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This Month in Heating Oil Futures Market

This Month in Futures Markets reports will not be released on an ongoing basis effective January 2013. Information pertaining to the positions held by traders in futures markets is released on a weekly basis in the Commitments of Traders reports, which can be accessed at  http://www.cftc.gov/MarketReports/CommitmentsOfTraders/Index.htm. Submit comments on This Month in Futures Markets to marketreports@cftc.gov.

Long and Short Positions in NYMEX Heating Oil Futures by Trader Category (in thousands)

Long Position in Heating Oil by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 162.3 165.0 160.1 162.5 153.5 149.8
Non-commercials Total 105.3 99.4 99.8 98.5 99.2 79.5
Non-commercials 50.8 50.1 50.1 52.9 53.3 53.0
Non-commercials spread 54.4 49.3 49.6 45.6 45.9 26.5
Non-Reportables 40.1 37.3 40.8 39.2 43.9 41.9
Total 307.7 301.8 300.6 300.3 296.6 271.2
Short Position in Heating Oil by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 205.1 198.0 194.3 197.8 201.5 185.2
Non-commercials Total 77.8 77.5 81.0 76.6 70.9 60.4
Non-commercials 23.3 28.1 31.3 31.0 25.0 33.8
Non-commercials spread 54.4 49.3 49.6 45.6 45.9 26.5
Non-Reportables 24.8 26.3 25.4 25.9 24.1 25.6
Total 307.7 301.8 300.6 300.3 296.6 271.2

Commercials and Non-commercials Positions in Heating Oil Futures

Commercials open interest: Heating Oil futures
Non-commercials open interest: Heating Oil futures

Commercials and Non-commercials Share of Total Open Interest in Heating Oil Futures

Commercials share of open interest: Heating Oil futures
Non-commercials share of open interest: Heating Oil futures

Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in Heating Oil Futures

Commercials net share of open interest: Heating Oil futures
Non-commercials net share of open interest: Heating Oil futures

Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in Heating Oil Futures

Largest 4 traders share of open interest: Heating Oil futures
Largest 8 traders share of open interest: Heating Oil futures

This Month in Heating Oil Futures & Options Market

Long and Short Positions in NYMEX Heating Oil Futures & Options by Trader Category (in thousands)

Long Position in Heating Oil by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 172.6 175.6 171.2 168.0 163.9 164.1
Non-commercials Total 122.2 116.8 116.6 106.6 115.8 99.0
Non-commercials 49.3 48.2 48.2 51.5 51.5 51.5
Non-commercials spread 72.9 68.6 68.5 55.1 64.3 47.6
Non-Reportables 41.8 39.0 42.5 40.6 45.6 43.8
Total 336.6 331.4 330.3 315.3 325.3 306.9
Short Position in Heating Oil by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 217.5 210.9 206.5 203.8 213.7 202.3
Non-commercials Total 93.1 93.0 97.0 84.6 86.4 78.0
Non-commercials 20.1 24.3 28.5 29.5 22.0 30.4
Non-commercials spread 72.9 68.6 68.5 55.1 64.3 47.6
Non-Reportables 26.0 27.5 26.8 26.9 25.3 26.6
Total 336.6 331.4 330.3 315.3 325.3 306.9

Commercials and Non-commercials Positions in Heating Oil Futures & Options

Commercials open interest: Heating Oil futures and options
Non-commercials open interest: Heating Oil futures and options

Commercials and Non-commercials Share of Total Open Interest in Heating Oil Futures & Options

Commercials share of open interest: Heating Oil futures and options
Noncommercials share of open interest: Heating Oil futures and options

Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in Heating Oil Futures & Options

Commercials net share of open interest: Heating Oil futures and options
Non-commercials net share of open interest: Heating Oil futures and options

Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in Heating Oil Futures & Options

Largest 4 traders share of open interest: Heating Oil futures and options
Largest 8 traders share of interest: Heating Oil futures and options