CFTC Commitments of Traders

Futures+Options 10/14/17


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3.5% FUEL OIL RDAM CRACK  CANY ORANGE JUICE           

CASH BUTTER CME           CBOE VIX Futures            

CBOT DJIA CONSOLIDATED    CBOT Dow Mini $5 Multi      

CBOT Ethenol              CBOT LT TREASURY BONDS      

CBT 10-YR US T-NOTES      CBT 2-YR US T-NOTES         

CBT 30-DAY FED FUNDS      CBT 5-YR US T-NOTES         

CBT CORN                  CBT OATS                    

CBT ROUGH RICE            CBT SOYBEAN MEAL            

CBT SOYBEAN OIL           CBT SOYBEANS                

CBT US T-BONDS            CBT WHEAT                   

CEI COPPER-GRADE #1       CEI GOLD                    

CEI SILVER                CL CAL SPREAD OPTIONS       

CME Class III Milk        CME FEEDER CATTLE           

CME LIVE CATTLE           CME LIVE HOGS               

CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI           

CME Nikkei Yen            CME RANDOM LENGTH LUMBER    

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

CRB INDEX                 CSCE COCOA                  

CSCE COFFEE C             CSCE SUGAR NO. 11           

DJ UBS Excess Return      EAST WEST FUEL OIL SWAP     

EUR STYLE NAT GAS OPTIONS GULF JET NY HEAT OIL SWAP   

ICE Europe W.T.Crude Oil  IMM 3-MO EURODOLLARS        

IMM AUSTRALIAN $          IMM BRAZILIAN REAL          

IMM CANADIAN DOLLAR       IMM EURO FX                 

IMM JAPANESE YEN          IMM MEXICAN PESO            

IMM NEW ZEALAND DOLLAR    IMM NIKKEI STK INDEX        

IMM POUND STERLING        IMM RUSSIAN RUBLE           

IMM S&P 500 STK INDX      IMM S&P E MINI              

IMM SOUTH AFRICAN RAND    IMM SWISS FRANC             

KCBT WHEAT                MGE SPRING WHEAT            

NAPTHA CRACK SPR SWAP     NYCE COTTON NO. 2           

NYCE US DOLLAR INDEX      NYME CRUDE OIL              

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

NYME HEATING OIL #2       NYME HENRY HUB GAS SWAP     

NYME NATURAL GAS          NYME PALLADIUM              

NYME PLATINUM             NYME RBOB GASOLINE          

NYME WTI Oil Calendar Swp Russel 2000 Emini X $100    

Russell 2000 Mini         SING 180 380 Fuel Oil Swa   

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


CFTC#001602 WHEAT-SRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 583,852 COMMITMENTS 145,631 187,733 188,840 205,345 156,930 539,815 533,502 44,037 50,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,800) 1,863 5,644 22,219 4,807 2,411 28,889 30,274 2,911 1,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 32.2 32.3 35.2 26.9 92.5 91.4 7.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 431) 137 145 157 114 110 338 334
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,387 COMMITMENTS 92,214 81,209 48,436 131,004 141,562 271,654 271,208 25,733 26,180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,073) -628 8,287 5,040 6,020 -3,025 10,432 10,302 641 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 27.3 16.3 44.1 47.6 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256) 78 55 71 92 83 200 186
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,303 COMMITMENTS 12,563 7,927 9,714 46,000 50,868 68,276 68,509 15,027 14,795 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,015) -293 -1,110 -468 -990 432 -1,752 -1,146 737 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 9.5 11.7 55.2 61.1 82.0 82.2 18.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109) 30 13 23 57 44 98 73
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,833,377 COMMITMENTS 347,846 430,590 462,472 773,197 708,998 1583,514 1602,059 249,863 231,318 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,680) -2,162 15,161 10,337 11,974 -2,647 20,149 22,851 8,531 5,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 23.5 25.2 42.2 38.7 86.4 87.4 13.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 803) 211 191 234 340 316 663 641
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,978 COMMITMENTS 1,878 480 1,521 1,372 4,301 4,771 6,302 2,207 676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 147) -15 0 -21 216 229 180 208 -33 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 6.9 21.8 19.7 61.6 68.4 90.3 31.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 15 5 8 11 12 30 21
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,789 COMMITMENTS 139,061 98,447 240,125 433,885 437,444 813,071 776,015 64,718 101,774 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29,097) -7,340 -12,964 11,410 20,828 29,066 24,899 27,513 4,198 1,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 11.2 27.4 49.4 49.8 92.6 88.4 7.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 633) 168 194 267 190 207 518 544
CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 47,834 COMMITMENTS 16,814 22,703 20 31,000 25,111 47,834 47,834 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 180) -100 380 0 280 -200 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 47.5 0.0 64.8 52.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 9 2 9 7 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 67,751 COMMITMENTS 5,141 6,441 6,307 56,287 55,002 67,735 67,751 16 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,997) 426 160 12 1,558 1,825 1,997 1,997 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 9.5 9.3 83.1 81.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 7 9 10 14 15 28 28
CFTC#0063A1 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,099 COMMITMENTS 4,489 886 0 31,605 35,213 36,094 36,099 5 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 12.4 2.5 0.0 87.6 97.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 4 0 8 9 10 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 33,207 COMMITMENTS 2,318 0 372 30,517 32,835 33,207 33,207 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72) -22 0 22 72 50 72 72 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 1.1 91.9 98.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 7 0 2 9 8 17 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 37,430 COMMITMENTS 6,825 17,733 25 30,580 19,672 37,430 37,430 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -300 50 0 200 -150 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 47.4 0.1 81.7 52.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 6 1 8 6 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 26,067 COMMITMENTS 4,757 7,930 0 21,310 18,137 26,067 26,067 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 100) 100 -100 0 0 200 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 30.4 0.0 81.8 69.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 6 0 7 4 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 28,535 COMMITMENTS 13,653 13,395 600 14,283 14,540 28,535 28,535 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -174) -649 -100 0 475 -74 -174 -174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 46.9 2.1 50.1 51.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 6 5 2 9 7 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 20,895 COMMITMENTS 9,795 6,407 100 11,000 14,388 20,895 20,895 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,150) 750 0 0 400 1,150 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 30.7 0.5 52.6 68.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 7 4 1 7 6 15 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 41,648 COMMITMENTS 3,055 3,066 663 37,931 37,919 41,648 41,648 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,557) 0 39 245 1,312 1,308 1,557 1,592 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 7.4 1.6 91.1 91.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 7 5 15 13 21 22
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 461,218 COMMITMENTS 112,454 61,192 125,146 188,519 243,861 426,119 430,198 35,099 31,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,887) -1,590 3,395 5,729 5,785 764 9,924 9,888 963 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 13.3 27.1 40.9 52.9 92.4 93.3 7.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 318) 92 80 138 81 78 261 246
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 889,922 COMMITMENTS 160,747 125,317 117,632 444,163 465,266 722,543 708,215 167,379 181,706 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,690) 8,631 -3,990 2,677 -995 9,900 10,313 8,587 4,377 6,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 14.1 13.2 49.9 52.3 81.2 79.6 18.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 177) 44 33 51 79 81 143 145
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,176 COMMITMENTS 61,252 153,620 16,573 639,949 557,528 717,774 727,721 110,403 100,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,789) -3,257 5,273 2,760 6,860 -3,880 6,362 4,153 2,426 4,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 18.5 2.0 77.3 67.3 86.7 87.9 13.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 108) 15 11 14 61 60 82 79
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,547 COMMITMENTS 6,062 399 1,246 31,138 36,882 38,446 38,527 101 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,917) 841 146 100 976 1,691 1,917 1,937 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 1.0 3.2 80.8 95.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 9 3 7 35 40 45 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,046 COMMITMENTS 568 205 515 6,336 6,868 7,419 7,588 627 458 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -43) 19 9 -1 -64 -79 -46 -71 3 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.5 6.4 78.7 85.4 92.2 94.3 7.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 4 8 27 26 35 36 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,420 COMMITMENTS 1,073 0 194 7,705 8,811 8,972 9,005 448 415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 794) -10 0 4 819 789 813 793 -19 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 2.1 81.8 93.5 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 7 0 6 30 33 37 39
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,712 COMMITMENTS 85 1,422 198 3,915 2,281 4,198 3,901 514 811 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 274) 0 136 -19 188 30 169 147 105 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 30.2 4.2 83.1 48.4 89.1 82.8 10.9 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 6 3 15 15 19 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,646 COMMITMENTS 75 1,617 500 14,071 12,484 14,646 14,601 0 45 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 487) 0 0 0 487 487 487 487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 11.0 3.4 96.1 85.2 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 5 3 20 20 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,320 COMMITMENTS 1,165 2,774 79 5,142 4,234 6,386 7,087 934 233 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 400) 290 131 25 287 176 602 332 -202 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 37.9 1.1 70.2 57.8 87.2 96.8 12.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 8 6 3 26 24 36 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 5,481 COMMITMENTS 670 449 103 4,176 4,523 4,949 5,075 532 406 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 610) 0 0 0 600 610 600 610 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 8.2 1.9 76.2 82.5 90.3 92.6 9.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 4 3 14 15 19 21
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 472,456 COMMITMENTS 118,388 66,779 89,057 207,350 287,422 414,795 443,259 57,661 29,198 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,706) -4,246 -1,715 9,544 -11,167 -12,926 -5,869 -5,097 1,163 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 14.1 18.8 43.9 60.8 87.8 93.8 12.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 222) 69 36 77 85 101 193 186
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,980 COMMITMENTS 2,980 0 0 34,699 41,125 37,679 41,125 9,301 5,855 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,790) 125 -1,100 0 5,476 4,058 5,601 2,958 -1,811 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 0.0 73.9 87.5 80.2 87.5 19.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 22 18 23 18
CFTC#023391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,199,700 COMMITMENTS 966,532 45,783 673,218 3526,793 4468,009 5166,543 5187,010 33,157 12,690 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51,174) -43,956 4,655 46,307 49,211 842 51,562 51,804 -388 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.9 12.9 67.8 85.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225) 55 26 61 132 114 207 181
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,372,981 COMMITMENTS 51,653 33,406 704,613 613,508 634,000 1369,774 1372,018 3,207 963 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 40,567) -866 3,746 27,660 13,769 9,066 40,563 40,472 4 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.4 51.3 44.7 46.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 84) 13 17 27 52 51 79 81
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,851 COMMITMENTS 7,421 7,422 2,885 217,807 231,395 228,113 241,702 17,738 4,149 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,352) -2,222 457 -1,602 1,655 -199 -2,169 -1,344 817 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.0 1.2 88.6 94.1 92.8 98.3 7.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 3 4 4 29 26 35 31
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,280 COMMITMENTS 33 1,111 982 93,471 96,105 94,486 98,198 6,794 3,082 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,024) -1,511 1,001 -270 -9,187 -6,345 -10,968 -5,614 2,944 -2,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.0 92.3 94.9 93.3 97.0 6.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 2 3 25 26 28 29
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,954 COMMITMENTS 520 2,434 2,961 250,770 246,533 254,251 251,928 11,703 14,026 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,231) 520 -3,241 -440 -18,930 -20,972 -18,850 -24,653 1,619 7,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 1.1 94.3 92.7 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 1 2 3 22 21 25 24
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 865,980 COMMITMENTS 3,746 17,332 6,680 846,861 840,266 857,287 864,278 8,693 1,702 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,285) 1,812 27 -458 10,017 9,395 11,371 8,964 -3,086 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.0 0.8 97.8 97.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 1 3 3 51 32 55 35
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,787 COMMITMENTS 4,860 3,746 240 373,653 381,859 378,753 385,845 16,034 8,942 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,467) -1,333 119 -459 -10,911 -10,968 -12,703 -11,308 1,236 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.9 0.1 94.6 96.7 95.9 97.7 4.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 2 1 1 31 37 33 39
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,542 COMMITMENTS 210 0 772 346,255 355,811 347,237 356,583 16,305 6,959 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -37,867) -988 0 369 -35,518 -15,633 -36,137 -15,264 -1,730 -22,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.2 95.2 97.9 95.5 98.1 4.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 1 0 1 39 40 40 41
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,284 COMMITMENTS 2,221 413 1,090 206,112 207,732 209,423 209,235 8,861 9,049 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,494) 814 -5,515 -219 -10,765 -8,324 -10,170 -14,058 -6,324 -2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.5 94.4 95.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 2 1 2 30 29 32 32
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 72,888 COMMITMENTS 0 1,989 79 68,591 65,673 68,670 67,741 4,218 5,147 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,565) 0 475 -41 -7,006 -5,681 -7,047 -5,247 482 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.1 94.1 90.1 94.2 92.9 5.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 1 23 24 24 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 115,279 COMMITMENTS 1,809 0 1,271 104,740 110,870 107,820 112,141 7,459 3,138 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,432) -35 -463 -123 -8,953 -7,244 -9,111 -7,830 -321 -1,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.1 90.9 96.2 93.5 97.3 6.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 0 1 17 17 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 155,734 COMMITMENTS 0 0 0 145,996 150,068 145,996 150,068 9,738 5,666 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,531) -1,056 0 -60 -8,274 -10,351 -9,390 -10,411 -1,141 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.7 96.4 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 0 0 0 22 21 22 21
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,384 COMMITMENTS 3,658 682 0 11,889 15,268 15,547 15,950 837 434 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,630) -780 0 0 -5,584 -5,976 -6,364 -5,976 -266 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 4.2 0.0 72.6 93.2 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 2 0 10 16 14 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 534,518 COMMITMENTS 65,081 4,568 2,944 458,308 517,425 526,333 524,937 8,185 9,581 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -28,926) -5,155 -2,535 764 -20,478 -21,903 -24,869 -23,674 -4,057 -5,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.9 0.6 85.7 96.8 98.5 98.2 1.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 7 5 8 48 49 60 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 125,146 COMMITMENTS 4,325 3,622 815 115,554 112,619 120,694 117,056 4,452 8,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,907) 145 -3,925 -925 -9,733 -6,005 -10,513 -10,855 1,606 1,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 2.9 0.7 92.3 90.0 96.4 93.5 3.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 2 1 2 19 22 22 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A6 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 16,677 COMMITMENTS 713 620 0 12,753 15,685 13,466 16,305 3,211 372 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,400) 188 -292 -248 -5,091 -4,290 -5,151 -4,830 -249 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.7 0.0 76.5 94.1 80.7 97.8 19.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 1 0 9 12 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 126,491 COMMITMENTS 28,365 3,553 0 97,691 121,981 126,056 125,534 435 957 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -54,937) -30,824 -1,170 -211 -17,303 -41,422 -48,338 -42,803 -6,599 -12,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 2.8 0.0 77.2 96.4 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 9 8 0 26 39 35 47 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 134,221 COMMITMENTS 620 480 0 131,833 131,045 132,453 131,525 1,768 2,696 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,548) 0 480 0 -13,918 -13,382 -13,918 -12,902 370 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 0.0 98.2 97.6 98.7 98.0 1.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 1 0 17 18 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 261,417 COMMITMENTS 1,851 738 1,422 251,883 248,078 255,156 250,238 6,261 11,179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,348) 1,851 450 -121 -7,406 -7,882 -5,676 -7,553 -1,672 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.3 0.5 96.4 94.9 97.6 95.7 2.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 1 1 1 30 33 32 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 101,736 COMMITMENTS 514 0 1,911 97,495 98,979 99,920 100,890 1,816 846 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,482) 12 -744 -12 -10,761 -9,953 -10,761 -10,709 -721 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 1.9 95.8 97.3 98.2 99.2 1.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 1 19 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 135,390 COMMITMENTS 11,445 0 272 117,291 126,428 129,008 126,700 6,382 8,690 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,391) -247 0 20 -6,777 -8,217 -7,004 -8,197 613 1,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.2 86.6 93.4 95.3 93.6 4.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 0 1 22 16 24 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 110,411 COMMITMENTS 0 0 0 101,821 107,515 101,821 107,515 8,590 2,896 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,867) -1,081 0 0 -4,372 -6,148 -5,453 -6,148 -1,414 -719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.2 97.4 92.2 97.4 7.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 18 18 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BD NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 61,836 COMMITMENTS 0 465 0 61,557 61,247 61,557 61,712 279 124 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,730) -755 0 0 -7,290 -8,670 -8,045 -8,670 -685 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 99.5 99.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 10 15 10 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 145,723 COMMITMENTS 1,973 0 124 134,019 141,427 136,116 141,551 9,607 4,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,891) 1,570 -89 -345 709 2,189 1,934 1,755 -43 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.1 92.0 97.1 93.4 97.1 6.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 1 18 17 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 147,710 COMMITMENTS 0 952 7,942 128,376 132,631 136,318 141,525 11,392 6,185 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,689) 0 -4,277 -252 -11,315 -9,878 -11,567 -14,407 -2,122 718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 5.4 86.9 89.8 92.3 95.8 7.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 0 1 2 27 23 29 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BW SOCAL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 15,378 COMMITMENTS 1,302 0 0 13,127 15,192 14,429 15,192 949 186 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,940) -810 0 0 -4,564 -4,830 -5,374 -4,830 -566 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.0 85.4 98.8 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 0 0 11 10 13 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CG TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 26,943 COMMITMENTS 0 0 0 24,565 26,478 24,565 26,478 2,378 465 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,424) 0 0 0 -5,150 -6,914 -5,150 -6,914 -2,274 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 98.3 91.2 98.3 8.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 11 13 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 178,107 COMMITMENTS 8,700 1,267 787 158,927 166,958 168,414 169,012 9,693 9,095 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,477) -1,572 -511 -615 -13,426 -14,546 -15,613 -15,672 -864 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.7 0.4 89.2 93.7 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 2 1 2 30 30 33 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 104,391 COMMITMENTS 0 0 0 99,924 97,718 99,924 97,718 4,467 6,673 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,905) 0 0 0 -4,675 -5,015 -4,675 -5,015 -230 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 93.6 95.7 93.6 4.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 0 0 22 25 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 96,791 COMMITMENTS 0 0 0 88,205 93,049 88,205 93,049 8,586 3,742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,523) -248 0 0 -4,929 -5,969 -5,177 -5,969 -346 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 96.1 91.1 96.1 8.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 0 0 20 17 20 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 68,471 COMMITMENTS 2,736 360 0 59,612 65,314 62,348 65,674 6,123 2,797 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,752) -158 60 -856 -6,175 -5,011 -7,189 -5,807 -563 -1,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 0.0 87.1 95.4 91.1 95.9 8.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 15 18 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 20,975 COMMITMENTS 837 868 0 19,859 20,076 20,696 20,944 279 31 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,616) -30 120 -120 -7,083 -6,056 -7,233 -6,056 -383 -1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.1 0.0 94.7 95.7 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 0 12 15 14 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 122,983 COMMITMENTS 0 0 0 111,145 118,651 111,145 118,651 11,838 4,332 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,474) 0 0 0 -10,658 -10,658 -10,658 -10,658 -816 -816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 96.5 90.4 96.5 9.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 0 0 0 24 17 24 17
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,396,708 COMMITMENTS 394,448 475,749 465,043 464,642 411,716 1324,133 1352,508 72,575 44,200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,499) 15,041 19,807 -1,639 -27,883 -32,731 -14,481 -14,563 -1,019 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 34.1 33.3 33.3 29.5 94.8 96.8 5.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 356) 131 122 164 80 67 298 282
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 494,712 COMMITMENTS 81,672 38,794 150,090 255,906 302,347 487,667 491,231 7,045 3,481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,894) 2,698 4,987 17,458 12,450 10,225 32,606 32,669 288 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 7.8 30.3 51.7 61.1 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 140) 44 36 66 57 56 133 126
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 403,556 COMMITMENTS 228,915 181,316 35,446 127,221 176,919 391,582 393,681 11,975 9,876 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,388) 4,732 -496 1,693 -748 2,815 5,676 4,012 -2,288 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 44.9 8.8 31.5 43.8 97.0 97.6 3.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 19 17 27 37 38 71 67 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 116,475 COMMITMENTS 18,327 31,825 21,295 68,997 57,561 108,619 110,681 7,856 5,794 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,705) 3,159 500 2,346 -968 1,894 4,537 4,740 168 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 27.3 18.3 59.2 49.4 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 14 16 23 22 25 48 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 47,940 COMMITMENTS 10,139 12,664 31,090 6,611 4,025 47,840 47,779 100 161 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,383) 180 378 -2,785 236 -23 -2,370 -2,430 -13 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 26.4 64.9 13.8 8.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 7 10 15 8 7 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 205,665 COMMITMENTS 6,684 4,053 56,281 142,539 145,169 205,505 205,502 160 163 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,355) 948 895 1,737 5,985 6,094 8,670 8,726 -315 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.0 27.4 69.3 70.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 16 7 23 14 14 37 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P03 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,443 COMMITMENTS 3,160 13,236 5,543 43,704 34,007 52,407 52,786 3,036 2,657 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 5.7 23.9 10.0 78.8 61.3 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 6 8 9 10 18 19
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 53,264 COMMITMENTS 18,465 11,436 8,538 25,147 32,340 52,150 52,314 1,114 950 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) -482 -473 789 -235 -686 72 -370 -22 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 21.5 16.0 47.2 60.7 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 14 16 17 20 19 45 41
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,303 COMMITMENTS 4,531 445 500 1,752 6,030 6,783 6,975 520 328 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 367) 305 5 0 22 342 327 347 40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 6.1 6.8 24.0 82.6 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 10 2 5 7 9 18 15
CFTC#02465E COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 1,674 COMMITMENTS 333 152 536 797 980 1,666 1,667 9 7 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 84) 12 -8 34 33 54 79 80 5 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 9.1 32.0 47.6 58.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 8 6 10 10 12 21 25
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,630 COMMITMENTS 973 384 196 87 857 1,256 1,437 374 193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -74) -48 62 -9 -39 -194 -96 -141 22 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 23.6 12.0 5.3 52.6 77.1 88.2 22.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 9 4 4 2 6 13 12
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,556 COMMITMENTS 80 162 205 5,107 4,895 5,392 5,262 164 294 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 515) 45 60 0 435 460 480 520 35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.9 3.7 91.9 88.1 97.0 94.7 3.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 2 2 4 16 17 20 21
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,442 COMMITMENTS 6,594 931 5,152 29,507 35,182 41,254 41,266 189 176 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,047) 410 67 365 1,245 1,596 2,021 2,028 27 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 2.2 12.4 71.2 84.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96) 20 9 14 48 54 73 73
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 396,958 COMMITMENTS 80,585 49,241 84,389 185,742 231,295 350,716 364,925 46,242 32,033 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -993) 2,473 -7,669 5,791 -11,527 -157 -3,263 -2,035 2,270 1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 12.4 21.3 46.8 58.3 88.4 91.9 11.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270) 73 72 88 96 88 220 208
CFTC#03265A EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,341 COMMITMENTS 657 102 127 1,097 1,545 1,881 1,774 460 567 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 94) 50 0 -25 13 36 38 11 56 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 4.4 5.4 46.9 66.0 80.4 75.8 19.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 4 3 3 15 16 20 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,253 COMMITMENTS 471 1,181 86 2,543 1,791 3,100 3,058 153 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 423) 69 200 0 364 249 433 449 -10 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 36.3 2.6 78.2 55.1 95.3 94.0 4.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 7 3 21 22 28 30
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 299,784 COMMITMENTS 82,724 16,681 68,799 132,898 198,758 284,421 284,238 15,363 15,546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,949) -562 -1,915 247 -2,842 -397 -3,157 -2,065 1,208 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 5.6 22.9 44.3 66.3 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 299) 126 64 98 78 81 254 203
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,218,270 COMMITMENTS 611,023 15,547 66,965 515,046 1122,544 1193,034 1205,056 25,236 13,214 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,376) 8,806 723 858 752 8,770 10,416 10,351 -40 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 1.3 5.5 42.3 92.1 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81) 20 5 18 45 45 70 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,419 COMMITMENTS 4,647 46,071 25,310 174,469 132,890 204,426 204,271 3,993 4,148 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 770) -1,353 1,010 -436 2,271 146 482 720 288 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 22.1 12.1 83.7 63.8 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 9 12 17 30 28 48 48
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,144 COMMITMENTS 2,580 4,792 1,200 19,124 16,912 22,904 22,904 240 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,536) 520 1,100 -80 2,096 1,516 2,536 2,536 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 20.7 5.2 82.6 73.1 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 5 9 3 6 7 13 17
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,239 COMMITMENTS 2,044 2,088 1,205 5,899 6,710 9,148 10,003 2,091 1,236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -172) -145 -6 -130 65 -215 -211 -352 38 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 18.6 10.7 52.5 59.7 81.4 89.0 18.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64) 23 16 14 17 16 43 43
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,247 COMMITMENTS 2,266 1,119 3,252 4,874 7,457 10,392 11,829 2,854 1,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 924) 174 -240 535 -350 571 359 866 565 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 8.5 24.6 36.8 56.3 78.5 89.3 21.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 28 15 17 26 17 61 42
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,821,149 COMMITMENTS 236,401 479,117 139,921 1323,668 1037,546 1699,990 1656,585 121,159 164,564 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 92,597) 14,022 43,125 -127 84,550 54,836 98,444 97,834 -5,848 -5,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 26.3 7.7 72.7 57.0 93.3 91.0 6.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281) 51 55 40 118 132 192 204
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,895,918 COMMITMENTS 815,340 631,899 527,280 2177,871 2142,111 3520,490 3301,289 375,427 594,628 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 77,084) -8,981 15,397 4,786 84,124 35,168 79,930 55,352 -2,846 21,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 16.2 13.5 55.9 55.0 90.4 84.7 9.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 415) 76 102 108 181 208 318 357
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,431 COMMITMENTS 69,384 53,803 9,519 267,317 226,265 346,220 289,587 80,211 136,844 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,602) -9,158 -2,769 2,418 2,559 -11,467 -4,181 -11,818 -1,421 6,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 12.6 2.2 62.7 53.1 81.2 67.9 18.8 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70) 11 8 8 39 41 55 52
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,242,050 COMMITMENTS 387,007 675,781 230,589 2364,448 1946,500 2982,043 2852,869 260,008 389,181 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,076) -11,766 2,506 19,650 31,363 -4,120 39,248 18,037 -13,172 8,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 20.8 7.1 72.9 60.0 92.0 88.0 8.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 314) 54 69 66 140 155 230 254
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,547,851 COMMITMENTS 79,145 203,937 321,689 1111,620 951,452 1512,453 1477,077 35,397 70,773 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45,726) 26,652 5,924 10,398 4,671 25,181 41,720 41,502 4,006 4,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 13.2 20.8 71.8 61.5 97.7 95.4 2.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 160) 18 56 45 64 74 115 149
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,440 COMMITMENTS 262 1,182 1,221 5,270 4,583 6,753 6,986 688 455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,320) -204 -82 -209 -624 -1,007 -1,037 -1,298 -283 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 15.9 16.4 70.8 61.6 90.8 93.9 9.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 11 11 22 20 34 34
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,556 COMMITMENTS 12,405 5,118 11,671 14,160 15,617 38,235 32,406 3,321 9,150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,738) -2,789 -1,310 -2,222 -2,445 -3,234 -7,456 -6,767 -281 -971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 12.3 28.1 34.1 37.6 92.0 78.0 8.0 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83) 21 18 28 34 32 66 67
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,942 COMMITMENTS 827 282 2,353 5,742 6,759 8,922 9,394 1,020 548 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,262) -111 -109 -246 -833 -1,006 -1,191 -1,361 -71 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.8 23.7 57.8 68.0 89.7 94.5 10.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 6 6 8 26 19 36 29
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,440 COMMITMENTS 90,275 31,599 100,635 104,841 137,853 295,751 270,087 21,688 47,353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,839) 1,562 -2,220 -3,000 -5,824 -2,046 -7,263 -7,266 423 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 10.0 31.7 33.0 43.4 93.2 85.1 6.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 342) 103 110 150 84 94 285 274
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,752 COMMITMENTS 147,009 19,098 65,454 131,508 227,825 343,972 312,377 28,781 60,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -20,330) 4,864 2,210 -21,480 -3,873 -2,725 -20,488 -21,994 159 1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 5.1 17.6 35.3 61.1 92.3 83.8 7.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 422) 141 75 137 131 176 345 328
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,593 COMMITMENTS 3,272 1,436 592 912 3,518 4,776 5,545 1,817 1,048 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 488) 105 79 34 229 353 368 465 120 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 21.8 9.0 13.8 53.4 72.4 84.1 27.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73) 30 15 11 17 24 57 41
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 69,006 COMMITMENTS 30,578 10,501 17,545 12,838 18,807 60,961 46,854 8,046 22,153 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 362) 1,938 611 -356 -1,657 -985 -75 -730 437 1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 15.2 25.4 18.6 27.3 88.3 67.9 11.7 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 242) 86 50 73 58 86 183 179
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,194 COMMITMENTS 854 9,231 4,232 20,492 10,927 25,577 24,390 617 1,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,548) -218 -2,227 -715 -2,550 -890 -3,483 -3,833 -64 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 35.2 16.2 78.2 41.7 97.6 93.1 2.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 11 13 14 29 23 47 43
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 106,551 COMMITMENTS 18,322 4,540 11,162 76,081 90,110 105,564 105,812 987 739 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,429) -861 -840 -630 -3,336 -3,785 -4,828 -5,255 -601 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 4.3 10.5 71.4 84.6 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61) 12 7 16 36 38 55 54
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 31,143 COMMITMENTS 1,395 200 275 29,473 30,668 31,143 31,143 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 694) 5 0 25 664 669 694 694 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.6 0.9 94.6 98.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 5 3 2 25 18 30 23
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 19,620 COMMITMENTS 250 0 450 18,920 19,170 19,620 19,620 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -287) -125 0 100 -262 -387 -287 -287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 2.3 96.4 97.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 0 2 21 18 24 20
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 167,496 COMMITMENTS 9,785 28,954 4,191 153,474 134,336 167,450 167,481 46 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,169) 20 -2,922 -13 -6,249 -2,558 -6,242 -5,493 -2,927 -3,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 17.3 2.5 91.6 80.2 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 6 8 6 40 36 49 47
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,376 COMMITMENTS 1,336 7,350 1,439 53,586 47,587 56,361 56,376 15 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,470) -798 -723 -36 -629 -706 -1,463 -1,465 -7 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 13.0 2.6 95.1 84.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 7 5 6 20 21 31 29
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 57,258 COMMITMENTS 315 3,575 745 55,977 52,538 57,037 56,858 221 400 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,412) 50 150 -200 -890 -1,367 -1,040 -1,417 -372 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 6.2 1.3 97.8 91.8 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 3 2 27 26 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 64,628 COMMITMENTS 1,243 1,075 912 62,257 62,471 64,412 64,458 216 170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -341) -387 50 237 286 191 136 478 -477 -819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.7 1.4 96.3 96.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 2 4 4 33 27 37 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 63,430 COMMITMENTS 1,528 17,550 0 61,839 45,706 63,367 63,256 63 174 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,106) 78 100 0 -1,877 -1,861 -1,799 -1,761 -307 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 27.7 0.0 97.5 72.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 0 27 25 31 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 85,221 COMMITMENTS 2,698 18,650 0 82,491 66,381 85,189 85,031 32 190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,239) 298 -6,100 0 -2,999 3,323 -2,701 -2,777 -538 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 21.9 0.0 96.8 77.9 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 4 2 0 29 26 33 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,924 COMMITMENTS 300 0 0 33,474 33,894 33,774 33,894 150 30 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,067) -100 -800 0 -945 -257 -1,045 -1,057 -22 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 98.7 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 0 0 22 19 23 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 37,605 COMMITMENTS 1,675 420 0 35,870 37,029 37,545 37,449 60 156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 990) -50 0 -75 1,115 1,077 990 1,002 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.1 0.0 95.4 98.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 1 0 23 20 26 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 11,760 COMMITMENTS 1,200 0 0 10,560 11,760 11,760 11,760 0 0 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 10.2 0.0 0.0 89.8 **** **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 0 0 17 14 20 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 19,816 COMMITMENTS 2,150 1,782 1,100 16,371 16,639 19,621 19,521 195 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -515) -100 -300 200 -605 -415 -505 -515 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 9.0 5.6 82.6 84.0 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 4 4 2 23 24 29 28
CFTC#0643AP NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,890 COMMITMENTS 0 215 210 9,335 9,330 9,545 9,755 345 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,100) 0 45 -95 -820 -1,005 -915 -1,055 -185 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 2.1 94.4 94.3 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 3 1 10 12 11 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 41,403 COMMITMENTS 0 400 0 41,403 40,913 41,403 41,313 0 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,219) -400 -50 -600 -219 -559 -1,219 -1,209 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 **** 98.8 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 3 0 26 23 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 51,103 COMMITMENTS 1,700 1,150 50 48,528 49,843 50,278 51,043 825 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24) 0 -350 0 -519 336 -519 -14 495 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.3 0.1 95.0 97.5 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 1 24 23 26 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 48,060 COMMITMENTS 1,405 0 335 46,125 47,530 47,865 47,865 195 195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,062) -65 -5 5 -3,147 -3,907 -3,207 -3,907 -855 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.7 96.0 98.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 0 1 20 13 24 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 55,816 COMMITMENTS 2,130 1,800 175 53,361 53,676 55,666 55,651 150 165 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,532) -90 -200 0 -2,242 -3,252 -2,332 -3,452 -1,200 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.2 0.3 95.6 96.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 1 22 12 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 70,428 COMMITMENTS 729 0 218 69,340 69,918 70,287 70,136 141 292 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,317) 472 0 -423 -3,444 -2,871 -3,395 -3,294 78 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.3 98.5 99.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 2 0 1 29 30 31 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 92,097 COMMITMENTS 6,230 1,484 1,588 83,943 88,761 91,761 91,833 336 264 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,281) 599 -899 -632 -4,443 -2,735 -4,476 -4,266 195 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.6 1.7 91.1 96.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 6 9 3 30 32 38 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,513 COMMITMENTS 931 4,630 199 37,145 33,484 38,275 38,313 238 200 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,418) 33 -125 -100 -2,340 -1,581 -2,407 -1,806 -11 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 12.0 0.5 96.4 86.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 3 24 17 28 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 40,676 COMMITMENTS 3,120 1,500 1,850 35,181 37,201 40,151 40,551 525 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,235) -100 -50 0 -3,125 -2,563 -3,225 -2,613 -10 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 3.7 4.5 86.5 91.5 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 3 2 25 21 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 41,369 COMMITMENTS 25 3,400 235 41,044 37,499 41,304 41,134 65 235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -684) 0 460 -55 21 -1,154 -34 -749 -650 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.2 0.6 99.2 90.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 1 3 1 22 17 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 34,747 COMMITMENTS 350 2,885 25 34,076 31,702 34,451 34,612 296 135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -655) 0 565 -115 -243 -1,180 -358 -730 -297 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 8.3 0.1 98.1 91.2 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 2 1 18 15 21 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 27,369 COMMITMENTS 1,829 1,715 163 25,008 25,371 27,000 27,249 369 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,061) 111 335 -11 -906 -1,159 -806 -835 -255 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.3 0.6 91.4 92.7 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 6 1 2 22 21 28 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,048 COMMITMENTS 1,227 400 476 20,245 21,052 21,948 21,928 100 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -763) 91 290 -110 489 174 470 354 -1,233 -1,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 1.8 2.2 91.8 95.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 2 2 2 17 22 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 50,324 COMMITMENTS 1,625 7,497 941 47,429 41,886 49,995 50,324 329 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,449) -260 -1,482 73 -3,202 -1,612 -3,389 -3,021 -60 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 14.9 1.9 94.2 83.2 99.3 **** 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 6 3 4 32 27 39 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 35,615 COMMITMENTS 1,085 3,230 75 34,110 32,307 35,270 35,612 345 3 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,260) -150 -705 50 -1,884 -1,440 -1,984 -2,095 -276 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 9.1 0.2 95.8 90.7 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 2 5 1 29 20 32 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 22,581 COMMITMENTS 0 4,100 525 22,056 17,931 22,581 22,556 0 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 25 50 25 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 2.3 97.7 79.4 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 3 1 15 16 16 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,900 COMMITMENTS 920 0 0 15,505 16,880 16,425 16,880 475 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,175) -70 0 0 -1,095 -1,045 -1,165 -1,045 -10 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.0 91.7 99.9 97.2 99.9 2.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 3 0 0 17 13 20 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 17,050 COMMITMENTS 530 0 0 16,160 17,030 16,690 17,030 360 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,445) -10 0 -55 -1,385 -1,160 -1,450 -1,215 5 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 94.8 99.9 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 2 0 0 19 13 21 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 776,237 COMMITMENTS 8,097 75,560 115,728 652,349 584,949 776,174 776,237 63 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,170) -3,501 477 3,202 22,489 18,531 22,190 22,210 -20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 9.7 14.9 84.0 75.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 3 6 19 18 26 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,712 COMMITMENTS 1,190 150 0 21,368 22,482 22,558 22,632 154 80 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,773) -25 0 -50 -1,606 -1,690 -1,681 -1,740 -92 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.7 0.0 94.1 99.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 2 0 18 16 21 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,412 COMMITMENTS 1,190 150 0 19,661 21,165 20,851 21,315 561 97 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,348) -25 0 -50 -1,181 -1,265 -1,256 -1,315 -92 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.7 0.0 91.8 98.8 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 2 0 17 14 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 9,640 COMMITMENTS 0 275 0 9,260 9,305 9,260 9,580 380 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,145) 0 -50 0 -810 -1,020 -810 -1,070 -335 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 96.1 96.5 96.1 99.4 3.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 0 12 14 12 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,422 COMMITMENTS 688 75 4 20,597 21,323 21,289 21,402 133 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,081) -150 -25 -25 -790 -891 -965 -941 -116 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.4 0.0 96.1 99.5 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 1 1 15 18 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 21,675 COMMITMENTS 688 125 4 20,846 21,531 21,538 21,660 137 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,732) -125 -25 -25 -1,446 -1,542 -1,596 -1,592 -136 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.6 0.0 96.2 99.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 1 1 16 17 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 109,009 COMMITMENTS 1,070 8,107 710 107,184 100,151 108,964 108,968 45 41 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,010) -25 -555 -50 -4,800 -3,485 -4,875 -4,090 -1,135 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.4 0.7 98.3 91.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 4 9 3 33 33 39 43 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 121,466 COMMITMENTS 1,285 8,987 900 119,221 111,535 121,406 121,422 60 44 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,702) -143 -245 -7 -5,762 -3,537 -5,912 -3,789 -790 -2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.4 0.7 98.2 91.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 4 9 4 38 33 44 44 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 215,112 COMMITMENTS 33,755 30,250 17,578 163,769 167,262 215,102 215,091 10 21 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,170) -1,357 -3,957 -1,574 -6,922 -4,794 -9,853 -10,324 -3,317 -2,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 14.1 8.2 76.1 77.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 15 21 19 44 46 70 76 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,724 COMMITMENTS 2,285 275 115 40,001 42,309 42,401 42,699 323 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,875) -160 -25 0 -905 -430 -1,065 -455 -810 -1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.6 0.3 93.6 99.0 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 23 14 28 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 39,589 COMMITMENTS 1,985 275 105 37,221 39,184 39,311 39,564 278 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,325) -10 0 -25 -640 135 -675 110 -650 -1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.7 0.3 94.0 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 2 22 14 27 17
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 197,730 COMMITMENTS 24,404 0 4,229 169,056 193,501 197,689 197,730 41 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,324) 51 0 117 -1,493 -1,442 -1,324 -1,324 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.0 2.1 85.5 97.9 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 0 3 18 19 21 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,219 COMMITMENTS 0 0 0 28,782 28,842 28,782 28,842 3,437 3,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,610) 0 0 0 -2,715 -2,515 -2,715 -2,515 105 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.3 89.5 89.3 89.5 10.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 14 16 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,695 COMMITMENTS 0 0 0 27,035 27,110 27,035 27,110 3,660 3,585 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,455) 0 0 0 -2,575 -2,380 -2,575 -2,380 120 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.1 88.3 88.1 88.3 11.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 18 13 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064CXP NYISO.HUD VL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 12,280 COMMITMENTS 0 5,510 0 11,175 5,665 11,175 11,175 1,105 1,105 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 44.9 0.0 91.0 46.1 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 3 0 14 12 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,837 COMMITMENTS 0 2,600 0 28,757 26,097 28,757 28,697 3,080 3,140 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,777) 0 -100 0 -1,509 -1,434 -1,509 -1,534 -268 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 0.0 90.3 82.0 90.3 90.1 9.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 13 17 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,275 COMMITMENTS 0 2,600 0 27,979 25,259 27,979 27,859 2,296 2,416 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,630) 0 -100 0 -1,385 -1,290 -1,385 -1,390 -245 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 0.0 92.4 83.4 92.4 92.0 7.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 0 2 0 12 18 12 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,280 COMMITMENTS 100 12,435 0 28,340 16,235 28,440 28,670 4,840 4,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,010) -100 -860 0 -2,900 -2,160 -3,000 -3,020 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 37.4 0.0 85.2 48.8 85.5 86.1 14.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 5 0 18 12 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 33,620 COMMITMENTS 100 10,630 0 28,615 18,315 28,715 28,945 4,905 4,675 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,295) -100 -810 0 -3,185 -2,495 -3,285 -3,305 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 31.6 0.0 85.1 54.5 85.4 86.1 14.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 4 0 18 13 19 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 38,840 COMMITMENTS 950 1,410 425 35,770 35,260 37,145 37,095 1,695 1,745 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,935) -25 -415 -25 -2,730 -2,410 -2,780 -2,850 -155 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.6 1.1 92.1 90.8 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 2 14 13 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,235 COMMITMENTS 950 1,510 425 33,495 32,960 34,870 34,895 1,365 1,340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,900) -25 -415 -25 -2,765 -2,370 -2,815 -2,810 -85 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.2 1.2 92.4 91.0 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 1 2 14 13 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,325 COMMITMENTS 0 7,580 0 23,025 15,520 23,025 23,100 1,300 1,225 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,440) 0 -730 0 -2,420 -1,695 -2,420 -2,425 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 31.2 0.0 94.7 63.8 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 2 0 17 11 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,865 COMMITMENTS 0 330 230 17,950 18,275 18,180 18,835 3,685 3,030 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,535) 0 -215 -25 -1,075 -875 -1,100 -1,115 -435 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.1 82.1 83.6 83.1 86.1 16.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 3 2 12 9 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 21,380 COMMITMENTS 0 250 290 17,455 17,780 17,745 18,320 3,635 3,060 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,460) -50 -130 -25 -1,235 -1,165 -1,310 -1,320 -150 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 1.4 81.6 83.2 83.0 85.7 17.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 3 2 13 10 15 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 36,015 COMMITMENTS 11,245 1,025 125 23,710 33,955 35,080 35,105 935 910 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,560) 330 25 -150 -1,520 -1,215 -1,340 -1,340 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 2.8 0.3 65.8 94.3 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 19 12 23 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,910 COMMITMENTS 8,445 975 150 19,645 27,140 28,240 28,265 1,670 1,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -455) 770 65 -100 -1,035 -330 -365 -365 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 3.3 0.5 65.7 90.7 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 1 18 12 22 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 101,640 COMMITMENTS 10,835 400 1,905 79,570 89,960 92,310 92,265 9,330 9,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,665) -2,565 -175 300 -1,960 -4,335 -4,225 -4,210 -2,440 -2,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.4 1.9 78.3 88.5 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 3 2 24 24 29 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 91,620 COMMITMENTS 10,680 400 1,390 70,505 80,740 82,575 82,530 9,045 9,090 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,170) -2,630 -100 100 -985 -3,500 -3,515 -3,500 -1,655 -1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.4 1.5 77.0 88.1 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 3 2 21 24 25 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 17,810 COMMITMENTS 1,200 750 0 14,215 14,800 15,415 15,550 2,395 2,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,290) -50 0 0 -1,230 -1,265 -1,280 -1,265 -10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 4.2 0.0 79.8 83.1 86.6 87.3 13.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 2 1 0 16 14 18 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,210 COMMITMENTS 2,475 0 0 14,610 17,280 17,085 17,280 1,125 930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,250) -200 0 0 -1,010 -1,215 -1,210 -1,215 -40 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 80.2 94.9 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 17 14 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,710 COMMITMENTS 0 3,600 600 42,060 38,580 42,660 42,780 7,050 6,930 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,400) 0 0 0 -1,180 -1,180 -1,180 -1,180 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.2 84.6 77.6 85.8 86.1 14.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 3 1 18 19 19 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,825 COMMITMENTS 300 1,125 225 26,330 25,625 26,855 26,975 4,970 4,850 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,475) 0 -475 75 -1,300 -825 -1,225 -1,225 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.5 0.7 82.7 80.5 84.4 84.8 15.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 1 2 1 19 21 21 23
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,590 COMMITMENTS 512 16 166 1,152 1,935 1,830 2,117 760 473 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 238) 23 11 -13 151 200 161 198 77 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 0.6 6.4 44.5 74.7 70.7 81.7 29.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 1 6 16 21 22 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,887 COMMITMENTS 296 1,764 60 19,315 17,763 19,671 19,587 216 300 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 777) -10 120 0 727 657 717 777 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 8.9 0.3 97.1 89.3 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 3 1 20 21 22 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 105,154 COMMITMENTS 7,851 1,772 5,074 91,376 97,881 104,301 104,727 853 427 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,875) 24 -571 -573 -7,079 -6,652 -7,628 -7,796 -247 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.7 4.8 86.9 93.1 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 112) 24 11 20 63 64 95 87 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,827 COMMITMENTS 11,043 1,180 1,884 57,660 67,163 70,587 70,227 240 600 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 426) -65 0 -5 526 431 456 426 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.7 2.7 81.4 94.8 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 2 5 30 34 39 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,768 COMMITMENTS 3,323 3,384 432 36,494 36,515 40,249 40,331 519 437 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,771) 209 75 -19 1,542 1,730 1,732 1,786 39 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 8.3 1.1 89.5 89.6 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 15 7 7 36 42 53 54 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,106 COMMITMENTS 730 469 280 8,956 9,087 9,966 9,836 140 270 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 87) 25 384 29 52 -33 106 380 -19 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 4.6 2.8 88.6 89.9 98.6 97.3 1.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 5 3 3 22 27 28 32 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,932 COMMITMENTS 951 2,518 804 14,370 13,348 16,125 16,670 807 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 288) -5 62 32 261 184 288 278 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 14.9 4.7 84.9 78.8 95.2 98.5 4.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 4 7 6 27 24 36 33
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 833,876 COMMITMENTS 109,680 62,849 264,834 435,333 490,911 809,847 818,593 24,029 15,283 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,176) 13,055 1,098 4,058 -14,236 -1,771 2,877 3,384 299 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 7.5 31.8 52.2 58.9 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 169) 50 37 66 74 73 153 148
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,174,306 COMMITMENTS 686,772 211,971 1239,915 1132,673 1606,580 3059,361 3058,467 114,945 115,839 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24,206) -373 28,721 -5,056 -20,327 -56,075 -25,755 -32,410 1,550 8,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 6.7 39.1 35.7 50.6 96.4 96.4 3.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 499) 198 158 260 113 118 445 419
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,749 COMMITMENTS 64,096 34,675 51,354 65,591 95,240 181,041 181,268 709 481 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,634) -3,244 859 -1,649 -641 -4,767 -5,533 -5,557 -101 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 19.1 28.3 36.1 52.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 4 9 9 17 22 27 34
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,921 COMMITMENTS 49,942 21,650 4,885 63,018 57,129 117,845 83,664 18,076 52,257 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,104) 398 2,283 651 4,259 6,236 5,308 9,170 -204 -4,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 15.9 3.6 46.4 42.0 86.7 61.6 13.3 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 6 7 15 15 23 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,752 COMMITMENTS 725 1,003 2,930 4,169 3,926 7,824 7,859 928 893 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -41) 23 -21 -45 -33 7 -55 -59 14 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 11.5 33.5 47.6 44.9 89.4 89.8 10.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 8 9 9 9 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,470 COMMITMENTS 32,154 1,325 19,110 45,952 75,942 97,216 96,377 11,254 12,094 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,858) 124 862 1,483 1,608 3,403 3,216 5,747 -358 -2,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 1.2 17.6 42.4 70.0 89.6 88.9 10.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 9 2 10 18 17 29 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765L WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,252 COMMITMENTS 394 36,483 2,554 38,944 4,685 41,892 43,722 12,360 10,530 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 951) 394 355 2,197 435 150 3,026 2,702 -2,075 -1,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 67.2 4.7 71.8 8.6 77.2 80.6 22.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 6 3 14 7 17 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,632 COMMITMENTS 27,771 67,091 61,636 71,953 37,450 161,361 166,177 13,272 8,455 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 799) -541 -260 444 1,524 1,351 1,426 1,534 -627 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 38.4 35.3 41.2 21.4 92.4 95.2 7.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67) 19 20 34 21 26 59 61 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,890 COMMITMENTS 7,244 27,122 7,376 34,872 15,327 49,491 49,825 1,399 1,065 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 961) -51 276 99 732 614 779 988 181 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 53.3 14.5 68.5 30.1 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 6 5 9 20 17 30 27
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,682 COMMITMENTS 53,208 22,779 24,396 8,724 38,146 86,329 85,321 353 1,360 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,079) -2,053 -685 -1,071 -915 -2,318 -4,039 -4,074 -40 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 26.3 28.1 10.1 44.0 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 9 9 10 14 20 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A49 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,023 COMMITMENTS 207 0 0 4,817 4,969 5,023 4,969 0 54 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7) -2 0 0 9 7 7 7 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.0 95.9 98.9 **** 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 0 15 11 17 11 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 16,986 COMMITMENTS 1,545 0 0 15,336 16,986 16,881 16,986 105 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,476) 0 0 0 1,476 1,476 1,476 1,476 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 90.3 **** 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 5 0 0 21 18 26 18
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,692 COMMITMENTS 63,341 75,187 53,618 148,636 143,470 265,594 272,275 16,098 9,418 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,350) 2,737 -2,653 -4,534 -3,987 331 -5,784 -6,856 -1,566 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 26.7 19.0 52.8 50.9 94.3 96.7 5.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 273) 94 97 92 63 46 219 183
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,658 COMMITMENTS 24,796 4,118 1,245 4,809 26,122 30,851 31,486 1,807 1,172 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 908) 284 -12 372 228 566 884 926 24 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.9 12.6 3.8 14.7 80.0 94.5 96.4 5.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 181) 97 35 15 22 39 123 85
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,511 COMMITMENTS 50,324 28,339 2,531 13,771 42,657 66,626 73,527 9,885 2,983 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,089) 4,364 4,222 -8 -856 86 3,500 4,300 589 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 37.0 3.3 18.0 55.8 87.1 96.1 12.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 273) 157 56 24 31 37 202 106
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 795,890 COMMITMENTS 172,300 224,922 150,143 408,714 352,324 731,158 727,389 64,733 68,501 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,662) 957 -585 17,556 -1,475 838 17,038 17,809 1,625 853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 28.3 18.9 51.4 44.3 91.9 91.4 8.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251) 71 76 80 90 79 203 198
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 254,430 COMMITMENTS 45,350 70,063 72,869 123,119 103,309 241,338 246,241 13,092 8,189 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,945) 493 3,175 3,590 3,128 -66 7,211 6,699 -266 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 27.5 28.6 48.4 40.6 94.9 96.8 5.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 493) 159 152 155 145 128 385 371
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 208,832 COMMITMENTS 90,856 32,505 37,717 55,012 125,560 183,586 195,783 25,247 13,050 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,418) 819 1,049 3,776 1,204 2,948 5,799 7,774 1,619 -356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 15.6 18.1 26.3 60.1 87.9 93.8 12.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 217) 99 60 73 40 39 175 141
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 292,876 COMMITMENTS 147,406 107,201 44,186 82,561 128,500 274,152 279,886 18,724 12,990 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,063) 7,370 780 7,249 1,426 7,890 16,045 15,919 1,018 1,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 36.6 15.1 28.2 43.9 93.6 95.6 6.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 334) 140 108 89 50 64 245 216
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 743,032 COMMITMENTS 288,982 74,443 189,524 211,096 449,686 689,603 713,654 53,430 29,379 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,936) -1,962 -4,021 7,789 -269 3,771 5,558 7,539 1,378 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 10.0 25.5 28.4 60.5 92.8 96.0 7.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 397) 214 110 157 53 60 339 258
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,460 COMMITMENTS 22,005 8,111 0 23,343 38,040 45,348 46,151 2,112 1,309 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,381) 802 625 0 554 1,056 1,356 1,681 25 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 17.1 0.0 49.2 80.2 95.5 97.2 4.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 17 6 0 5 8 22 14
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 198,583 COMMITMENTS 96,856 19,015 14,424 42,731 142,031 154,011 175,471 44,572 23,112 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,973) -1,470 -1,310 -2,548 -5,760 -7,051 -9,778 -10,910 805 1,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 9.6 7.3 21.5 71.5 77.6 88.4 22.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99) 47 15 23 24 28 82 55
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,146 COMMITMENTS 18,246 22,239 1,792 21,212 6,163 41,250 30,194 8,896 19,952 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,214) 593 1,669 -369 3,610 -221 3,835 1,079 380 3,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 44.3 3.6 42.3 12.3 82.3 60.2 17.7 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 13 11 3 5 7 18 21
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 188,945 COMMITMENTS 102,856 20,145 2,251 76,578 162,761 181,685 185,158 7,260 3,787 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,581) -14,596 -8,119 -665 804 -7,962 -14,458 -16,746 -1,123 1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 10.7 1.2 40.5 86.1 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144) 71 40 9 18 20 94 64
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 233,117 COMMITMENTS 74,719 61,871 41,634 81,985 99,363 198,338 202,868 34,780 30,250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 37) -2,238 2,704 -3,800 10,945 -1,422 4,906 -2,518 -4,870 2,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 26.5 17.9 35.2 42.6 85.1 87.0 14.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 119) 40 27 30 32 42 88 83
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 293,364 COMMITMENTS 48,249 153,086 32,692 192,072 64,921 273,013 250,699 20,350 42,665 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,381) 503 16,369 -18,133 5,786 -11,500 -11,844 -13,264 463 1,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 52.2 11.1 65.5 22.1 93.1 85.5 6.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 116) 27 40 26 34 36 72 91
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,877 COMMITMENTS 29,157 32,885 2,404 6,510 8,126 38,071 43,415 7,806 2,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,155) -2,006 -1,607 -153 688 -821 -1,470 -2,581 -684 426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 71.7 5.2 14.2 17.7 83.0 94.6 17.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 151) 82 53 15 10 7 104 66
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 524,781 COMMITMENTS 193,254 95,008 64,536 189,650 304,660 447,440 464,205 77,341 60,576 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,803) 6,831 3,892 -7,297 -3,227 -1,684 -3,693 -5,089 -3,110 -1,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 18.1 12.3 36.1 58.1 85.3 88.5 14.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 258) 99 68 74 65 65 197 175
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,676 COMMITMENTS 24,787 3,913 286 6,637 28,948 31,710 33,147 1,966 529 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,380) -51 -3,233 0 -3,397 -56 -3,448 -3,289 68 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 11.6 0.8 19.7 86.0 94.2 98.4 5.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 14 11 1 5 7 20 18
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,338 COMMITMENTS 139,868 70,681 83,084 153,239 230,476 376,191 384,240 25,148 17,098 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,198) -5,002 1,519 11,847 4,724 -3,819 11,569 9,547 -371 1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 17.6 20.7 38.2 57.4 93.7 95.7 6.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274) 100 48 88 88 106 231 208
CFTC#111A31 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,703 COMMITMENTS 1,050 0 0 11,015 11,471 12,065 11,471 638 1,232 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,835) -150 0 0 1,885 1,885 1,735 1,885 100 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.0 86.7 90.3 95.0 90.3 5.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 2 0 0 15 18 17 18
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,460 COMMITMENTS 21,529 15,800 580 9,752 16,302 31,861 32,682 4,599 3,778 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,285) 601 2,990 308 2,177 -944 3,086 2,354 -801 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 43.3 1.6 26.7 44.7 87.4 89.6 12.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74) 32 25 7 11 8 45 38
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 677,160 COMMITMENTS 171,358 346,023 197,345 273,343 95,347 642,046 638,715 35,114 38,445 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,928) -5,123 -1,082 2,301 9,273 5,729 6,451 6,948 1,477 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 51.1 29.1 40.4 14.1 94.8 94.3 5.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 280) 90 125 106 45 34 201 212
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,451 COMMITMENTS 13,024 4,499 0 4,948 14,433 17,972 18,932 1,479 519 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -78) -650 34 0 141 -47 -509 -13 431 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 23.1 0.0 25.4 74.2 92.4 97.3 7.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 14 7 0 5 5 19 12
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 78,493 COMMITMENTS 49,300 8,269 1,706 16,284 58,701 67,289 68,675 11,204 9,818 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 776) -604 1,479 49 1,121 13 566 1,541 210 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 10.5 2.2 20.7 74.8 85.7 87.5 14.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 49 23 11 28 32 82 61
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 156,986 COMMITMENTS 98,600 16,538 3,411 32,567 117,401 134,578 137,351 22,408 19,635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,551) -1,207 2,957 98 2,241 27 1,132 3,082 420 -1,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 10.5 2.2 20.7 74.8 85.7 87.5 14.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 49 23 11 28 32 82 61
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS 982,739 2907,207 ******** ******** 8748,466 ******** ******** 610,0661223,446 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 910,328) -39,519 230,418 588,923 370,513 56,986 919,917 876,328 -9,589 34,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 12.7 43.8 49.2 38.2 97.3 94.7 2.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 340) 53 135 148 125 144 279 331
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 885,409 COMMITMENTS 117,381 90,303 149,968 522,379 539,675 789,728 779,947 95,681 105,462 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 48,806) 1,677 -7,192 22,958 25,561 35,614 50,196 51,379 -1,390 -2,573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 10.2 16.9 59.0 61.0 89.2 88.1 10.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 712) 187 176 212 248 271 535 560
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 131,346 COMMITMENTS 8,186 7,347 36,070 58,654 60,096 102,910 103,513 28,436 27,834 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,520) 423 -1,396 6,772 10,776 12,499 17,971 17,876 549 644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 5.6 27.5 44.7 45.8 78.4 78.8 21.6 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 17 16 28 31 32 64 61
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 3,770,313 COMMITMENTS 569,659 438,465 545,809 2318,623 2397,897 3434,091 3382,171 336,222 388,142 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 151,431) 6,174 -29,080 81,024 73,927 115,572 161,124 167,516 -9,693 -16,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 11.6 14.5 61.5 63.6 91.1 89.7 8.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 692) 180 171 201 242 264 515 543 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 27,742 COMMITMENTS 11,968 0 0 12,442 27,064 24,410 27,064 3,332 678 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -227) -604 0 0 437 -284 -167 -284 -60 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 0.0 0.0 44.8 97.6 88.0 97.6 12.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 8 0 0 8 9 16 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 22,605 COMMITMENTS 0 1,188 0 21,208 20,361 21,208 21,549 1,397 1,056 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -911) 0 0 0 -725 -924 -725 -924 -186 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.0 93.8 90.1 93.8 95.3 6.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 0 2 0 14 10 14 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 24,906 COMMITMENTS 5,825 1,151 1,328 17,348 22,120 24,501 24,599 405 307 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,447) 1,516 -90 153 -222 1,384 1,447 1,447 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 4.6 5.3 69.7 88.8 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 7 3 4 13 14 21 20
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,943 COMMITMENTS 7,982 8,495 1,038 4,791 4,300 13,811 13,833 132 110 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 449) 354 872 -3 141 -385 492 484 -43 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 60.9 7.4 34.4 30.8 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 9 3 4 10 5 21 10
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 12,548 COMMITMENTS 5,534 4,550 2,404 3,864 4,843 11,802 11,797 746 751 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8) -30 -42 14 0 4 -16 -24 8 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 36.3 19.2 30.8 38.6 94.1 94.0 5.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 12 10 13 8 11 27 28
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,426 COMMITMENTS 21,996 15,735 2,400 27,945 32,892 52,341 51,027 7,085 8,399 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,145) 1,985 1,808 203 719 599 2,907 2,610 237 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 26.5 4.0 47.0 55.3 88.1 85.9 11.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 76 91 43 68 85 169 194
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,129 COMMITMENTS 109,980 78,673 12,000 139,723 164,460 261,703 255,133 35,426 41,996 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,723) 9,926 9,040 1,015 3,595 2,993 14,536 13,048 1,187 2,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 26.5 4.0 47.0 55.3 88.1 85.9 11.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 76 91 43 68 85 169 194
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 53,470 COMMITMENTS 38,567 53,336 85 14,748 0 53,400 53,421 70 49 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 636) 1,361 636 0 -744 0 617 636 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 99.7 0.2 27.6 0.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 21 12 1 2 0 24 12
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,027 COMMITMENTS 90,917 24,134 14,379 21,179 99,198 126,476 137,712 34,552 23,315 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,748) -6,944 -461 -866 -1,453 -7,516 -9,263 -8,843 515 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 15.0 8.9 13.2 61.6 78.5 85.5 21.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 43 17 19 20 21 69 52
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 552,048 COMMITMENTS 172,853 157,832 11,289 349,290 369,229 533,432 538,351 18,617 13,698 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,924) 8,676 -10,410 -202 -1,297 18,596 7,178 7,984 1,747 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 28.6 2.0 63.3 66.9 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290) 71 43 20 100 118 181 171
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 62,429 COMMITMENTS 6,377 9,500 888 46,213 41,528 53,478 51,916 8,952 10,513 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 359) -1,127 365 78 1,919 481 870 924 -511 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 15.2 1.4 74.0 66.5 85.7 83.2 14.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 16 21 5 40 24 58 48
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,772 COMMITMENTS 16,889 11,940 33 15,154 21,700 32,076 33,673 6,696 5,099 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 792) 1,633 -259 -213 85 13 1,505 -459 -713 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 30.8 0.1 39.1 56.0 82.7 86.8 17.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 17 9 1 16 11 33 21
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,493 COMMITMENTS 17,252 10,336 1,151 21,127 23,457 39,530 34,944 9,963 14,549 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,642) -609 3,148 -75 -1,579 -3,709 -2,263 -636 621 -1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 20.9 2.3 42.7 47.4 79.9 70.6 20.1 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 23 16 6 26 23 51 43
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 286,934 COMMITMENTS 70,279 12,417 3,883 204,056 266,053 278,218 282,353 8,716 4,581 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,220) -1,687 3,889 -19 2,807 -1,510 1,101 2,360 119 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 4.3 1.4 71.1 92.7 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 154) 38 13 8 76 54 114 75
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,063,364 COMMITMENTS 298,813 110,659 21,141 714,151 922,436 1034,105 1054,236 29,259 9,128 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,821) -6,727 6,640 -368 8,589 -986 1,495 5,287 326 -3,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 10.4 2.0 67.2 86.7 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 365) 122 48 30 151 94 283 162
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493 COMMITMENTS 13,737 5,224 5 15,695 24,197 29,437 29,426 56 67 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,153) 584 113 0 593 1,034 1,177 1,147 -24 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 17.7 0.0 53.2 82.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 9 16 1 7 19 16 36
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,528 COMMITMENTS 16,697 5,440 64 3,718 14,973 20,479 20,477 49 51 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 143) 878 -95 0 -722 236 156 141 -13 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.3 26.5 0.3 18.1 72.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 8 10 1 3 11 12 21
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,161 COMMITMENTS 11,776 2,654 792 10,105 27,608 22,673 31,054 12,488 4,107 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,260) 871 -43 -212 943 869 1,602 614 -342 646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 7.5 2.3 28.7 78.5 64.5 88.3 35.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 8 4 3 11 6 20 12
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 92,489 COMMITMENTS 26,033 3,417 643 52,735 85,024 79,411 89,084 13,078 3,405 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,510) 721 118 -35 1,406 2,830 2,092 2,913 418 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 3.7 0.7 57.0 91.9 85.9 96.3 14.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88) 15 7 5 42 39 57 51
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 111,307 COMMITMENTS 9,162 12,113 30,809 71,312 68,383 111,283 111,305 24 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 47 1,620 -1,460 1,633 40 220 200 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 10.9 27.7 64.1 61.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 2 2 13 14 19 16
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,886 COMMITMENTS 4,358 825 197 22,217 25,864 26,772 26,886 114 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) 225 0 0 90 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 3.1 0.7 82.6 96.2 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 1 1 24 13 29 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,615 COMMITMENTS 325 535 125 2,135 1,955 2,585 2,615 30 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 20.5 4.8 81.6 74.8 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 3 3 3 9 9 13 15
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,921 COMMITMENTS 2,038 3,036 340 12,306 11,050 14,684 14,426 237 495 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 257) 70 400 0 187 -157 257 243 0 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 20.3 2.3 82.5 74.1 98.4 96.7 1.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 3 6 3 24 22 29 29
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,825 COMMITMENTS 1,670 2,387 1,641 6,091 5,550 9,402 9,578 423 247 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 363) 92 284 -8 252 87 336 363 27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 24.3 16.7 62.0 56.5 95.7 97.5 4.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 6 7 9 20 21 31 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,356 COMMITMENTS 390 240 70 581 706 1,041 1,016 315 340 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80) 0 60 30 20 40 50 130 30 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 17.7 5.2 42.8 52.1 76.8 74.9 23.2 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 5 2 12 13 18 19
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:10/10/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,849 COMMITMENTS 3,540 1,311 2,951 15,012 17,152 21,503 21,414 3,346 3,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -143) 662 113 57 -633 421 86 591 -229 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 5.3 11.9 60.4 69.0 86.5 86.2 13.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 4 6 15 14 22 22