GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,709
COMMITMENTS
21,109 3,769 2,922 40,105 57,724 64,136 64,415 573 294
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,460)
117 -405 624 2,729 3,251 3,470 3,470 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 5.8 4.5 62.0 89.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 7 7 35 40 43 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,722
COMMITMENTS
450 0 0 5,272 5,722 5,722 5,722 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 102)
0 0 0 102 102 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 0.0 92.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 16 18 16
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,356
COMMITMENTS
407 424 492 7,708 7,724 8,607 8,640 749 716
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 223)
42 99 -64 87 149 65 184 158 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.5 5.3 82.4 82.6 92.0 92.3 8.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 5 33 32 39 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,804
COMMITMENTS
216 136 222 952 918 1,390 1,276 414 528
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 23)
-5 10 -15 51 43 31 38 -8 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 7.5 12.3 52.8 50.9 77.1 70.7 22.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 4 13 13 17 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,267
COMMITMENTS
931 450 176 4,563 5,282 5,670 5,908 597 359
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 424)
-25 14 60 372 331 407 405 17 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 7.2 2.8 72.8 84.3 90.5 94.3 9.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 2 33 32 38 37
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,532
COMMITMENTS
2,036 2,633 407 4,620 3,843 7,063 6,883 469 649
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 412)
160 10 -41 334 319 453 288 -41 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 35.0 5.4 61.3 51.0 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 5 7 27 22 38 31
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,052
COMMITMENTS
150 366 5 640 549 795 920 257 132
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 52)
0 70 -18 80 0 62 52 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 34.8 0.5 60.8 52.2 75.6 87.5 24.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 1 11 9 15 14
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,903
COMMITMENTS
325 9,025 1,882 27,630 18,756 29,837 29,663 66 240
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 800)
0 -460 241 559 1,019 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 30.2 6.3 92.4 62.7 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 23 22 27 24
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,901
COMMITMENTS
444 1,249 253 2,499 1,875 3,196 3,377 705 524
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 119)
-47 -22 67 60 35 80 80 39 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 32.0 6.5 64.1 48.1 81.9 86.6 18.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 4 17 15 26 22
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,212
COMMITMENTS
59,181 69,376 71,056 215,100 208,927 345,337 349,359 48,875 44,853
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 17,222)
5,866 2,786 -3,443 11,978 15,078 14,401 14,421 2,821 2,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 17.6 18.0 54.6 53.0 87.6 88.6 12.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
35 60 58 81 78 155 162
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,047
COMMITMENTS
1,925 500 450 37,502 48,257 39,877 49,207 14,170 4,840
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,527)
175 0 425 -71 1,603 529 2,028 998 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.9 0.8 69.4 89.3 73.8 91.0 26.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 22 25 25 28
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 989,765
COMMITMENTS
265,324 481,655 272,532 385,608 192,392 923,464 946,579 66,301 43,186
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 22,047)
6,611 3,091 22,686 -7,778 -1,645 21,519 24,132 528 -2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 48.7 27.5 39.0 19.4 93.3 95.6 6.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
95 141 134 63 51 236 259
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 359,496
COMMITMENTS
135,880 146,454 54,140 165,427 154,327 355,447 354,921 4,049 4,575
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,772)
-6,395 2,043 4,324 874 -7,847 -1,197 -1,480 -575 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 40.7 15.1 46.0 42.9 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 10 28 38 35 73 64
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 90,956
COMMITMENTS
12,620 12,921 14,467 56,514 58,778 83,601 86,166 7,355 4,790
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 4,518)
1,520 1,417 2,018 2,326 3,550 5,864 6,985 -1,346 -2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.2 15.9 62.1 64.6 91.9 94.7 8.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 15 19 22 22 45 42
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,629,893
COMMITMENTS
670,941 62,383 124,057 797,355 1419238 1592353 1605678 37,540 24,215
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 15,402)
3,237 5,318 6,297 5,316 3,336 14,850 14,951 552 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 3.8 7.6 48.9 87.1 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 11 27 56 56 93 87
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,095
COMMITMENTS
20,987 56,602 50,847 307,165 272,590 378,999 380,039 2,096 1,056
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -854)
2,083 1,935 -3,569 595 841 -891 -793 37 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 14.9 13.3 80.6 71.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 23 26 40 35 74 67
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 150,031
COMMITMENTS
60,891 51,202 31,166 56,923 66,468 148,980 148,836 1,051 1,195
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 42)
-894 -447 60 941 359 107 -28 -65 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 34.1 20.8 37.9 44.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 18 23 21 21 51 49
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,546
COMMITMENTS
22,689 9,754 6,263 10,019 22,949 38,971 38,966 575 580
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 734)
154 634 43 609 -86 806 591 -72 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.4 24.7 15.8 25.3 58.0 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 12 15 17 13 39 32
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,977
COMMITMENTS
3,124 1,305 4,446 33,773 35,921 41,343 41,672 634 305
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,121)
95 -216 694 243 692 1,032 1,170 89 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 3.1 10.6 80.5 85.6 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 10 10 45 58 65 74
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,017
COMMITMENTS
759 468 561 2,864 3,683 4,184 4,712 833 305
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 249)
0 20 19 175 270 194 309 55 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 9.3 11.2 57.1 73.4 83.4 93.9 16.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 4 25 28 30 34
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 411,171
COMMITMENTS
1,987 0 0 409,184 411,171 411,171 411,171 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 12 14 12
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 157,674
COMMITMENTS
10,820 1,485 2,570 144,029 153,619 157,419 157,674 255 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 7,575)
0 0 0 7,575 7,575 7,575 7,575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.9 1.6 91.3 97.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 20 28 22
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,066,259
COMMITMENTS
46,800 0 0 3019459 3066259 3066259 3066259 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 72,853)
0 0 0 72,853 72,853 72,853 72,853 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 24 20 25 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,898
COMMITMENTS
461 0 0 69,437 69,898 69,898 69,898 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -826)
0 0 0 -826 -826 -826 -826 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 17 16 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,630,465
COMMITMENTS
5,422 0 0 1625043 1630465 1630465 1630465 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 11,412)
0 0 0 11,412 11,412 11,412 11,412 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 12 19 12
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 265,890
COMMITMENTS
0 0 0 265,890 265,890 265,890 265,890 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 802)
0 0 0 802 802 802 802 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 10 14 10
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,835
COMMITMENTS
591 0 0 23,112 23,492 23,703 23,492 132 343
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -59)
60 0 -9 -110 -60 -59 -69 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.0 97.0 98.6 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 25 25 27 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 84,736
COMMITMENTS
1,131 8,611 1,449 81,080 74,212 83,660 84,272 1,076 464
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,322)
-49 128 46 1,252 1,149 1,249 1,323 73 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 10.2 1.7 95.7 87.6 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 5 6 58 54 67 63
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,368
COMMITMENTS
0 480 0 22,663 22,668 22,663 23,148 705 220
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 514)
0 0 0 394 514 394 514 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 97.0 97.0 97.0 99.1 3.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 17 17 17 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,239
COMMITMENTS
2,778 6,619 156 31,954 27,791 34,888 34,566 351 673
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 893)
25 -30 -11 879 919 893 878 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 18.8 0.4 90.7 78.9 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 3 34 31 40 38
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,624
COMMITMENTS
380 418 583 7,550 7,149 8,513 8,150 111 474
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 290)
0 106 -82 361 256 279 280 11 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.8 6.8 87.5 82.9 98.7 94.5 1.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 24 18 29 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,391
COMMITMENTS
0 998 123 11,246 11,096 11,369 12,217 1,022 174
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 877)
0 -27 11 866 871 877 855 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.1 1.0 90.8 89.5 91.8 98.6 8.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 20 19 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,613,562
COMMITMENTS
485,090 233,939 479,894 570,449 833,815 1535433 1547648 78,129 65,914
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -32,389)
-2,650 11,191 -5,277 -22,112 -33,613 -30,039 -27,699 -2,350 -4,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 14.5 29.7 35.4 51.7 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
117 122 142 88 101 293 294
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,562
COMMITMENTS
73,518 10,695 4,231 42,722 65,081 120,471 80,007 16,091 56,555
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 589)
610 265 -22 -192 -135 396 108 193 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 7.8 3.1 31.3 47.7 88.2 58.6 11.8 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 5 12 16 21 23
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,106
COMMITMENTS
16,635 73,861 72,716 68,231 11,534 157,582 158,111 7,524 6,995
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,744)
-233 -868 350 -2,217 -902 -2,100 -1,420 356 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 44.7 44.0 41.3 7.0 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 12 23 15 15 39 40
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,551
COMMITMENTS
360 0 0 12,121 12,536 12,481 12,536 70 15
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,658)
0 0 0 -1,633 -1,463 -1,633 -1,463 -25 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.0 96.6 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 16 19 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,837
COMMITMENTS
18,606 6,161 403 5,382 17,872 24,391 24,436 1,446 1,401
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 279)
348 110 -33 -86 192 229 269 50 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.0 23.8 1.6 20.8 69.2 94.4 94.6 5.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
57 42 10 24 32 85 81
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,469
COMMITMENTS
50,312 20,493 1,694 12,843 45,061 64,849 67,248 5,620 3,221
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,213)
-818 -4,265 -178 -257 3,180 -1,253 -1,263 40 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.4 29.1 2.4 18.2 63.9 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
108 63 17 29 37 148 107
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 348,105
COMMITMENTS
111,674 56,510 60,665 158,003 208,605 330,342 325,780 17,763 22,325
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -4,762)
784 6,256 -5,390 -407 -6,433 -5,013 -5,567 251 805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 16.2 17.4 45.4 59.9 94.9 93.6 5.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
70 57 71 78 90 184 187
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,650
COMMITMENTS
3,777 0 1,391 4,347 8,542 9,515 9,933 3,135 2,717
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,146)
37 0 498 261 550 796 1,048 350 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 0.0 11.0 34.4 67.5 75.2 78.5 24.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 2 5 10 12 12
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,500
COMMITMENTS
0 2,155 0 16,245 12,805 16,245 14,960 255 1,540
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 575)
0 85 -45 645 520 600 560 -25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.1 0.0 98.5 77.6 98.5 90.7 1.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 14 22 14 24
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,917
COMMITMENTS
2,189 3,096 1,576 10,295 9,487 14,060 14,159 2,857 2,758
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,006)
-225 966 99 1,207 141 1,081 1,206 -75 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 18.3 9.3 60.9 56.1 83.1 83.7 16.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 5 14 15 20 20
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,934
COMMITMENTS
12,046 17,937 1,426 10,384 4,571 23,856 23,934 78 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,543)
209 1,484 9 1,325 50 1,543 1,543 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 74.9 6.0 43.4 19.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 3 10 7 19 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,229
COMMITMENTS
6,844 5,679 6,836 3,793 4,939 17,473 17,454 756 775
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,547)
257 -137 733 270 700 1,260 1,296 287 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 31.2 37.5 20.8 27.1 95.9 95.7 4.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 20 24 5 10 36 43
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,687
COMMITMENTS
2,775 0 120 32,437 35,567 35,332 35,687 355 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,565)
-645 0 120 3,895 3,445 3,370 3,565 195 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.3 90.9 99.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 1 25 22 29 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,840
COMMITMENTS
2,520 2,726 146 6,163 5,968 8,829 8,840 11 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 30.8 1.7 69.7 67.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 2 10 10 14 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,823
COMMITMENTS
1,771 6,095 346 12,853 9,269 14,970 15,710 853 113
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 396)
0 570 0 351 -174 351 396 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 38.5 2.2 81.2 58.6 94.6 99.3 5.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 6 4 23 16 30 25
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,439
COMMITMENTS
1,053 2,393 468 10,543 9,069 12,064 11,930 375 509
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 433)
0 23 20 395 390 415 433 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 19.2 3.8 84.8 72.9 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 4 23 22 31 31
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,569
COMMITMENTS
710 385 200 494 784 1,404 1,369 165 200
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 20)
10 30 -30 0 60 -20 60 40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 24.5 12.7 31.5 50.0 89.5 87.3 10.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 3 8 12 14 20
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,674
COMMITMENTS
1,662 1,789 98 7,491 7,754 9,251 9,641 423 33
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 305 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 18.5 1.0 77.4 80.2 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 4 11 11 15 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,081
COMMITMENTS
4,882 461 3,884 18,039 20,086 26,805 24,431 5,276 7,650
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 837)
190 0 310 292 562 792 872 45 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 1.4 12.1 56.2 62.6 83.6 76.2 16.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 4 16 16 22 20
Updated October 23, 2015