,387 13,477 188 98 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 342) 305 294 -92 105 140 318 342 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 91.6 2.8 48.9 4.9 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 7 4 10 5 21 12
CFTC#195651 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,616 COMMITMENTS 5,773 5,970 5,692 5,571 5,531 17,036 17,193 580 423 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 754) -103 199 452 412 341 761 992 -7 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 33.9 32.3 31.6 31.4 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 21 18 27 13 11 48 44
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,093 COMMITMENTS 23,931 8,770 2,521 16,988 33,191 43,440 44,482 6,653 5,611 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,172) -207 -933 -434 -12,375 -10,924 -13,017 -12,291 -1,155 -1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 17.5 5.0 33.9 66.3 86.7 88.8 13.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 242) 71 60 35 58 77 151 150
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,465 COMMITMENTS 119,657 43,850 12,604 84,938 165,957 217,200 222,412 33,265 28,053 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -70,859) -1,037 -4,667 -2,171 -61,877 -54,618 -65,085 -61,456 -5,774 -9,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 17.5 5.0 33.9 66.3 86.7 88.8 13.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 242) 71 60 35 58 77 151 150
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 35,150 COMMITMENTS 31,445 34,732 369 3,211 0 35,025 35,101 125 49 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -35,535) -19,320 -19,284 -9,562 0 0 -28,882 -28,846 -6,653 -6,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.5 98.8 1.0 9.1 0.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 24 9 1 2 0 27 9
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,077 COMMITMENTS 85,135 41,134 12,302 23,099 77,303 120,536 130,739 33,540 23,338 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,916) 11,863 12,046 1,435 3,169 11,193 16,467 24,674 6,449 -1,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 26.7 8.0 15.0 50.2 78.2 84.9 21.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 34 35 20 28 25 76 66
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 552,213 COMMITMENTS 135,105 175,865 24,522 365,572 327,334 525,199 527,721 27,014 24,492 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -78,626) -6,252 11,994 -3,952 -63,947 -84,921 -74,151 -76,879 -4,475 -1,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 31.8 4.4 66.2 59.3 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 339) 80 67 27 124 110 217 191
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,346 COMMITMENTS 11,024 7,059 0 12,996 18,184 24,020 25,243 9,326 8,103 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -653) -1,600 191 0 -37 5 -1,637 196 984 -849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 21.2 0.0 39.0 54.5 72.0 75.7 28.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 13 9 0 15 9 28 18
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,910 COMMITMENTS 23,480 7,188 1,197 21,919 18,443 46,596 26,828 10,314 30,082 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,124) 3,769 948 122 -2,002 6,546 1,889 7,616 -765 -6,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 12.6 2.1 38.5 32.4 81.9 47.1 18.1 52.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 23 13 4 23 21 48 36
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 271,013 COMMITMENTS 56,455 8,977 2,695 202,959 219,540 262,109 231,212 8,904 39,801 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50,914) -524 -8,860 -2,314 -47,175 -79,072 -50,013 -90,246 -901 39,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 3.3 1.0 74.9 81.0 96.7 85.3 3.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131) 29 11 7 65 53 95 70
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 892,884 COMMITMENTS 272,305 73,130 12,280 582,121 796,269 866,706 881,679 26,178 11,205 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -51,852) 15,206 2,772 -7,159 -51,519 -42,616 -43,472 -47,003 -8,380 -4,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 8.2 1.4 65.2 89.2 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 324) 124 39 25 129 81 262 136
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,797 COMMITMENTS 18,029 6,466 52 13,663 25,144 31,744 31,662 53 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 171) -1,036 -1 -4 1,221 161 181 156 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 20.3 0.2 43.0 79.1 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 9 14 1 8 20 17 35
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,704 COMMITMENTS 20,196 4,491 136 7,366 23,016 27,698 27,643 6 61 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,001) -177 919 -20 1,217 102 1,020 1,001 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 16.2 0.5 26.6 83.1 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 12 11 1 6 11 18 23
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,725 COMMITMENTS 16,303 5,570 314 6,000 23,835 22,617 29,719 12,108 5,006 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 931) 748 247 -68 81 48 761 227 170 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 16.0 0.9 17.3 68.6 65.1 85.6 34.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 8 6 2 8 8 17 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 92,451 COMMITMENTS 22,556 2,704 1,533 56,108 84,359 80,197 88,596 12,254 3,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,300) 1,031 -374 387 -10,087 -11,032 -8,669 -11,019 -1,631 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 2.9 1.7 60.7 91.2 86.7 95.8 13.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86) 15 4 6 49 32 65 41
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,796 COMMITMENTS 1,986 415 375 34,281 36,006 36,642 36,796 154 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,541) 60 -400 0 2,642 2,941 2,702 2,541 -161 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.1 1.0 93.2 97.9 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 6 3 2 28 14 35 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,685 COMMITMENTS 400 2,105 730 5,430 3,825 6,560 6,660 125 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 0 25 -50 425 400 375 375 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 31.5 10.9 81.2 57.2 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 7 6 15 12 24 20
CFTC#86565A GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,101 COMMITMENTS 1,281 792 50 3,760 4,144 5,091 4,986 10 115 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 15.5 1.0 73.7 81.2 99.8 97.7 0.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 3 9 9 14 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,953 COMMITMENTS 2,500 3,037 368 15,355 15,266 18,223 18,671 730 282 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,495) -345 -96 0 1,899 1,625 1,554 1,529 -59 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 16.0 1.9 81.0 80.5 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 7 4 5 26 25 35 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86565G RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 BARREL OPEN INTEREST: 5,052 COMMITMENTS 0 1,510 51 3,241 2,597 3,292 4,158 1,760 894 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 102) 0 45 15 104 161 119 221 -17 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.9 1.0 64.2 51.4 65.2 82.3 34.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 5 1 15 15 16 20
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,942 COMMITMENTS 882 1,817 1,231 7,578 6,645 9,691 9,693 251 249 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 799) 492 386 -1 344 475 835 860 -36 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 18.3 12.4 76.2 66.8 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 6 10 9 23 24 34 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,864 COMMITMENTS 249 67 523 941 1,124 1,713 1,714 151 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 55) -48 12 3 110 40 65 55 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 3.6 28.1 50.5 60.3 91.9 92.0 8.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 6 2 5 13 14 20 20
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF: 3/21/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,918 COMMITMENTS 1,101 8,271 3,787 18,201 10,627 23,089 22,685 4,829 5,233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 491) 0 301 118 15 140 133 559 358 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 29.6 13.6 65.2 38.1 82.7 81.3 17.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 6 6 13 14 19 21