GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,340
COMMITMENTS
20,281 4,244 2,090 39,379 55,926 61,750 62,260 590 80
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,879)
48 340 587 1,202 930 1,837 1,857 42 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 6.8 3.4 63.2 89.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 6 7 39 43 48 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,780
COMMITMENTS
450 0 0 5,330 5,780 5,780 5,780 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 92.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 17 15 17
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,092
COMMITMENTS
868 183 620 7,778 8,601 9,266 9,404 826 688
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 576)
-22 -5 22 417 524 417 541 159 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.8 6.1 77.1 85.2 91.8 93.2 8.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 7 31 31 38 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,153
COMMITMENTS
115 85 277 1,142 1,138 1,534 1,500 619 653
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 37)
-45 58 7 25 -85 -13 -20 50 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.9 12.9 53.0 52.9 71.2 69.7 28.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 3 14 16 17 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,375
COMMITMENTS
1,189 569 140 5,365 6,146 6,694 6,855 681 520
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 216)
-152 -18 47 407 160 302 189 -86 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 7.7 1.9 72.7 83.3 90.8 92.9 9.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 5 36 36 42 43
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,911
COMMITMENTS
2,297 3,570 458 5,604 4,131 8,359 8,159 552 752
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 251)
137 359 -57 128 -29 208 273 43 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 40.1 5.1 62.9 46.4 93.8 91.6 6.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 7 7 28 20 39 30
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,351
COMMITMENTS
330 337 30 708 862 1,068 1,229 283 122
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 112)
0 -5 -8 80 110 72 97 40 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 24.9 2.2 52.4 63.8 79.1 91.0 20.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 1 10 9 16 14
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,158
COMMITMENTS
305 9,719 1,484 28,272 18,715 30,061 29,918 97 240
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 850)
0 -169 245 605 774 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 32.2 4.9 93.7 62.1 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 23 23 27 27
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,573
COMMITMENTS
662 1,253 295 2,988 2,489 3,945 4,037 628 536
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 245)
68 121 -12 200 152 256 261 -11 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 27.4 6.5 65.3 54.4 86.3 88.3 13.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 6 5 20 19 30 27
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 407,856
COMMITMENTS
56,030 66,175 89,233 220,022 211,603 365,285 367,011 42,571 40,845
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -7,461)
-513 2,948 -4,344 -3,581 -3,686 -8,438 -5,082 977 -2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.2 21.9 53.9 51.9 89.6 90.0 10.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
35 50 57 79 84 149 161
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,089
COMMITMENTS
1,700 500 125 41,873 51,042 43,698 51,667 13,391 5,422
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 184)
25 -250 -275 200 510 -50 -15 234 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 0.2 73.3 89.4 76.5 90.5 23.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 23 29 25 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 929,044
COMMITMENTS
255,510 477,937 226,739 380,856 181,944 863,104 886,620 65,940 42,424
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -17,033)
-2,088 3,627 -20,945 9,837 700 -13,196 -16,618 -3,837 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 51.4 24.4 41.0 19.6 92.9 95.4 7.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
97 132 135 64 58 243 252
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 692,470
COMMITMENTS
36,802 41,409 199,886 450,746 446,409 687,435 687,704 5,035 4,765
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -110,654)
-21,147 -29,255 -33,941 -54,927 -48,760 -110,016 -111,956 -638 1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.0 28.9 65.1 64.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
45 32 63 49 49 120 118
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 357,463
COMMITMENTS
153,246 127,092 51,136 148,020 173,430 352,403 351,658 5,060 5,804
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -27,190)
-7,546 -3,464 -8,334 -10,023 -15,097 -25,903 -26,894 -1,287 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 35.6 14.3 41.4 48.5 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 10 24 34 36 65 61
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 78,403
COMMITMENTS
10,593 10,748 9,465 50,845 51,073 70,903 71,286 7,500 7,117
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -22,108)
-6,243 -11,934 -2,926 -12,584 -7,618 -21,753 -22,478 -355 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 13.7 12.1 64.9 65.1 90.4 90.9 9.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 8 14 19 18 35 32
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,572,924
COMMITMENTS
654,028 53,628 113,382 769,202 1380889 1536612 1547899 36,312 25,025
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -100,861)
-58,967 -17,401 -4,379 -40,321 -75,029 -103,667 -96,809 2,806 -4,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 3.4 7.2 48.9 87.8 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 9 28 54 55 90 87
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,529
COMMITMENTS
17,389 47,415 53,370 300,112 269,792 370,871 370,577 2,658 2,952
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -66,994)
-15,804 -6,430 -20,445 -30,535 -39,883 -66,784 -66,758 -210 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.7 14.3 80.3 72.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 19 18 37 33 60 58
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 143,339
COMMITMENTS
52,732 47,024 30,280 59,252 64,904 142,264 142,208 1,075 1,131
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,586)
-223 556 -965 -16 -1,087 -1,204 -1,496 -382 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 32.8 21.1 41.3 45.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 19 21 21 21 50 48
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,200
COMMITMENTS
20,150 8,590 4,464 9,169 20,799 33,783 33,853 417 347
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,389)
-1,816 -1,658 643 -99 -347 -1,272 -1,362 -117 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 25.1 13.1 26.8 60.8 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 11 14 15 13 35 30
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 13,123
COMMITMENTS
1,780 3,323 4,985 6,352 4,813 13,117 13,121 6 2
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 996)
-11 72 597 409 327 995 996 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 25.3 38.0 48.4 36.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 10 17 13 11 31 30
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS) OPEN INTEREST: 3,407
COMMITMENTS
20 439 40 3,077 2,788 3,137 3,267 270 140
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 169)
0 0 0 49 169 49 169 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.9 1.2 90.3 81.8 92.1 95.9 7.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 17 19 19 23
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 53,023
COMMITMENTS
2,835 1,147 5,729 43,869 45,718 52,433 52,594 590 429
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,062)
-14 120 97 2,010 1,753 2,094 1,970 -32 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.2 10.8 82.7 86.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 12 11 46 59 67 76
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,227
COMMITMENTS
890 560 582 3,280 3,722 4,752 4,864 475 363
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 436)
22 -35 20 360 397 402 382 34 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 10.7 11.1 62.8 71.2 90.9 93.1 9.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 5 24 25 30 32
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 411,428
COMMITMENTS
3,163 0 0 408,265 411,428 411,428 411,428 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 0)
0 -9,088 0 0 9,088 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.2 100.0 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 155,547
COMMITMENTS
10,949 1,595 2,822 141,521 151,130 155,292 155,547 255 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 8,570)
580 0 -1,204 9,194 9,774 8,570 8,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.0 1.8 91.0 97.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 19 28 21
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,093,205
COMMITMENTS
46,800 0 0 3046405 3093175 3093205 3093175 0 30
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 97,142)
46,800 -169,560 0 50,342 266,702 97,142 97,142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 29)
1 0 0 22 20 23 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,197
COMMITMENTS
483 0 0 69,714 70,197 70,197 70,197 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 4,315)
-945 0 -1,915 7,175 6,230 4,315 4,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 24)
1 0 0 15 18 16 18
NYISO ZONE G 5 MW PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,064
COMMITMENTS
0 0 0 22,809 23,064 22,809 23,064 255 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 10 15 10
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,507,820
COMMITMENTS
5,814 0 0 1502006 1507820 1507820 1507820 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 218,268)
-23,800 0 -70,560 312,628 288,828 218,268 218,268 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 11 19 11
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 204,480
COMMITMENTS
0 0 0 204,480 204,480 204,480 204,480 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 13 10 13 10
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,306
COMMITMENTS
585 0 13 23,566 24,158 24,164 24,171 142 135
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,171)
226 -62 0 5,945 6,233 6,171 6,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.1 97.0 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 26 27 28 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 81,625
COMMITMENTS
1,240 8,429 1,567 77,784 71,178 80,591 81,174 1,034 451
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 239)
-188 14 76 306 159 194 249 45 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.3 1.9 95.3 87.2 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
6 6 7 57 55 67 66
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,536
COMMITMENTS
0 526 0 21,941 21,786 21,941 22,312 595 224
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 97.4 96.7 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 17 16 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,802
COMMITMENTS
2,870 7,080 119 31,444 26,936 34,433 34,135 369 667
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,404)
-48 51 -27 1,489 1,380 1,414 1,404 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 20.3 0.3 90.4 77.4 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 3 32 31 39 38
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,626
COMMITMENTS
405 971 785 8,324 7,411 9,514 9,167 112 459
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 150)
0 99 -105 235 96 130 90 20 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 10.1 8.2 86.5 77.0 98.8 95.2 1.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 4 23 21 29 25
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,810
COMMITMENTS
0 844 153 9,612 9,639 9,765 10,636 1,045 174
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 133)
0 -15 15 118 118 133 118 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 1.4 88.9 89.2 90.3 98.4 9.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 23 23 25 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,459,756
COMMITMENTS
498,087 199,429 966,223 910,201 1208980 2374512 2374632 85,245 85,124
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 24,047)
-3,800 -4,541 8,884 11,788 21,465 16,871 25,807 7,176 -1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 8.1 39.3 37.0 49.2 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
162 131 219 101 111 367 371
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,153
COMMITMENTS
36,443 11,475 29,374 47,080 72,218 112,896 113,066 2,257 2,087
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -10,074)
-2,933 -5,430 183 -6,315 -4,260 -9,066 -9,508 -1,008 -566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 10.0 25.5 40.9 62.7 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 9 11 18 18 29 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,208
COMMITMENTS
71,384 8,733 2,617 47,144 73,922 121,145 85,272 17,063 52,936
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 710)
214 267 0 259 187 473 454 237 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 6.3 1.9 34.1 53.5 87.7 61.7 12.3 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 4 3 15 18 22 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,383
COMMITMENTS
3,114 261 9,652 5,017 7,444 17,783 17,357 600 1,026
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -222)
-252 -6 202 -180 -449 -230 -253 7 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.4 52.5 27.3 40.5 96.7 94.4 3.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 2 10 10 11 24 21
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,562
COMMITMENTS
25,305 1,087 34,828 112,587 128,946 172,720 164,860 6,842 14,702
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,012)
311 89 276 1,267 1,034 1,854 1,399 158 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.6 19.4 62.7 71.8 96.2 91.8 3.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 10 23 23 33 33
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,073
COMMITMENTS
16,284 74,761 76,010 85,440 27,285 177,735 178,056 7,339 7,017
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 12,363)
-229 -349 11,749 -940 -129 10,580 11,271 1,783 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 40.4 41.1 46.2 14.7 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 8 23 17 16 44 40
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,366
COMMITMENTS
3,397 839 7,432 33,423 30,982 44,252 39,253 10,114 15,113
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 706)
169 -6 96 418 552 683 642 22 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.5 13.7 61.5 57.0 81.4 72.2 18.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 4 14 14 20 18
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,466
COMMITMENTS
25,570 7,190 74,420 36,087 54,007 136,077 135,616 389 849
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -10,217)
-6,088 -706 -1,647 -2,467 -7,721 -10,202 -10,074 -15 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 5.3 54.5 26.4 39.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 7 9 14 16 24
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,745
COMMITMENTS
360 0 0 13,290 13,715 13,650 13,715 95 30
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 819)
0 0 0 819 819 819 819 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.7 99.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 17 15 18 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,776
COMMITMENTS
18,308 9,267 1,524 7,640 16,406 27,472 27,197 1,305 1,580
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 163)
128 -2,782 247 -210 3,130 165 595 -1 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 32.2 5.3 26.5 57.0 95.5 94.5 4.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
49 48 11 27 35 81 89
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,583
COMMITMENTS
52,998 33,014 2,043 15,669 37,273 70,710 72,330 5,873 4,253
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -3,110)
-1,386 1,173 -829 -330 -3,076 -2,544 -2,732 -566 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 43.1 2.7 20.5 48.7 92.3 94.4 7.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
119 86 25 35 30 168 130
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 377,630
COMMITMENTS
112,752 47,253 72,086 174,523 235,895 359,361 355,233 18,269 22,397
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -19,304)
-2,864 -2,596 -5,436 -10,682 -12,983 -18,982 -21,015 -323 1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 12.5 19.1 46.2 62.5 95.2 94.1 4.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
69 53 70 84 95 192 185
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,002
COMMITMENTS
4,539 501 918 6,088 9,355 11,545 10,774 2,457 3,228
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 125)
140 0 -15 0 -80 125 -95 0 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 3.6 6.6 43.5 66.8 82.5 76.9 17.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 3 12 10 19 13
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,805
COMMITMENTS
0 2,700 0 19,035 15,310 19,035 18,010 770 1,795
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,185)
0 55 0 1,335 1,345 1,335 1,400 -150 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 0.0 96.1 77.3 96.1 90.9 3.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 15 23 15 25
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,146
COMMITMENTS
170 747 675 7,063 5,989 7,908 7,411 1,238 1,735
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,239)
170 289 105 827 745 1,102 1,139 137 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.2 7.4 77.2 65.5 86.5 81.0 13.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 12 18 15
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,332
COMMITMENTS
3,636 832 3,525 9,415 13,276 16,576 17,633 2,756 1,699
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -5)
334 -917 -310 -29 1,060 -5 -167 0 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 4.3 18.2 48.7 68.7 85.7 91.2 14.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 5 15 19 21 24
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,446
COMMITMENTS
596 237 578 3,702 4,437 4,876 5,252 2,570 2,194
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 343)
89 43 83 192 -27 364 99 -21 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.2 7.8 49.7 59.6 65.5 70.5 34.5 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 5 12 12 18 17
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,230
COMMITMENTS
12,732 17,757 1,092 9,339 4,381 23,163 23,230 67 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,387)
955 280 427 5 680 1,387 1,387 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 76.4 4.7 40.2 18.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 7 2 12 8 21 16
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,711
COMMITMENTS
7,635 7,040 6,839 3,763 4,380 18,237 18,259 474 452
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 346)
-154 -332 756 12 -10 614 414 -268 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 37.6 36.6 20.1 23.4 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 22 27 5 9 39 45
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 13,454
COMMITMENTS
2,461 3,344 8,377 2,600 1,733 13,438 13,454 16 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,046)
306 462 552 193 32 1,050 1,046 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 24.9 62.3 19.3 12.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 11 13 5 5 18 21
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,533
COMMITMENTS
3,838 0 0 34,575 38,533 38,413 38,533 120 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,546)
270 0 0 2,336 2,556 2,606 2,556 -60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 89.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 0 0 25 24 31 24
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,076
COMMITMENTS
2,540 2,771 176 6,348 6,129 9,064 9,076 12 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 17)
0 25 -8 25 0 17 17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 30.5 1.9 69.9 67.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 5 3 12 10 17 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,121
COMMITMENTS
1,694 5,685 348 13,102 9,992 15,144 16,025 977 96
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 604)
15 475 25 554 104 594 604 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 35.3 2.2 81.3 62.0 93.9 99.4 6.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 6 4 22 18 29 26
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,356
COMMITMENTS
1,770 2,171 592 10,399 10,327 12,761 13,090 595 266
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 422)
62 -141 54 306 501 422 414 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.3 4.4 77.9 77.3 95.5 98.0 4.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 7 8 21 24 34 34
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,310
COMMITMENTS
991 470 310 914 1,270 2,215 2,050 95 260
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 120)
120 -10 20 30 100 170 110 -50 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 20.3 13.4 39.6 55.0 95.9 88.7 4.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 9 6 13 13 24 24
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,832
COMMITMENTS
1,632 1,732 152 7,604 7,908 9,388 9,792 444 40
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 17.6 1.5 77.3 80.4 95.5 99.6 4.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 11 10 15 16
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,633
COMMITMENTS
4,423 1,538 3,152 19,694 21,052 27,269 25,742 5,364 6,891
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 149)
17 -840 -102 -98 98 -183 -844 332 993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 4.7 9.7 60.3 64.5 83.6 78.9 16.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 4 17 20 22 24
Updated October 2, 2015