CFTC Commitments of Traders

Futures+Options 12/09/17


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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:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 581,401 COMMITMENTS 152,040 239,317 157,817 226,953 138,296 536,810 535,431 44,591 45,970 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,995) -1,402 -6,929 -3,676 -7,493 -4,422 -12,570 -15,028 -4,424 -1,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 41.2 27.1 39.0 23.8 92.3 92.1 7.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 439) 132 163 146 104 108 321 341
CFTC#001612 WHEAT-HRW - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,937 COMMITMENTS 102,415 110,796 51,050 144,428 138,898 297,893 300,744 25,044 22,193 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -815) 3,353 -1,053 -1,354 -1,974 3,387 24 979 -839 -1,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 34.3 15.8 44.7 43.0 92.2 93.1 7.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 283) 91 69 73 93 81 213 199
CFTC#001626 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 71,016 COMMITMENTS 14,581 10,515 6,407 36,515 42,523 57,503 59,445 13,513 11,571 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 914) -908 2,130 -210 1,685 -1,093 567 827 347 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 14.8 9.0 51.4 59.9 81.0 83.7 19.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95) 27 13 13 50 44 81 66
CFTC#002602 CORN - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,792,019 COMMITMENTS 354,648 456,726 428,891 782,788 694,072 1566,327 1579,689 225,692 212,329 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -64,244) 5,552 -23,219 344 -56,485 -28,406 -50,589 -51,282 -13,655 -12,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 25.5 23.9 43.7 38.7 87.4 88.2 12.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 815) 200 179 210 347 351 653 645
CFTC#004603 OATS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,263 COMMITMENTS 2,947 267 462 1,666 5,604 5,075 6,332 2,189 931 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -82) -184 -1 122 118 -239 57 -118 -139 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 3.7 6.4 22.9 77.1 69.9 87.2 30.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 11 6 6 9 11 24 19
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 889,756 COMMITMENTS 171,714 93,496 226,563 426,805 467,582 825,082 787,642 64,673 102,114 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 57,442) 20,970 -7,359 25,675 6,463 33,757 53,108 52,073 4,333 5,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 10.5 25.5 48.0 52.6 92.7 88.5 7.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 631) 180 167 250 195 227 518 531
CFTC#00639H CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 6,570 COMMITMENTS 395 125 0 6,170 6,445 6,565 6,570 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 6.0 1.9 0.0 93.9 98.1 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 2 0 6 8 11 10 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639X NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 47,734 COMMITMENTS 13,665 22,553 20 34,049 25,161 47,734 47,734 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 47.2 0.0 71.3 52.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 10 2 10 6 16 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#00639Y CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 california carbon allowances OPEN INTEREST: 81,603 COMMITMENTS 5,942 6,150 10,053 65,572 65,400 81,567 81,603 36 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,000) 212 -72 788 2,995 3,284 3,995 4,000 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 7.5 12.3 80.4 80.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 10 10 17 14 33 27
CFTC#0063A1 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,149 COMMITMENTS 2,539 886 0 31,605 33,263 34,144 34,149 5 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -100) -100 0 0 0 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.6 0.0 92.6 97.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 4 0 9 9 11 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A2 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 California carbon allowances OPEN INTEREST: 36,306 COMMITMENTS 2,699 274 2,137 31,470 33,895 36,306 36,306 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,156) 313 23 708 135 425 1,156 1,156 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.8 5.9 86.7 93.4 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 8 2 2 9 9 17 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A3 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 38,442 COMMITMENTS 5,713 21,683 387 32,342 16,372 38,442 38,442 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 56.4 1.0 84.1 42.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 5 9 2 8 6 14 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063A4 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (10 SRECs) OPEN INTEREST: 26,852 COMMITMENTS 5,092 13,020 0 21,760 13,832 26,852 26,852 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 300) -100 600 0 400 -300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 48.5 0.0 81.0 51.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 9 0 6 5 10 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AB PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 28,237 COMMITMENTS 12,962 11,150 200 15,075 16,887 28,237 28,237 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -108) -148 0 0 40 -108 -108 -108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 39.5 0.7 53.4 59.8 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 6 4 1 11 7 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AD PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 100 MWh of renewable energy certificates OPEN INTEREST: 20,738 COMMITMENTS 9,745 5,600 100 10,893 15,038 20,738 20,738 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) -100 0 0 250 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 27.0 0.5 52.5 72.5 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 6 3 1 7 6 14 9 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0063AR RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1,000 RGGI CO2 Allowances OPEN INTEREST: 55,159 COMMITMENTS 5,105 3,471 2,824 47,230 48,864 55,159 55,159 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,286) 100 7 1,865 321 414 2,286 2,286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 6.3 5.1 85.6 88.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 7 3 13 12 19 19
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 501,657 COMMITMENTS 115,988 74,032 124,164 227,655 273,552 467,807 471,748 33,850 29,909 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,173) -1,976 4,050 6,753 10,046 5,200 14,824 16,003 1,349 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 14.8 24.8 45.4 54.5 93.3 94.0 6.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 101 76 115 93 88 262 235
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 885,467 COMMITMENTS 185,890 110,329 66,984 461,850 533,944 714,724 711,257 170,743 174,210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,480) 6,135 -3,561 1,308 6,295 7,556 13,738 5,303 -28,218 -19,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 12.5 7.6 52.2 60.3 80.7 80.3 19.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 177) 35 37 41 85 85 142 141
CFTC#020604 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 899,338 COMMITMENTS 55,198 156,898 32,009 685,291 618,982 772,498 807,889 126,840 91,449 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -55,525) 4,391 9,146 -11,392 -15,081 -30,360 -22,082 -32,606 -33,443 -22,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 17.4 3.6 76.2 68.8 85.9 89.8 14.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121) 18 11 18 67 73 95 93
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,613 COMMITMENTS 4,697 323 3,527 28,359 32,704 36,583 36,554 30 59 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,825) -2,170 -522 1,165 -4,787 -6,459 -5,792 -5,816 -33 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.9 9.6 77.5 89.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 8 5 9 32 39 43 51 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,752 COMMITMENTS 513 192 554 8,102 8,612 9,169 9,358 583 394 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -450) -137 -13 -81 -184 -294 -402 -388 -48 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.0 5.7 83.1 88.3 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 7 3 8 30 32 39 42 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,552 COMMITMENTS 863 243 587 6,719 7,538 8,169 8,368 383 184 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,865) -134 -12 3 -1,858 -1,745 -1,989 -1,754 124 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.8 6.9 78.6 88.1 95.5 97.8 4.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50) 6 6 10 28 38 39 49
CFTC#021A17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,968 COMMITMENTS 70 1,870 121 3,047 1,181 3,238 3,172 730 796 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -939) -40 -54 -72 -924 -1,102 -1,036 -1,228 97 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 47.1 3.0 76.8 29.8 81.6 79.9 18.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 6 3 14 12 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,126 COMMITMENTS 5 5,507 629 17,230 11,965 17,864 18,101 262 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,168) -15 466 -10 -1,383 -1,634 -1,408 -1,178 240 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.4 3.5 95.1 66.0 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 4 4 21 20 25 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A35 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,619 COMMITMENTS 939 2,573 59 4,041 2,493 5,039 5,125 580 494 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,337) -76 -331 -52 -1,165 -1,041 -1,293 -1,424 -44 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 45.8 1.1 71.9 44.4 89.7 91.2 10.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 8 6 4 18 16 29 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#021A56 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1000 metric tons OPEN INTEREST: 6,376 COMMITMENTS 730 695 78 4,964 5,136 5,772 5,909 604 467 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -399) -25 -103 -65 -332 -297 -422 -465 23 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 10.9 1.2 77.9 80.6 90.5 92.7 9.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 6 4 19 15 25 21
CFTC#022651 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 445,579 COMMITMENTS 120,071 63,129 108,691 164,367 242,845 393,130 414,664 52,450 30,915 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,090) -10,166 -3,006 1,228 555 -9,882 -8,384 -11,660 -3,706 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 14.2 24.4 36.9 54.5 88.2 93.1 11.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 226) 75 35 83 80 96 193 188
CFTC#022A13 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,363 COMMITMENTS 0 117 670 31,185 32,964 31,855 33,751 8,508 6,612 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,711) 0 -550 -150 -9,765 -8,680 -9,915 -9,380 1,204 669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.7 77.3 81.7 78.9 83.6 21.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 1 14 14 15 15
CFTC#023391 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MMBtus OPEN INTEREST: 5,045,932 COMMITMENTS 735,790 86,951 800,407 3476,669 4152,528 5012,866 5039,886 33,066 6,046 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -229,272) -71,746 26,363 -2,170 -147,467 -226,652 -221,383 -202,459 -7,889 -26,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 1.7 15.9 68.9 82.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 226) 53 24 61 135 108 205 176
CFTC#023392 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 1,389,014 COMMITMENTS 10,613 35,859 775,736 599,901 574,673 1386,251 1386,268 2,763 2,746 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,530) 505 9,361 30,175 -4,934 -15,743 25,747 23,793 -217 1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.6 55.8 43.2 41.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 14 15 26 54 52 81 80
CFTC#023393 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,789 COMMITMENTS 9,053 6,417 7,997 205,117 217,140 222,167 231,554 13,622 4,235 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,586) 373 9 -354 10,020 10,538 10,039 10,193 -1,453 -1,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.7 3.4 87.0 92.1 94.2 98.2 5.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 3 3 4 31 27 36 32
CFTC#023394 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,069 COMMITMENTS 248 2,177 4,164 101,904 99,336 106,316 105,677 3,753 4,392 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,375) -215 -1,485 -399 -6,895 -8,275 -7,509 -10,159 -1,866 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.0 3.8 92.6 90.2 96.6 96.0 3.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 1 1 1 28 26 30 27
CFTC#023395 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,287 COMMITMENTS 0 1,339 3,436 225,538 225,693 228,974 230,468 13,313 11,819 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,981) -412 485 687 -7,189 -3,312 -6,914 -2,140 3,933 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 1.4 93.1 93.2 94.5 95.1 5.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 2 2 25 24 27 26
CFTC#023396 AECO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,807 COMMITMENTS 684 15,070 2,091 806,320 798,367 809,095 815,528 8,712 2,279 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,618) -362 -1,118 -1,137 -30,053 -29,056 -31,552 -31,311 -1,066 -1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.8 0.3 98.6 97.6 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 1 2 3 48 33 51 36
CFTC#023397 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 411,505 COMMITMENTS 6,080 0 240 386,903 399,867 393,223 400,107 18,282 11,398 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,337) 776 -1,711 -1,613 -14,875 -14,559 -15,712 -17,883 3,375 5,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.1 94.0 97.2 95.6 97.2 4.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57) 3 0 1 33 41 36 42
CFTC#023398 HSC FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,207 COMMITMENTS 2,234 1,883 1,628 332,019 336,697 335,881 340,208 8,326 3,999 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -26,513) 1,335 0 35 -28,112 -25,672 -26,742 -25,637 229 -876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.5 96.5 97.8 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56) 3 1 2 39 34 42 37
CFTC#023399 WAHA FIN BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,621 COMMITMENTS 2,596 1,911 1,646 217,666 224,590 221,908 228,147 15,713 9,474 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,668) 1,034 -1,736 764 -12,828 -6,391 -11,030 -7,363 4,362 695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.8 0.7 91.6 94.5 93.4 96.0 6.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 3 2 3 29 27 32 32
CFTC#02339E ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 74,228 COMMITMENTS 0 923 0 70,932 67,319 70,932 68,242 3,296 5,986 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,758) 0 -376 0 -4,161 -5,461 -4,161 -5,837 -597 1,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 95.6 90.7 95.6 91.9 4.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 1 0 21 20 21 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Q CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 28,064 COMMITMENTS 0 1,085 0 24,545 25,937 24,545 27,022 3,519 1,042 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,366) 0 0 0 -8,198 -7,732 -8,198 -7,732 832 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 87.5 92.4 87.5 96.3 12.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 1 0 9 13 9 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339U COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 128,999 COMMITMENTS 1,780 941 1,018 120,939 125,018 123,737 126,977 5,262 2,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,876) 1,043 292 -315 3,728 2,675 4,456 2,652 -580 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.7 0.8 93.8 96.9 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 1 1 1 17 19 18 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339W COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 156,914 COMMITMENTS 0 2,260 0 145,119 150,843 145,119 153,103 11,795 3,811 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,481) 0 2,260 0 -10,619 -10,848 -10,619 -8,588 1,138 -893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 92.5 96.1 92.5 97.6 7.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 0 1 0 20 23 20 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#02339Y COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 94,027 COMMITMENTS 917 0 793 88,642 88,061 90,352 88,854 3,675 5,173 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,972) -589 0 0 -8,016 -6,287 -8,605 -6,287 633 -1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.8 94.3 93.7 96.1 94.5 3.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 1 14 14 15 15
CFTC#0233A2 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 22,838 COMMITMENTS 12,059 0 0 10,376 22,032 22,435 22,032 403 806 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,980) -10,890 -210 0 -5,490 -16,481 -16,380 -16,691 -600 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 0.0 0.0 45.4 96.5 98.2 96.5 1.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 5 0 0 6 18 11 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A3 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 481,313 COMMITMENTS 62,899 2,998 3,073 404,590 465,222 470,562 471,293 10,751 10,020 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -46,717) -26,719 -2,895 -528 -15,240 -44,226 -42,487 -47,649 -4,230 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.6 0.6 84.1 96.7 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68) 9 3 6 45 43 57 49 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A5 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 144,566 COMMITMENTS 4,592 4,381 938 134,774 131,507 140,304 136,826 4,262 7,740 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,628) 665 -2,122 377 -10,413 -7,220 -9,371 -8,965 743 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 0.6 93.2 91.0 97.1 94.6 2.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 2 2 2 23 22 26 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233A8 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTU REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 71,154 COMMITMENTS 1,768 378 574 66,989 67,367 69,331 68,319 1,823 2,835 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,362) -186 -56 149 -1,511 -2,562 -1,548 -2,469 186 1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.5 0.8 94.1 94.7 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 2 15 15 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AH HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 103,251 COMMITMENTS 26,257 4,712 0 76,126 97,001 102,383 101,713 868 1,538 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -74,821) -36,994 -4,196 -1,171 -36,695 -69,619 -74,860 -74,986 39 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 4.6 0.0 73.7 93.9 99.2 98.5 0.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62) 8 5 0 25 30 33 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AM HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 114,542 COMMITMENTS 0 0 0 113,506 112,372 113,506 112,372 1,036 2,170 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,940) 0 0 0 -12,488 -10,916 -12,488 -10,916 548 -1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 98.1 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 0 0 13 19 13 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AQ MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES E REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 270,408 COMMITMENTS 2,158 1,042 940 264,334 262,823 267,432 264,805 2,976 5,603 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,309) -1,420 170 -183 -9,578 -11,727 -11,181 -11,740 -128 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.4 0.3 97.8 97.2 98.9 97.9 1.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 1 1 1 35 34 37 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233AY NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 73,965 COMMITMENTS 2,038 0 420 64,332 69,322 66,790 69,742 7,175 4,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -130) 1,101 -53 -1,143 189 1,503 147 307 -277 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.6 87.0 93.7 90.3 94.3 9.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 0 1 13 14 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233B1 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 106,181 COMMITMENTS 960 0 1,120 101,497 103,825 103,577 104,945 2,604 1,236 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,239) 0 -1,612 0 -4,477 -4,262 -4,477 -5,874 -1,762 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 1.1 95.6 97.8 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 0 1 19 21 20 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BA NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES EN REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 33,095 COMMITMENTS 2,245 0 206 27,385 31,315 29,836 31,521 3,259 1,574 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,263) 125 0 31 -10,577 -10,396 -10,421 -10,365 158 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.6 82.7 94.6 90.2 95.2 9.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 2 0 2 15 10 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BB NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 129,435 COMMITMENTS 9,515 0 498 112,287 121,375 122,300 121,873 7,135 7,562 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,964) -1,428 0 0 -7,049 -8,583 -8,477 -8,583 -487 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 0.4 86.8 93.8 94.5 94.2 5.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 2 0 1 20 16 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BC NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERG REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 109,868 COMMITMENTS 0 0 0 102,137 106,174 102,137 106,174 7,731 3,694 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,156) 0 0 0 -6,757 -6,227 -6,757 -6,227 601 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.0 96.6 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 19 15 19 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BH PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 153,538 COMMITMENTS 2,061 0 0 141,986 148,718 144,047 148,718 9,491 4,820 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,757) -1,447 -111 -1,170 -6,481 -7,435 -9,098 -8,716 1,341 959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 92.5 96.9 93.8 96.9 6.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 19 16 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233BL PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mmbtu OPEN INTEREST: 164,454 COMMITMENTS 0 5,953 7,583 149,474 147,073 157,057 160,609 7,397 3,845 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,729) 0 -120 307 -6,105 -6,409 -5,798 -6,222 -1,931 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 4.6 90.9 89.4 95.5 97.7 4.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 0 3 3 28 24 31 28 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CH TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 182,824 COMMITMENTS 4,938 3,535 894 169,192 175,998 175,024 180,427 7,800 2,397 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,086) 587 49 189 -6,489 -4,817 -5,713 -4,579 -373 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.9 0.5 92.5 96.3 95.7 98.7 4.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 2 4 1 31 33 34 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CU TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ mmbtu OPEN INTEREST: 99,191 COMMITMENTS 1,855 0 0 94,234 92,466 96,089 92,466 3,102 6,725 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,347) 323 0 0 -7,688 -7,588 -7,365 -7,588 -982 -759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 95.0 93.2 96.9 93.2 3.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 2 0 0 22 23 24 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CW TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 103,526 COMMITMENTS 0 0 0 99,035 100,486 99,035 100,486 4,491 3,040 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,391) 0 0 0 -4,734 -4,625 -4,734 -4,625 -657 -766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 97.1 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 0 0 21 20 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233CZ TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 60,832 COMMITMENTS 0 0 0 56,319 58,028 56,319 58,028 4,513 2,804 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,323) 0 0 0 -2,576 -4,747 -2,576 -4,747 -1,747 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.6 95.4 92.6 95.4 7.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 16 13 16 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233D4 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 18,213 COMMITMENTS 217 0 0 15,010 15,829 15,227 15,829 2,986 2,384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,243) 217 -810 -31 -8,776 -6,627 -8,590 -7,468 2,347 1,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 82.4 86.9 83.6 86.9 16.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 0 0 8 13 9 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DR TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 MM Btus OPEN INTEREST: 154,655 COMMITMENTS 0 0 0 138,746 151,087 138,746 151,087 15,909 3,568 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,894) -1,346 0 -651 -5,264 -1,042 -7,261 -1,693 5,367 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.7 97.7 89.7 97.7 10.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 0 0 0 20 15 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0233DT TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 2500 mm btu OPEN INTEREST: 62,147 COMMITMENTS 1,761 0 0 51,468 60,046 53,229 60,046 8,918 2,101 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,719) 279 0 0 -16,626 -16,949 -16,347 -16,949 -372 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 82.8 96.6 85.7 96.6 14.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 0 0 16 15 17 15
CFTC#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,540,560 COMMITMENTS 393,195 518,096 511,911 557,747 462,169 1462,853 1492,176 77,706 48,384 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 98,386) 4,892 30,497 36,871 45,784 26,883 87,547 94,250 10,839 4,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 33.6 33.2 36.2 30.0 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 361) 148 115 166 79 68 306 282
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 506,022 COMMITMENTS 84,328 47,623 174,182 240,155 280,668 498,664 502,473 7,357 3,548 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,011) -1,678 830 5,575 -10,856 -12,261 -6,960 -5,856 949 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 9.4 34.4 47.5 55.5 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150) 58 32 71 56 55 138 134
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 405,052 COMMITMENTS 221,401 167,092 40,228 127,267 181,406 388,897 388,726 16,156 16,326 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24,799) -10,934 -9,803 -6,000 -9,650 -11,800 -26,584 -27,603 1,785 2,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 41.3 9.9 31.4 44.8 96.0 96.0 4.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 17 15 28 36 35 69 64 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A56 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 109,146 COMMITMENTS 23,465 39,578 15,851 60,089 47,663 99,405 103,092 9,741 6,054 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,759) 2,480 13 1,375 -54 1,352 3,801 2,740 -1,042 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 36.3 14.5 55.1 43.7 91.1 94.5 8.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52) 11 19 25 21 22 48 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 59,925 COMMITMENTS 18,478 19,227 33,181 8,181 7,416 59,839 59,824 85 101 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,332) 238 -324 2,715 380 961 3,332 3,352 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 32.1 55.4 13.7 12.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 11 12 18 9 10 30 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#023P02 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 206,607 COMMITMENTS 5,856 3,436 71,319 128,569 131,274 205,744 206,029 863 578 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,880) 3,409 2,454 9,730 -3,429 -2,429 9,709 9,755 170 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.7 34.5 62.2 63.5 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 16 7 23 13 14 36 37
CFTC#024656 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 48,584 COMMITMENTS 20,727 7,891 5,454 21,021 34,326 47,202 47,671 1,382 913 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,359) 1,897 -163 -1,203 3,494 5,310 4,188 3,944 171 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 16.2 11.2 43.3 70.7 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 14 14 18 16 15 42 35
CFTC#024658 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,121 COMMITMENTS 3,557 411 524 601 3,823 4,682 4,758 439 363 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 310) 250 35 125 -55 165 320 325 -10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 8.0 10.2 11.7 74.7 91.4 92.9 8.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 12 2 6 5 8 18 15
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,784 COMMITMENTS 710 737 126 578 659 1,414 1,522 370 262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -36) -77 115 -40 85 -123 -32 -48 -4 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 41.3 7.1 32.4 36.9 79.3 85.3 20.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 8 6 6 9 8 20 19
CFTC#025608 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 CUBIC METERS) OPEN INTEREST: 5,878 COMMITMENTS 530 80 170 5,015 5,415 5,715 5,665 163 213 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -310) 170 -15 10 -480 -282 -300 -287 -10 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.4 2.9 85.3 92.1 97.2 96.4 2.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 1 3 15 17 20 20
CFTC#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,908 COMMITMENTS 8,735 2,946 7,355 36,351 42,262 52,440 52,563 467 345 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,027) 772 -141 358 -4,154 -3,242 -3,024 -3,025 -2 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 5.6 13.9 68.7 79.9 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 104) 20 14 13 54 60 80 81
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TONS) OPEN INTEREST: 475,596 COMMITMENTS 129,611 33,830 90,926 209,646 323,420 430,183 448,176 45,413 27,420 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35,695) 21,230 -6,528 13,644 -611 31,607 34,264 38,724 1,432 -3,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 7.1 19.1 44.1 68.0 90.5 94.2 9.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 309) 108 63 99 103 102 264 227
CFTC#03265A EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,123 COMMITMENTS 538 111 175 830 1,339 1,543 1,625 580 498 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -297) 47 26 -108 -257 -133 -318 -215 21 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 5.2 8.2 39.1 63.1 72.7 76.5 27.3 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 4 2 5 13 13 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03265J Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,661 COMMITMENTS 399 147 366 1,593 1,767 2,358 2,280 303 381 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -869) -256 -468 66 -768 -548 -958 -950 89 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 5.5 13.8 59.9 66.4 88.6 85.7 11.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 4 4 3 14 15 21 19
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 297,489 COMMITMENTS 108,126 18,724 51,785 120,145 213,411 280,056 283,920 17,433 13,569 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,161) 9,023 -697 2,562 2,035 11,938 13,620 13,803 541 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 6.3 17.4 40.4 71.7 94.1 95.4 5.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311) 131 76 93 66 83 251 205
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,224,225 COMMITMENTS 623,236 32,664 63,377 499,080 1114,316 1185,693 1210,357 38,532 13,868 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,104) -2,752 18,784 -5,910 -14,773 -28,001 -23,435 -15,127 10,331 2,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 2.7 5.2 40.8 91.0 96.9 98.9 3.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 72) 15 6 15 44 42 64 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,696 COMMITMENTS 9,467 38,523 25,560 158,055 123,906 193,082 187,989 5,614 10,707 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,233) 951 374 -230 3,012 2,825 3,733 2,969 -500 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 19.4 12.9 79.5 62.4 97.2 94.6 2.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 6 16 19 29 27 49 48
CFTC#037642 MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,060 COMMITMENTS 3,280 4,240 800 16,740 15,780 20,820 20,820 240 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,392) -320 -652 0 -2,072 -1,680 -2,392 -2,332 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 20.1 3.8 79.5 74.9 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 4 11 3 8 6 14 19
CFTC#039601 ROUGH RICE - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,328 COMMITMENTS 1,487 2,224 993 7,075 6,782 9,555 9,999 1,773 1,329 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 233) 216 -153 42 -91 356 166 245 66 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 19.6 8.8 62.5 59.9 84.4 88.3 15.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59) 14 15 14 22 17 45 38
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,222 COMMITMENTS 4,352 858 2,811 4,431 9,172 11,594 12,841 2,628 1,380 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -205) -31 113 63 -123 -347 -90 -170 -115 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 6.0 19.8 31.2 64.5 81.5 90.3 18.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66) 30 10 16 20 17 56 38
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,823,747 COMMITMENTS 386,440 566,575 95,101 1222,603 997,539 1704,143 1659,214 119,604 164,533 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -44,556) 44,546 -20,959 -5,936 -58,531 -9,607 -19,921 -36,502 -24,635 -8,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 31.1 5.2 67.0 54.7 93.4 91.0 6.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 303) 61 68 46 133 121 217 212
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,819,487 COMMITMENTS 720,569 674,387 412,674 2342,388 2172,270 3475,631 3259,331 343,855 560,156 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -285,073) ******* 2,955 18,829 -15,561 -139,261 -118,063 -117,477 -167,010-167,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 17.7 10.8 61.3 56.9 91.0 85.3 9.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 400) 72 103 97 163 192 292 335
CFTC#043607 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 530,075 COMMITMENTS 76,398 82,448 11,799 353,375 283,693 441,572 377,940 88,503 152,135 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44,330) 17,476 1,673 1,153 35,339 57,755 53,968 60,581 -9,638 -16,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 15.6 2.2 66.7 53.5 83.3 71.3 16.7 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 85) 11 11 10 43 50 60 65
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,232,714 COMMITMENTS 538,951 915,097 233,455 2197,316 1641,439 2969,722 2789,991 262,993 442,724 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -289,382) -74,101 30,611 -68,328 -60,321 -181,179 -202,750 -218,897 -86,632 -70,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 28.3 7.2 68.0 50.8 91.9 86.3 8.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 313) 57 69 62 138 154 227 253
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,422,179 COMMITMENTS 90,867 183,268 322,571 977,483 856,508 1390,921 1362,347 31,258 59,832 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -98,126) 21,137 23,661 -28,125 -87,226 -93,051 -94,215 -97,515 -3,912 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 12.9 22.7 68.7 60.2 97.8 95.8 2.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153) 24 51 54 64 65 125 138
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,358 COMMITMENTS 454 1,435 1,503 4,449 3,586 6,406 6,524 952 834 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,618) 8 -70 -138 -1,528 -1,325 -1,658 -1,533 41 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 19.5 20.4 60.5 48.7 87.1 88.7 12.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 11 11 21 19 33 33
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,486 COMMITMENTS 14,676 3,409 16,178 14,653 18,916 45,507 38,503 4,979 11,983 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,504) -710 -679 -1,885 -2,732 -2,857 -5,327 -5,421 -177 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 6.8 32.0 29.0 37.5 90.1 76.3 9.9 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82) 26 16 30 31 31 66 68
CFTC#052642 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,627 COMMITMENTS 1,201 323 2,609 6,888 7,953 10,698 10,885 929 742 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -900) -151 -7 -154 -479 -641 -784 -802 -116 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.8 22.4 59.2 68.4 92.0 93.6 8.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42) 9 5 10 24 22 38 33
CFTC#052644 CME MILK IV - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,029 COMMITMENTS 127 256 1,904 1,478 793 3,509 2,953 520 1,075 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -728) 14 -311 -153 -536 -186 -675 -651 -53 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.4 47.3 36.7 19.7 87.1 73.3 12.9 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 5 4 8 8 6 17 14
CFTC#052645 DRY WHEY - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,463 COMMITMENTS 270 2,654 353 2,714 1,042 3,337 4,050 1,126 413 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -673) -102 -280 -78 -218 -211 -398 -569 -275 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 59.5 7.9 60.8 23.4 74.8 90.7 25.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 2 7 4 13 9 19 16
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,338 COMMITMENTS 100,748 30,155 81,011 104,302 147,150 286,061 258,316 20,277 48,022 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,687) 4,361 994 231 -439 2,001 4,152 3,226 -465 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 9.8 26.4 34.0 48.0 93.4 84.3 6.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 106 84 123 84 101 263 250
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 405,396 COMMITMENTS 157,669 17,847 76,125 141,936 251,201 375,730 345,173 29,666 60,223 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -32,657) -4,993 1,699 -24,249 -2,447 -7,505 -31,690 -30,055 -967 -2,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 4.4 18.8 35.0 62.0 92.7 85.1 7.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 432) 145 71 130 124 178 337 334
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,153 COMMITMENTS 3,397 1,378 1,017 1,017 3,654 5,430 6,049 1,723 1,104 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -71) -1 -28 -92 -4 141 -97 21 26 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 19.3 14.2 14.2 51.1 75.9 84.6 24.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 32 14 12 18 29 59 48
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 66,641 COMMITMENTS 28,200 11,231 16,036 13,750 17,500 57,986 44,767 8,655 21,874 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,551) -264 955 292 1,837 413 1,865 1,660 687 892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 16.9 24.1 20.6 26.3 87.0 67.2 13.0 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 234) 68 53 72 58 83 169 182
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,446 COMMITMENTS 1,167 11,882 7,139 30,182 16,350 38,488 35,372 958 4,074 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,010) -93 -1,188 -158 -1,822 -423 -2,073 -1,768 62 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 30.1 18.1 76.5 41.4 97.6 89.7 2.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 7 27 19 27 32 51 61
CFTC#064363 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 800 MWh) OPEN INTEREST: 98,064 COMMITMENTS 12,890 4,439 12,149 72,088 80,953 97,127 97,541 937 523 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,715) -2,981 -81 226 -1,939 -4,779 -4,694 -4,634 -21 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 4.5 12.4 73.5 82.6 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 58) 11 9 17 36 35 56 52
CFTC#064391 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 MWh) OPEN INTEREST: 35,608 COMMITMENTS 2,750 400 775 32,083 34,433 35,608 35,608 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -800) -800 50 300 -300 -1,150 -800 -800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.1 2.2 90.1 96.7 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 7 2 3 22 19 29 24
CFTC#064392 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 MWh) OPEN INTEREST: 20,973 COMMITMENTS 350 625 425 20,198 19,923 20,973 20,973 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,251) -100 -300 25 -1,176 -976 -1,251 -1,251 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.0 2.0 96.3 95.0 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 2 2 20 17 22 20
CFTC#064394 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 50 Megawatt Hours) OPEN INTEREST: 172,111 COMMITMENTS 10,317 23,978 4,033 157,481 143,880 171,831 171,891 280 220 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,135) 826 -1,245 -222 -4,938 -2,878 -4,334 -4,345 199 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 13.9 2.3 91.5 83.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 55) 8 6 4 39 35 49 43
CFTC#064395 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,348 COMMITMENTS 2,557 10,650 1,550 51,881 44,148 55,988 56,348 360 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -622) -995 150 550 -527 -1,322 -972 -622 350 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 18.9 2.8 92.1 78.3 99.4 **** 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 9 5 6 20 23 32 32
CFTC#064396 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,052 COMMITMENTS 0 450 300 30,732 29,927 31,032 30,677 20 375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,875) 0 75 0 2,855 2,445 2,855 2,520 20 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 1.0 99.0 96.4 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 2 1 11 15 12 17
CFTC#06439A PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 61,366 COMMITMENTS 1,705 5,000 445 59,069 55,731 61,219 61,176 147 190 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,787) 120 975 -95 -1,800 -2,662 -1,775 -1,782 -12 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 8.1 0.7 96.3 90.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 3 5 3 27 27 31 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439B PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 66,577 COMMITMENTS 1,130 2,595 135 65,040 63,597 66,305 66,327 272 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -712) -210 1,100 -190 -305 -1,622 -705 -712 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.9 0.2 97.7 95.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 2 8 1 31 26 33 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439C PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 63,484 COMMITMENTS 1,771 20,250 445 61,217 42,689 63,433 63,384 51 100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,151) 94 0 -4 -3,220 -3,120 -3,130 -3,124 -21 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 31.9 0.7 96.4 67.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40) 4 2 1 25 26 29 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439F PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 90,180 COMMITMENTS 2,691 20,850 55 87,434 69,125 90,180 90,030 0 150 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,715) 49 0 0 -2,763 -2,695 -2,714 -2,695 -1 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 23.1 0.1 97.0 76.7 **** 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44) 5 2 1 28 27 33 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439K MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 33,324 COMMITMENTS 500 0 0 32,819 33,204 33,319 33,204 5 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 685) 0 0 0 685 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 99.6 **** 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 0 0 21 19 22 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439L MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 35,798 COMMITMENTS 1,275 515 25 34,438 35,258 35,738 35,798 60 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,045) 0 0 0 1,045 1,045 1,045 1,045 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.4 0.1 96.2 98.5 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 4 2 1 23 20 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439N ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 10,985 COMMITMENTS 1,250 100 0 9,735 10,885 10,985 10,985 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.9 0.0 88.6 99.1 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 3 1 0 14 11 17 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06439R ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 23,431 COMMITMENTS 6,060 210 1,900 15,257 21,026 23,217 23,136 214 295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 200) 300 0 0 -100 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 0.9 8.1 65.1 89.7 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 2 3 21 22 27 27
CFTC#0643A8 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,994 COMMITMENTS 300 499 800 5,754 5,370 6,854 6,669 140 325 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 100 0 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.1 11.4 82.3 76.8 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 2 2 14 11 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643AZ MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 42,223 COMMITMENTS 100 350 0 42,123 41,753 42,223 42,103 0 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19) 0 0 0 19 19 19 19 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.8 0.0 99.8 98.9 **** 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 1 2 0 26 24 27 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643B3 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 Mwh OPEN INTEREST: 48,066 COMMITMENTS 1,700 730 0 45,431 47,086 47,131 47,816 935 250 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -140) -250 0 0 110 -140 -140 -140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.5 0.0 94.5 98.0 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 3 4 0 27 21 30 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BC PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 44,990 COMMITMENTS 1,000 225 60 43,750 44,445 44,810 44,730 180 260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,259) -115 15 -15 -3,129 -3,234 -3,259 -3,234 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.5 0.1 97.2 98.8 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 1 1 1 20 16 22 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BE PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 51,446 COMMITMENTS 1,380 1,700 140 49,926 49,546 51,446 51,386 0 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,467) -265 -15 0 -3,202 -3,452 -3,467 -3,467 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.3 0.3 97.0 96.3 **** 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 2 2 1 22 16 24 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BF ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 86,038 COMMITMENTS 472 819 903 82,938 83,334 84,313 85,056 1,725 982 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -116) 72 -25 -527 -1,159 -292 -1,614 -844 1,498 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.0 1.0 96.4 96.9 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 1 2 1 26 29 28 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BG ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 113,838 COMMITMENTS 3,036 2,198 1,328 107,690 109,805 112,054 113,331 1,784 507 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,759) 260 -341 321 1,818 3,537 2,399 3,517 1,360 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.9 1.2 94.6 96.5 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47) 6 6 5 29 29 37 38 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BM CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 33,837 COMMITMENTS 200 275 0 33,256 31,987 33,456 32,262 381 1,575 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 250) 0 50 0 -83 -1,375 -83 -1,325 333 1,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.8 0.0 98.3 94.5 98.9 95.3 1.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 14 13 15 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BS PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 35,141 COMMITMENTS 2,362 2,100 303 32,190 32,558 34,855 34,961 286 180 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,393) 628 0 -35 -1,970 -1,358 -1,377 -1,393 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.0 0.9 91.6 92.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 4 1 3 23 19 28 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BT PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800 MWh OPEN INTEREST: 40,507 COMMITMENTS 6,870 1,400 500 32,707 38,607 40,077 40,507 430 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,870) 375 0 -100 -2,135 -1,770 -1,860 -1,870 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 3.5 1.2 80.7 95.3 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 4 1 1 23 22 27 24 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BW NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 43,182 COMMITMENTS 50 2,740 160 42,927 40,277 43,137 43,177 45 5 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,543) -100 -125 0 -1,418 -1,418 -1,518 -1,543 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.3 0.4 99.4 93.3 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 22 18 24 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BX NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 36,396 COMMITMENTS 0 2,285 0 36,349 33,986 36,349 36,271 47 125 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,274) -150 -25 0 -1,102 -1,244 -1,252 -1,269 -22 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 99.9 93.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 1 0 19 15 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BY NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 26,927 COMMITMENTS 1,996 1,690 41 24,338 25,101 26,375 26,832 552 95 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,841) 51 -505 -46 -1,764 -1,340 -1,759 -1,891 -82 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.3 0.2 90.4 93.2 98.0 99.6 2.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33) 6 1 1 21 20 27 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643BZ NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50 Mwh OPEN INTEREST: 22,007 COMMITMENTS 1,454 595 320 19,963 21,002 21,737 21,917 270 90 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,410) -79 -270 0 -2,316 -2,120 -2,395 -2,390 -15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.7 1.5 90.7 95.4 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 3 1 1 17 19 21 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C3 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 800MWh OPEN INTEREST: 51,630 COMMITMENTS 365 7,049 847 50,230 43,720 51,441 51,615 189 15 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,059) 35 -34 -232 -2,825 -2,793 -3,022 -3,059 -37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.7 1.6 97.3 84.7 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38) 2 4 2 28 24 31 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643C4 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 50MWh OPEN INTEREST: 38,121 COMMITMENTS 110 2,826 195 37,396 35,094 37,701 38,115 420 6 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,071) -10 6 -100 -961 -981 -1,071 -1,075 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.4 0.5 98.1 92.1 98.9 **** 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 1 3 2 25 22 28 26 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CB PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 400MWh OPEN INTEREST: 24,383 COMMITMENTS 75 2,800 225 24,083 21,358 24,383 24,383 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -575) -25 150 -175 -375 -550 -575 -575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 11.5 0.9 98.8 87.6 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 1 2 1 14 15 16 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CJ PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,910 COMMITMENTS 1,540 0 0 13,065 14,890 14,605 14,890 305 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -915) -85 0 0 -715 -915 -800 -915 -115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 87.6 99.9 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 4 0 0 17 12 21 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CK PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 15,020 COMMITMENTS 1,310 0 0 13,460 15,000 14,770 15,000 250 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -925) -110 0 0 -805 -925 -915 -925 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 0.0 89.6 99.9 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 3 0 0 19 12 22 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CL PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Any Multiple of 800 800MWhs OPEN INTEREST: 749,836 COMMITMENTS 5,403 63,978 102,505 641,254 583,353 749,162 749,836 674 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,863) -2,846 -7,772 7,001 9,354 14,634 13,510 13,863 353 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 8.5 13.7 85.5 77.8 99.9 **** 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27) 3 3 5 19 19 24 25 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CM PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENER REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 14,650 COMMITMENTS 720 0 0 13,870 14,170 14,590 14,170 60 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) -100 0 0 -110 -200 -210 -200 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 94.7 96.7 99.6 96.7 0.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 11 12 13 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CN PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY D REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 16,840 COMMITMENTS 720 0 0 16,060 16,360 16,780 16,360 60 480 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -210) -100 0 0 -110 -200 -210 -200 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.0 95.4 97.1 99.6 97.1 0.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 2 0 0 10 13 12 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CU PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 11,055 COMMITMENTS 0 0 0 10,790 11,045 10,790 11,045 265 10 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 99.9 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 14 12 14 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643CZ PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 22,305 COMMITMENTS 25 750 200 21,739 21,355 21,964 22,305 341 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,490) -135 325 -125 -1,410 -1,690 -1,670 -1,490 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.4 0.9 97.5 95.7 98.5 **** 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 1 4 1 17 15 19 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D1 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 18,987 COMMITMENTS 25 550 200 18,010 18,235 18,235 18,985 752 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,555) -135 125 -125 -1,461 -1,555 -1,721 -1,555 166 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.9 1.1 94.9 96.0 96.0 **** 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 3 1 15 14 17 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D4 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 7,795 COMMITMENTS 0 25 0 7,780 7,650 7,780 7,675 15 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,130) 0 -25 0 -1,115 -1,095 -1,115 -1,120 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 99.8 98.1 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 0 14 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D5 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 6,840 COMMITMENTS 0 0 0 6,825 6,720 6,825 6,720 15 120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -680) 0 0 0 -665 -670 -665 -670 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 98.2 99.8 98.2 0.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 0 0 14 13 14 13 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D7 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DI REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,137 COMMITMENTS 457 2,965 0 24,471 22,112 24,928 25,077 209 60 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,197) -23 -25 -2 -1,334 -1,230 -1,359 -1,257 162 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 11.8 0.0 97.4 88.0 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 0 15 17 18 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643D8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 25,562 COMMITMENTS 457 2,965 0 24,894 22,524 25,351 25,489 211 73 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,588) -23 -50 -2 -1,737 -1,581 -1,762 -1,633 174 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 11.6 0.0 97.4 88.1 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 2 0 15 18 18 20 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DB PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 107,192 COMMITMENTS 3,840 5,415 615 102,447 101,083 106,902 107,113 290 79 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,453) 30 480 -120 -4,363 -4,858 -4,453 -4,498 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.1 0.6 95.6 94.3 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 4 8 3 32 30 37 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DC PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 352 MWh OPEN INTEREST: 121,819 COMMITMENTS 4,085 7,180 675 116,774 113,882 121,534 121,737 285 82 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,631) -5 -85 255 -5,881 -5,853 -5,631 -5,683 0 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 5.9 0.6 95.9 93.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54) 4 7 4 37 30 42 40 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DF PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 236,680 COMMITMENTS 24,604 15,448 23,017 184,964 197,575 232,584 236,041 4,095 639 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,668) 480 -106 -3,017 -11,400 -10,572 -13,937 -13,695 269 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 6.5 9.7 78.1 83.5 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 15 15 20 44 45 66 73 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DL PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 37,299 COMMITMENTS 2,485 50 90 34,441 37,134 37,016 37,274 283 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,840) -310 -25 0 -2,510 -2,815 -2,820 -2,840 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.1 0.2 92.3 99.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 2 21 13 27 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#0643DM PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ 1 MW OPEN INTEREST: 35,669 COMMITMENTS 2,535 50 50 32,816 35,544 35,401 35,644 268 25 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,275) -110 -25 -65 -2,095 -2,185 -2,270 -2,275 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.1 0.1 92.0 99.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 5 1 1 20 14 26 16
CFTC#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 176,283 COMMITMENTS 20,734 814 2,112 153,437 173,358 176,283 176,283 0 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,909) -5,408 704 -1,942 -4,539 -10,671 -11,889 -11,909 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.5 1.2 87.0 98.3 **** **** 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 1 17 15 18 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAA ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,334 COMMITMENTS 0 0 0 27,337 27,157 27,337 27,157 3,997 4,177 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.2 86.7 87.2 86.7 12.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 13 17 13 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064AAB ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,135 COMMITMENTS 0 0 0 26,045 25,875 26,045 25,875 4,090 4,260 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.4 85.9 86.4 85.9 13.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 0 0 0 12 19 12 19 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064BFJ MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 12,990 COMMITMENTS 50 375 0 11,665 11,320 11,715 11,695 1,275 1,295 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.9 0.0 89.8 87.1 90.2 90.0 9.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 11 16 12 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLW PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,734 COMMITMENTS 0 2,850 0 27,860 24,845 27,860 27,695 2,874 3,039 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -5 0 -5 0 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.0 90.6 80.8 90.6 90.1 9.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 14 20 14 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DLX PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 29,672 COMMITMENTS 0 2,850 0 27,486 24,431 27,486 27,281 2,186 2,391 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -5 0 -5 0 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 0.0 92.6 82.3 92.6 91.9 7.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 0 2 0 12 20 12 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPQ PJM.BGE_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,685 COMMITMENTS 0 12,170 0 28,040 16,080 28,040 28,250 2,645 2,435 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -50) 0 -100 0 -50 50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.7 0.0 91.4 52.4 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 0 5 0 20 13 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064DPR PJM.BGE_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 31,180 COMMITMENTS 0 11,090 0 28,565 17,675 28,565 28,765 2,615 2,415 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50) 0 -100 0 50 140 50 40 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.6 0.0 91.6 56.7 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 0 4 0 20 14 20 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUY PJM.PECO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,875 COMMITMENTS 775 970 400 33,915 33,695 35,090 35,065 2,785 2,810 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 135) 0 0 0 115 125 115 125 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.6 1.1 89.5 89.0 92.6 92.6 7.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EUZ PJM.PECO_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 34,775 COMMITMENTS 775 1,020 400 31,050 30,830 32,225 32,250 2,550 2,525 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 35) 0 0 0 15 25 15 25 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.9 1.2 89.3 88.7 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 3 1 2 15 14 19 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EVG PJM.PEPCO_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 24,565 COMMITMENTS 0 6,825 0 22,210 15,275 22,210 22,100 2,355 2,465 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 27.8 0.0 90.4 62.2 90.4 90.0 9.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 0 2 0 18 12 18 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWU PJM.PPL_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 23,985 COMMITMENTS 0 265 230 19,380 20,080 19,610 20,575 4,375 3,410 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 670) -40 85 40 455 285 455 410 215 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.0 80.8 83.7 81.8 85.8 18.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 0 3 2 15 12 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EWV PJM.PPL_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 22,475 COMMITMENTS 60 255 220 18,560 18,900 18,840 19,375 3,635 3,100 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 555) -50 75 40 350 180 340 295 215 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.1 1.0 82.6 84.1 83.8 86.2 16.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21) 1 2 2 15 12 17 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXE PJM.PSEG_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 37,675 COMMITMENTS 12,550 950 0 24,100 35,730 36,650 36,680 1,025 995 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 265) 125 0 0 140 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 2.5 0.0 64.0 94.8 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 4 2 0 21 12 25 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064EXF PJM.PSEG_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 32,130 COMMITMENTS 10,190 850 75 20,155 29,525 30,420 30,450 1,710 1,680 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 275) 25 0 0 250 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 2.6 0.2 62.7 91.9 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 3 2 1 22 12 26 14 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHK PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 100,880 COMMITMENTS 8,695 300 2,455 82,140 90,490 93,290 93,245 7,590 7,635 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 320) 0 100 80 15 -85 95 95 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.3 2.4 81.4 89.7 92.5 92.4 7.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41) 5 2 2 24 27 29 31 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FHL PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 88,500 COMMITMENTS 8,685 250 1,895 72,200 80,590 82,780 82,735 5,720 5,765 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230) 0 0 40 65 65 105 105 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.3 2.1 81.6 91.1 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 4 2 2 23 26 27 30 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKA PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 18,755 COMMITMENTS 800 750 0 15,750 15,950 16,550 16,700 2,205 2,055 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.0 0.0 84.0 85.0 88.2 89.0 11.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 1 1 0 19 15 20 16 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKB PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 20,020 COMMITMENTS 2,125 200 0 16,330 18,445 18,455 18,645 1,565 1,375 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 915) 0 0 0 810 810 810 810 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 1.0 0.0 81.6 92.1 92.2 93.1 7.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24) 1 1 0 19 14 20 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKC PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 13,940 COMMITMENTS 5,100 250 0 7,450 12,300 12,550 12,550 1,390 1,390 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 36.6 1.8 0.0 53.4 88.2 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 1 1 0 13 14 14 15 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKE PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 49,755 COMMITMENTS 0 3,500 550 41,660 38,160 42,210 42,210 7,545 7,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 150) 0 0 0 -430 -550 -430 -550 580 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 1.1 83.7 76.7 84.8 84.8 15.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 0 3 1 22 20 23 23 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#064FKF PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ Megawatt Hours (MWh) OPEN INTEREST: 30,575 COMMITMENTS 300 675 325 24,220 23,965 24,845 24,965 5,730 5,610 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0) 0 0 0 -455 -455 -455 -455 455 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.2 1.1 79.2 78.4 81.3 81.7 18.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 1 2 1 20 21 22 23
CFTC#06665B ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,627 COMMITMENTS 710 189 195 1,054 1,697 1,959 2,081 668 546 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -569) -45 45 -80 -469 -559 -594 -594 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 7.2 7.4 40.1 64.6 74.6 79.2 25.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 6 1 5 17 16 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665G PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,168 COMMITMENTS 883 3,117 0 22,063 19,841 22,946 22,958 222 210 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,774) -194 -158 -118 -3,468 -3,453 -3,780 -3,729 6 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 13.5 0.0 95.2 85.6 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46) 6 5 0 20 28 26 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665O MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 101,095 COMMITMENTS 12,380 3,106 4,414 83,555 93,167 100,349 100,687 746 408 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,696) 403 -295 -1,152 -8,724 -8,231 -9,473 -9,678 -223 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.1 4.4 82.6 92.2 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118) 25 13 20 67 64 100 90 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665P MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,561 COMMITMENTS 9,639 1,288 1,675 45,962 54,076 57,276 57,039 285 522 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,556) -694 -70 -185 -5,662 -6,187 -6,541 -6,442 -15 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 2.2 2.9 79.8 93.9 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53) 5 9 5 25 35 34 46 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665Q MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,938 COMMITMENTS 2,956 1,608 830 34,871 36,147 38,657 38,585 281 353 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,006) -300 -633 -130 -4,558 -4,162 -4,988 -4,925 -18 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 4.1 2.1 89.6 92.8 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76) 14 7 13 39 44 58 59 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,471 COMMITMENTS 1,060 625 284 10,886 11,255 12,230 12,164 241 307 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -852) 187 4 -30 -878 -861 -721 -887 -131 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.0 2.3 87.3 90.2 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43) 5 3 5 22 27 29 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06665T CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,710 COMMITMENTS 1,406 3,066 816 12,791 11,545 15,013 15,427 697 283 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,464) 213 442 -363 -1,223 -1,498 -1,373 -1,419 -91 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 19.5 5.2 81.4 73.5 95.6 98.2 4.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 6 9 7 29 24 40 35
CFTC#067411 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 793,731 COMMITMENTS 116,453 56,520 258,730 397,531 464,085 772,713 779,334 21,018 14,396 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,062) 2,452 324 1,050 5,415 7,975 8,916 9,348 146 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 7.1 32.6 50.1 58.5 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155) 40 45 69 63 66 142 142
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,249,438 COMMITMENTS 752,944 113,187 1278,160 1104,194 1752,415 3135,298 3143,762 114,140 105,676 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 73,209) -2,253 1,652 21,311 58,166 56,070 77,223 79,033 -4,014 -5,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 3.5 39.3 34.0 53.9 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 499) 200 150 285 111 114 454 432
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,599 COMMITMENTS 26,443 12,748 45,489 55,447 69,345 127,379 127,582 220 18 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,302) 4,685 164 1,824 812 5,318 7,322 7,306 -19 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 10.0 35.6 43.5 54.3 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31) 3 9 6 15 16 21 28
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,423 COMMITMENTS 57,342 24,429 1,975 58,557 53,316 117,874 79,720 20,549 58,703 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,296) -1,519 -7,125 -2,182 -8,666 -11,073 -12,367 -20,380 2,071 10,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 17.6 1.4 42.3 38.5 85.2 57.6 14.8 42.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 3 5 4 16 17 23 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,681 COMMITMENTS 1,591 1,124 3,997 4,042 4,609 9,630 9,730 1,051 951 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -212) 219 -217 -15 -330 104 -127 -128 -85 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 10.5 37.4 37.8 43.1 90.2 91.1 9.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 7 9 7 8 19 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,957 COMMITMENTS 39,452 0 17,130 45,460 82,441 102,042 99,571 12,915 15,386 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,100) -834 -759 -4,423 -3,901 -2,881 -9,157 -8,062 57 -1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 0.0 14.9 39.5 71.7 88.8 86.6 11.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 11 0 10 18 19 29 29 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,410 COMMITMENTS 50,432 78,495 45,381 51,910 27,104 147,722 150,980 11,688 8,430 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,385) -4,690 -1,002 -8,735 -3,864 -7,714 -17,289 -17,451 -96 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 49.2 28.5 32.6 17.0 92.7 94.7 7.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63) 21 19 34 19 18 58 55 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#06765Z WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,376 COMMITMENTS 5,599 28,407 7,942 37,534 14,899 51,075 51,248 301 128 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,580) -331 846 -1,846 -225 -1,470 -2,401 -2,470 -179 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 55.3 15.5 73.1 29.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 6 5 9 18 16 28 26
CFTC#067A28 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,996 COMMITMENTS 36,181 15,513 23,810 13,458 33,625 73,449 72,948 546 1,048 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,831) -213 -457 -2,032 -531 -322 -2,776 -2,811 -56 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 21.0 32.2 18.2 45.4 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 6 5 7 9 13 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#067A75 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 24,691 COMMITMENTS 2,277 600 45 21,751 24,046 24,073 24,691 618 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 815) 0 600 0 1,280 350 1,280 950 -465 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.4 0.2 88.1 97.4 97.5 **** 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 5 1 1 22 20 27 22
CFTC#073732 COCOA - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 271,903 COMMITMENTS 70,178 60,834 46,832 136,339 153,653 253,349 261,319 18,554 10,584 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,029) -223 5,913 2,158 5,961 -2,013 7,897 6,058 132 1,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 22.4 17.2 50.1 56.5 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 276) 119 76 76 62 47 216 172
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 34,612 COMMITMENTS 28,089 4,399 934 3,778 27,891 32,802 33,224 1,810 1,388 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,151) -1,039 -92 -297 -667 -1,522 -2,003 -1,910 -148 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.2 12.7 2.7 10.9 80.6 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 175) 88 38 12 21 40 110 89
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 80,168 COMMITMENTS 52,414 25,268 4,483 13,829 46,884 70,727 76,636 9,441 3,532 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 166) -1,733 3,965 -471 1,267 -4,283 -937 -788 1,103 954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.4 31.5 5.6 17.3 58.5 88.2 95.6 11.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 284) 163 61 29 36 38 211 117
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 815,819 COMMITMENTS 179,133 136,431 133,233 430,052 487,242 742,418 756,907 73,401 58,912 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 286) -4,264 -4,034 8,032 -1,793 -2,136 1,976 1,862 -1,690 -1,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 16.7 16.3 52.7 59.7 91.0 92.8 9.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 239) 77 52 82 89 87 205 192
CFTC#083731 COFFEE C - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 220,200 COMMITMENTS 45,097 73,445 56,355 105,378 81,917 206,830 211,717 13,370 8,484 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,126) -385 -4,871 -1,096 -1,106 3,233 -2,587 -2,734 461 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 33.4 25.6 47.9 37.2 93.9 96.1 6.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 499) 169 152 156 145 116 394 362
CFTC#084691 SILVER - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 208,139 COMMITMENTS 83,896 53,831 25,095 67,818 113,945 176,808 192,872 31,331 15,268 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,146) -5,840 22,127 2,680 11,063 -15,646 7,904 9,161 3,242 1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 25.9 12.1 32.6 54.7 84.9 92.7 15.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 235) 104 74 56 42 43 176 146
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 261,076 COMMITMENTS 117,002 90,444 43,007 81,107 116,358 241,116 249,809 19,960 11,267 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,037) -15,440 1,518 1,330 -953 -16,148 -15,063 -13,300 1,026 -737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 34.6 16.5 31.1 44.6 92.4 95.7 7.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 317) 133 101 100 46 54 237 212
CFTC#088691 GOLD - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 642,172 COMMITMENTS 254,655 74,588 137,793 200,943 398,190 593,392 610,571 48,780 31,601 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,318) -40,320 14,822 1,545 15,063 -45,177 -23,713 -28,810 -1,606 3,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 11.6 21.5 31.3 62.0 92.4 95.1 7.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 380) 198 106 140 52 55 313 242
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,380 COMMITMENTS 23,941 6,959 76 25,992 43,191 50,009 50,226 1,371 1,154 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,368) 1,700 1,161 -19 814 1,157 2,495 2,299 -127 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 13.5 0.1 50.6 84.1 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 15 4 2 7 8 23 13
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CAD 100,000) OPEN INTEREST: 171,861 COMMITMENTS 64,756 22,060 17,604 50,568 106,691 132,928 146,354 38,932 25,506 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,497) -1,372 1,690 -203 3,987 -2,367 2,411 -881 -914 2,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 12.8 10.2 29.4 62.1 77.3 85.2 22.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92) 38 20 24 21 26 72 58
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF CHF 125,000) OPEN INTEREST: 83,556 COMMITMENTS 17,891 47,387 3,146 56,174 10,311 77,211 60,845 6,344 22,711 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,518) 310 -121 548 445 1,919 1,303 2,345 215 -827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 56.7 3.8 67.2 12.3 92.4 72.8 7.6 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 10 20 5 12 12 26 33
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF MXN 500,000) OPEN INTEREST: 180,137 COMMITMENTS 120,899 24,416 2,299 49,314 149,808 172,513 176,523 7,624 3,614 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,865) 8,044 1,061 325 -1,288 5,928 7,081 7,314 784 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.1 13.6 1.3 27.4 83.2 95.8 98.0 4.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141) 63 44 10 17 23 83 74
CFTC#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF GBP 62,500) OPEN INTEREST: 264,176 COMMITMENTS 84,319 75,135 54,983 87,201 105,795 226,503 235,914 37,672 28,262 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,344) 18,214 16,547 12,331 -2,462 1,019 28,084 29,897 4,260 2,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 28.4 20.8 33.0 40.0 85.7 89.3 14.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 132) 47 31 33 29 44 96 90
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 280,291 COMMITMENTS 30,484 148,740 33,847 195,589 59,506 259,920 242,093 20,371 38,198 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,154) -3,126 -1,773 2,100 -5,363 -3,965 -6,389 -3,637 -765 -3,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 53.1 12.1 69.8 21.2 92.7 86.4 7.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 124) 18 54 27 37 37 73 101
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,410 COMMITMENTS 24,312 32,841 4,975 7,653 5,340 36,939 43,155 8,470 2,255 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,764) -409 -2,546 1,864 -338 2,554 1,117 1,872 647 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.5 72.3 11.0 16.9 11.8 81.3 95.0 18.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 142) 70 56 17 10 10 93 71
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 600,891 COMMITMENTS 191,702 104,912 86,158 237,446 354,429 515,306 545,499 85,585 55,392 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,277) 1,741 -1,079 547 2,436 4,883 4,724 4,351 -447 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 17.5 14.3 39.5 59.0 85.8 90.8 14.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 261) 107 59 69 68 65 197 172
CFTC#102741 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,280 COMMITMENTS 5,464 7,257 291 10,120 9,021 15,875 16,569 1,405 711 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,997) -3,788 2,305 -396 -4,623 -10,823 -8,807 -8,914 -190 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 42.0 1.7 58.6 52.2 91.9 95.9 8.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37) 15 12 3 6 6 23 19
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 416,191 COMMITMENTS 165,118 87,523 76,616 146,906 233,407 388,640 397,546 27,551 18,645 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,104) -9,686 -3,407 -2,216 2,450 -2,463 -9,452 -8,086 2,348 982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 21.0 18.4 35.3 56.1 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 275) 105 44 89 87 104 229 208
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,386 COMMITMENTS 24,228 37,121 1,796 32,042 17,057 58,066 55,974 3,320 5,412 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 126) 268 -861 669 -709 507 228 315 -102 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 60.5 2.9 52.2 27.8 94.6 91.2 5.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93) 27 42 13 16 12 47 64
CFTC#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($1000 X INDEX) OPEN INTEREST: 622,772 COMMITMENTS 161,255 275,826 221,393 207,529 88,358 590,177 585,577 32,595 37,195 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,344) -21,872 -22,063 11,818 -2,948 3,009 -13,002 -7,236 3,658 -2,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 44.3 35.5 33.3 14.2 94.8 94.0 5.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 259) 81 114 102 42 38 186 203
CFTC#122741 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 22,624 COMMITMENTS 13,647 3,720 1,099 6,869 16,859 21,615 21,678 1,009 946 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 734) 79 -212 1,057 -383 75 753 920 -19 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 16.4 4.9 30.4 74.5 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26) 13 6 4 4 5 17 15
CFTC#12460+ DJIA Consolidated - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($10 X DJIA INDEX) OPEN INTEREST: 80,714 COMMITMENTS 43,048 6,745 5,004 20,944 59,693 68,996 71,442 11,718 9,272 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,144) 3,133 -355 -297 369 3,656 3,205 3,004 -61 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 8.4 6.2 25.9 74.0 85.5 88.5 14.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 53 21 11 34 30 90 59
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($5 X DJIA INDEX) OPEN INTEREST: 161,428 COMMITMENTS 86,096 13,490 10,008 41,887 119,385 137,992 142,884 23,436 18,545 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,288) 6,265 -710 -593 738 7,312 6,410 6,008 -122 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 8.4 6.2 25.9 74.0 85.5 88.5 14.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122) 53 21 11 34 30 90 59
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF $1,000,000) OPEN INTEREST: ********* COMMITMENTS ******* 3383,948 ******** ******** 9567,155 ******** ******** 549,6751359,175 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1686,260) -20,013 -103,001 ******** 300,370 300,922 ******** ******** -47,945 34,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 12.6 46.7 47.4 35.6 98.0 94.9 2.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 339) 67 123 148 128 138 283 328
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,031,362 COMMITMENTS 128,191 92,248 170,825 619,600 660,466 918,616 923,539 112,746 107,823 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,115) 4,474 -7,079 -4,561 17,668 38,750 17,581 27,110 534 -8,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 8.9 16.6 60.1 64.0 89.1 89.5 10.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 714) 206 158 226 256 282 558 570
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 165,720 COMMITMENTS 11,923 11,306 31,215 87,655 86,251 130,793 128,772 34,927 36,947 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,624) -1,520 -1,590 -9,991 -1,814 2,660 -13,325 -8,920 701 -3,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.8 18.8 52.9 52.0 78.9 77.7 21.1 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65) 15 13 24 26 31 53 56
CFTC#138748 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 22,435 COMMITMENTS 0 268 0 20,649 21,516 20,649 21,784 1,786 651 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 196) 0 0 0 -7 219 -7 219 203 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 92.0 95.9 92.0 97.1 8.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 0 1 0 12 12 12 13
CFTC#138749 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 12,715 COMMITMENTS 1,748 0 0 9,512 12,266 11,260 12,266 1,455 449 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 13.7 0.0 0.0 74.8 96.5 88.6 96.5 11.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 4 0 0 9 9 13 9
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 4,328,213 COMMITMENTS 649,133 472,501 630,259 2659,725 2871,077 3939,117 3973,836 389,096 354,377 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 153,694) 21,375 -36,041 35,745 97,412 180,448 154,532 180,152 -838 -26,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 10.9 14.6 61.5 66.3 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 699) 198 157 219 252 277 545 558 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874C E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: 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: 32,378 COMMITMENTS 14,615 271 0 14,130 31,675 28,745 31,946 3,633 432 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 798) 729 -59 0 -574 771 155 712 643 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 0.8 0.0 43.6 97.8 88.8 98.7 11.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30) 10 1 0 9 11 19 12 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#13874J E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: 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: 21,477 COMMITMENTS 681 590 0 18,923 19,951 19,604 20,541 1,873 936 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -731) -73 -598 0 -612 -259 -685 -857 -46 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.7 0.0 88.1 92.9 91.3 95.6 8.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23) 1 2 0 12 10 13 12
CFTC#191693 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (25 METRIC TONS) OPEN INTEREST: 25,184 COMMITMENTS 10,146 2,490 520 14,234 21,952 24,900 24,962 284 222 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,461) 1,126 -26 -75 -2,480 -1,101 -1,429 -1,202 -32 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 9.9 2.1 56.5 87.2 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34) 8 5 3 12 15 20 23
CFTC#192651 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,985 COMMITMENTS 6,136 7,615 1,330 4,162 2,959 11,628 11,904 357 81 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,946) -2,517 -2,458 382 -995 -864 -3,130 -2,940 184 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 63.5 11.1 34.7 24.7 97.0 99.3 3.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 9 3 3 7 4 17 9
CFTC#195651 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,566 COMMITMENTS 4,640 4,197 3,230 3,252 3,403 11,122 10,830 444 736 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,318) -592 -251 -187 -372 -875 -1,151 -1,313 -167 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 36.3 27.9 28.1 29.4 96.2 93.6 3.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35) 13 10 12 8 11 26 28
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,409 COMMITMENTS 20,823 19,399 3,722 32,059 34,310 56,605 57,431 8,804 7,978 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,561) 2,369 2,410 -264 -799 868 1,307 3,014 1,255 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 29.7 5.7 49.0 52.5 86.5 87.8 13.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 90 82 39 75 92 187 191
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,043 COMMITMENTS 104,117 96,994 18,612 160,296 171,548 283,025 287,154 44,018 39,888 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,806) 11,846 12,049 -1,320 -3,994 4,339 6,533 15,068 6,274 -2,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 29.7 5.7 49.0 52.5 86.5 87.8 13.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301) 90 82 39 75 92 187 191
CFTC#221602 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ ($100 X INDEX) OPEN INTEREST: 67,220 COMMITMENTS 54,132 66,949 251 12,718 0 67,101 67,200 119 20 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,056) -13,464 -15,075 0 -1,587 0 -15,051 -15,075 -5 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.5 99.6 0.4 18.9 0.0 99.8 **** 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 28 9 2 2 0 31 10
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,177 COMMITMENTS 81,578 43,964 16,886 38,093 70,502 136,557 131,353 25,620 30,824 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,296) 4,917 3,858 2,543 90 -2,223 7,550 4,178 -2,253 1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 27.1 10.4 23.5 43.5 84.2 81.0 15.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94) 33 26 21 22 29 63 69
CFTC#239742 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 597,819 COMMITMENTS 180,681 138,532 15,230 378,524 430,310 574,435 584,072 23,384 13,747 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,195) 17,781 -17,034 975 4,836 40,951 23,592 24,892 602 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 23.2 2.5 63.3 72.0 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 303) 77 47 29 120 108 210 171
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 68,798 COMMITMENTS 3,626 4,615 176 56,819 56,448 60,622 61,239 8,176 7,559 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,340) -2,470 -1,752 -91 1,251 886 -1,309 -957 -30 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 6.7 0.3 82.6 82.0 88.1 89.0 11.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 79) 10 13 3 39 23 51 37
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,633 COMMITMENTS 17,347 11,179 7,191 17,770 30,120 42,308 48,490 14,325 8,143 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,534) 11 68 7,036 2,279 3,158 9,326 10,262 5,208 4,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 19.7 12.7 31.4 53.2 74.7 85.6 25.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 17 9 7 16 14 37 27
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,159 COMMITMENTS 14,145 22,496 3,785 36,493 28,528 54,423 54,809 27,736 27,350 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,415) -1,165 1,477 2,779 1,334 2,278 2,948 6,534 16,467 12,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 27.4 4.6 44.4 34.7 66.2 66.7 33.8 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90) 25 23 15 32 23 68 50
CFTC#244041 MSCI EAFE MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI EAFE INDEX X $50) OPEN INTEREST: 293,335 COMMITMENTS 95,421 11,313 3,948 185,395 272,948 284,764 288,209 8,571 5,126 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,486) 20,420 8 575 -15,746 4,367 5,249 4,950 -763 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 3.9 1.3 63.2 93.0 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 154) 41 13 8 79 53 121 73
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,026,389 COMMITMENTS 305,694 120,966 21,683 668,557 872,621 995,933 1015,269 30,456 11,120 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 863) -4,052 -13,047 2,793 1,707 10,254 448 0 415 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 11.8 2.1 65.1 85.0 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 379) 136 49 38 157 87 311 157
CFTC#246605 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,989 COMMITMENTS 13,067 5,740 20 14,887 22,072 27,974 27,832 15 157 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 346) 66 -202 15 272 463 353 276 -7 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 20.5 0.1 53.2 78.9 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49) 12 13 2 8 19 20 34
CFTC#246606 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,716 COMMITMENTS 20,311 4,864 507 1,838 17,214 22,656 22,585 60 131 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,606) -933 -1,001 121 -816 -686 -1,628 -1,566 22 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.4 21.4 2.2 8.1 75.8 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32) 4 12 2 4 14 9 27
CFTC#299741 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF EUR 125,000) OPEN INTEREST: 40,239 COMMITMENTS 14,873 6,110 1,085 10,751 29,202 26,709 36,397 13,530 3,842 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,551) -358 -392 132 983 1,258 757 998 794 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 15.2 2.7 26.7 72.6 66.4 90.5 33.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29) 10 7 7 11 6 26 15
CFTC#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (S&P 400 INDEX X $100) OPEN INTEREST: 93,041 COMMITMENTS 28,857 2,647 575 49,577 86,907 79,009 90,129 14,032 2,912 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -621) 397 -954 -105 -1,755 869 -1,463 -190 842 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 2.8 0.6 53.3 93.4 84.9 96.9 15.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 91) 21 5 6 38 42 59 53
CFTC#43874A S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: 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: 99,784 COMMITMENTS 10,040 5,727 27,144 61,556 66,911 98,740 99,782 1,044 2 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 720) 20 415 185 -485 120 -280 720 1,000 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 5.7 27.2 61.7 67.1 99.0 **** 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28) 6 2 2 14 14 22 16
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,986 COMMITMENTS 3,581 590 127 16,190 19,269 19,898 19,986 88 0 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,556) -934 -436 -81 -5,513 -6,024 -6,528 -6,541 -28 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 3.0 0.6 81.0 96.4 99.6 **** 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36) 5 1 2 22 14 27 17 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 845 COMMITMENTS 100 245 25 695 575 820 845 25 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 11.8 29.0 3.0 82.2 68.0 97.0 **** 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20) 3 3 1 7 7 11 10
CFTC#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,970 COMMITMENTS 816 2,073 399 11,537 10,020 12,752 12,492 218 478 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,294) -902 -229 70 -414 -1,108 -1,246 -1,267 -48 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 16.0 3.1 89.0 77.3 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39) 5 5 3 20 24 26 32
CFTC#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,798 COMMITMENTS 1,254 3,444 1,466 7,578 5,709 10,298 10,619 500 179 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,485) -771 -680 -147 -692 -624 -1,610 -1,451 125 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 31.9 13.6 70.2 52.9 95.4 98.3 4.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45) 4 12 11 19 21 32 37 - - - - - - - - - - - - - - - - - - - - - - - - - - - CFTC#86665E MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (100 METRIC TONS) OPEN INTEREST: 1,181 COMMITMENTS 331 275 100 425 566 856 941 325 240 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -565) -225 -330 40 -410 -295 -595 -585 30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 23.3 8.5 36.0 47.9 72.5 79.7 27.5 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22) 5 2 3 8 8 15 13
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE REPORTABLE POSITIONS (FUTURES+OPTIONS) : AS OF:12/05/17 -------------------------------------------------------------: NONREPORTABLE NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS --------------------------:----------------:-----------------:---------------- LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT ------------------------------------------------------------------------------ (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,233 COMMITMENTS 7,113 467 1,819 11,567 18,634 20,499 20,920 3,734 3,313 CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,373) -1,867 -368 397 -3,405 -2,872 -4,875 -2,843 1,502 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 1.9 7.5 47.7 76.9 84.6 86.3 15.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25) 5 3 5 14 16 20 23