GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,287
COMMITMENTS
20,658 4,040 2,166 35,890 52,785 58,714 58,991 573 296
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,053)
377 -204 76 -3,489 -3,141 -3,036 -3,269 -17 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 6.8 3.7 60.5 89.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 7 7 34 41 42 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,626
COMMITMENTS
450 0 0 5,176 5,626 5,626 5,626 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -154)
0 0 0 -154 -154 -154 -154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 92.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 16 17 16
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,756
COMMITMENTS
274 335 500 7,315 7,195 8,089 8,030 667 726
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,336)
-594 152 -120 -463 -1,406 -1,177 -1,374 -159 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.8 5.7 83.5 82.2 92.4 91.7 7.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 5 31 29 36 35
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,723
COMMITMENTS
989 446 141 4,020 4,732 5,150 5,319 573 404
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,652)
-200 -123 1 -1,345 -1,414 -1,544 -1,536 -108 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 7.8 2.5 70.2 82.7 90.0 92.9 10.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 4 30 30 36 36
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,814
COMMITMENTS
1,639 2,441 433 4,235 3,283 6,307 6,157 507 657
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,097)
-658 -1,129 -25 -1,369 -848 -2,052 -2,002 -45 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 35.8 6.4 62.2 48.2 92.6 90.4 7.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 5 7 24 19 35 28
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 925
COMMITMENTS
150 275 23 520 539 693 837 232 88
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -426)
-180 -62 -7 -188 -323 -375 -392 -51 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 29.7 2.5 56.2 58.3 74.9 90.5 25.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 2 10 8 15 14
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,258
COMMITMENTS
325 9,321 1,601 26,266 17,096 28,192 28,018 66 240
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,900)
20 -398 117 -2,006 -1,619 -1,869 -1,900 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 33.0 5.7 93.0 60.5 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,565
COMMITMENTS
527 1,257 145 2,227 1,708 2,899 3,110 666 455
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,008)
-135 4 -150 -761 -781 -1,046 -927 38 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 35.3 4.1 62.5 47.9 81.3 87.2 18.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 4 16 14 25 21
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 409,889
COMMITMENTS
55,121 58,753 88,799 217,954 219,577 361,873 367,129 48,016 42,761
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 2,033)
-909 -7,423 -434 -2,068 7,975 -3,411 118 5,445 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 14.3 21.7 53.2 53.6 88.3 89.6 11.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
37 50 58 79 84 151 160
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,587
COMMITMENTS
1,750 500 25 36,739 45,234 38,514 45,759 13,073 5,828
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,502)
50 0 -100 -5,134 -5,808 -5,184 -5,908 -318 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.0 0.0 71.2 87.7 74.7 88.7 25.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 22 25 24 27
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 974,749
COMMITMENTS
266,843 490,464 247,620 390,183 190,059 904,646 928,144 70,102 46,605
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 45,705)
11,333 12,527 20,882 9,327 8,115 41,542 41,523 4,163 4,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 50.3 25.4 40.0 19.5 92.8 95.2 7.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
97 143 139 62 52 247 256
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 741,114
COMMITMENTS
38,338 42,485 226,529 470,625 466,832 735,492 735,846 5,622 5,268
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 48,644)
1,536 1,075 26,643 19,879 20,423 48,057 48,141 587 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.7 30.6 63.5 63.0 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
46 30 63 48 48 119 116
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 359,564
COMMITMENTS
146,095 140,267 49,071 158,609 163,917 353,776 353,255 5,788 6,309
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 2,101)
-7,150 13,175 -2,065 10,589 -9,514 1,373 1,596 728 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 39.0 13.6 44.1 45.6 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 10 26 34 35 67 62
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 83,106
COMMITMENTS
11,847 10,363 11,717 51,491 54,724 75,055 76,804 8,051 6,302
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 4,703)
1,254 -385 2,252 646 3,651 4,152 5,518 551 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 12.5 14.1 62.0 65.8 90.3 92.4 9.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 10 15 21 20 39 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,594,198
COMMITMENTS
660,547 57,282 117,848 778,304 1395741 1556699 1570871 37,499 23,327
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 21,274)
6,519 3,654 4,466 9,102 14,852 20,087 22,972 1,187 -1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 3.6 7.4 48.8 87.6 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 9 28 54 54 91 85
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,501
COMMITMENTS
17,854 54,455 51,347 305,496 268,492 374,697 374,294 2,804 3,207
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,972)
465 7,040 -2,023 5,384 -1,300 3,826 3,717 146 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 14.4 13.6 80.9 71.1 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 21 22 39 33 67 60
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 151,025
COMMITMENTS
58,530 50,912 32,837 58,459 65,960 149,826 149,709 1,199 1,316
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 7,686)
5,798 3,888 2,557 -793 1,056 7,562 7,501 124 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 33.7 21.7 38.7 43.7 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 18 24 21 21 52 48
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 37,425
COMMITMENTS
22,415 9,785 5,130 9,373 22,043 36,918 36,958 507 467
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,225)
2,265 1,195 666 204 1,244 3,135 3,105 90 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 26.1 13.7 25.0 58.9 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 12 14 16 12 36 30
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,692
COMMITMENTS
2,049 3,686 4,301 6,337 4,703 12,688 12,691 4 1
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -431)
270 364 -684 -15 -110 -429 -430 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 29.0 33.9 49.9 37.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 8 17 13 11 32 29
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 45,141
COMMITMENTS
3,087 1,224 5,533 35,887 37,950 44,506 44,707 635 434
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -7,882)
252 78 -196 -7,982 -7,769 -7,926 -7,887 45 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.7 12.3 79.5 84.1 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 11 11 48 57 67 74
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,417
COMMITMENTS
692 343 489 2,602 3,255 3,783 4,087 634 330
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -810)
-198 -217 -93 -678 -467 -969 -777 159 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 7.8 11.1 58.9 73.7 85.6 92.5 14.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 4 22 24 27 30
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 406,492
COMMITMENTS
1,987 0 0 404,505 406,492 406,492 406,492 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -4,936)
-1,176 0 0 -3,760 -4,936 -4,936 -4,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 152,558
COMMITMENTS
10,974 1,485 2,848 138,480 148,224 152,303 152,558 255 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,989)
26 -110 26 -3,041 -2,905 -2,989 -2,989 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.0 1.9 90.8 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 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,009,002
COMMITMENTS
46,800 0 0 2962202 3008972 3009002 3008972 0 30
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -84,203)
0 0 0 -84,203 -84,203 -84,203 -84,203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 100.0 100.0 100.0 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 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,724
COMMITMENTS
461 0 0 70,263 70,724 70,724 70,724 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 527)
-22 0 0 549 527 527 527 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: 23)
1 0 0 15 17 16 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,600,476
COMMITMENTS
5,422 0 0 1595054 1600476 1600476 1600476 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 92,656)
-392 0 0 93,048 92,656 92,656 92,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 11 19 11
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,958
COMMITMENTS
431 0 9 21,386 21,616 21,826 21,625 132 333
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,348)
-154 0 -4 -2,180 -2,542 -2,338 -2,546 -10 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.4 98.4 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 24 24 26 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 79,946
COMMITMENTS
813 8,316 1,389 76,724 69,770 78,926 79,475 1,020 471
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,679)
-427 -113 -178 -1,060 -1,408 -1,665 -1,699 -14 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.4 1.7 96.0 87.3 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
5 4 7 55 52 64 61
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,179
COMMITMENTS
0 480 0 21,594 21,479 21,594 21,959 585 220
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -357)
0 -46 0 -347 -307 -347 -353 -10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 97.4 96.8 97.4 99.0 2.6 1.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,799
COMMITMENTS
2,700 6,639 122 31,616 27,320 34,438 34,081 361 718
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3)
-170 -441 3 172 384 5 -54 -8 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 19.1 0.4 90.9 78.5 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 2 32 31 37 37
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,307
COMMITMENTS
380 297 643 7,194 6,903 8,217 7,843 90 464
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,319)
-25 -674 -142 -1,130 -508 -1,297 -1,324 -22 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.6 7.7 86.6 83.1 98.9 94.4 1.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 4 22 17 28 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,033
COMMITMENTS
0 959 129 9,875 9,823 10,004 10,911 1,029 122
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 223)
0 115 -24 263 184 239 275 -16 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 1.2 89.5 89.0 90.7 98.9 9.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 19 23 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,534,662
COMMITMENTS
502,119 199,138 993,584 951,736 1250402 2447439 2443123 87,223 91,538
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 74,905)
4,033 -291 27,360 41,534 41,422 72,927 68,491 1,978 6,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.9 39.2 37.5 49.3 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
154 155 236 99 109 384 385
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,724
COMMITMENTS
39,020 13,283 29,978 49,412 75,305 118,410 118,566 2,314 2,157
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,570)
2,577 1,809 604 2,332 3,087 5,513 5,500 57 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 11.0 24.8 40.9 62.4 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 11 18 18 29 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,309
COMMITMENTS
71,568 7,563 2,981 39,927 63,304 114,476 73,848 16,833 57,461
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,899)
184 -1,170 364 -7,217 -10,618 -6,669 -11,424 -230 4,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 5.8 2.3 30.4 48.2 87.2 56.2 12.8 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 4 12 16 20 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,446
COMMITMENTS
2,409 291 9,291 5,155 6,843 16,855 16,425 591 1,020
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -938)
-705 30 -361 138 -601 -929 -932 -9 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 1.7 53.3 29.5 39.2 96.6 94.2 3.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 4 10 10 11 24 21
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 162,229
COMMITMENTS
22,178 1,410 30,904 103,670 117,979 156,752 150,293 5,476 11,936
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -17,333)
-3,127 323 -3,924 -8,917 -10,967 -15,968 -14,568 -1,366 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.9 19.0 63.9 72.7 96.6 92.6 3.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 2 11 23 23 34 34
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,782
COMMITMENTS
15,460 74,111 81,115 85,797 27,499 182,372 182,726 8,410 8,057
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,709)
-824 -649 5,105 356 214 4,637 4,669 1,072 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 38.8 42.5 45.0 14.4 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 12 25 15 16 44 42
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,041
COMMITMENTS
4,895 879 1,434 1,546 5,596 7,874 7,908 166 133
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 10.9 17.8 19.2 69.6 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 5 12 14 17 20
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,161
COMMITMENTS
27,051 7,910 75,438 38,296 56,890 140,785 140,237 376 924
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 4,695)
1,480 720 1,018 2,209 2,883 4,707 4,621 -12 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 5.6 53.4 27.1 40.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 7 10 15 17 25
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,285
COMMITMENTS
360 0 0 13,830 14,255 14,190 14,255 95 30
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 540 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 96.8 99.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 14 18 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,375
COMMITMENTS
18,775 7,133 1,613 7,499 19,137 27,888 27,883 1,487 1,492
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 598)
468 -2,135 89 -141 2,731 416 686 182 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 24.3 5.5 25.5 65.1 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
53 46 16 30 35 92 88
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,000
COMMITMENTS
51,493 31,337 2,149 16,099 38,718 69,742 72,204 6,258 3,796
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -584)
-1,505 -1,677 106 430 1,444 -968 -127 385 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 41.2 2.8 21.2 50.9 91.8 95.0 8.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
114 78 28 37 36 167 128
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,144
COMMITMENTS
111,315 43,391 72,190 162,143 229,325 345,648 344,905 19,496 20,238
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -12,486)
-1,437 -3,862 104 -12,380 -6,570 -13,713 -10,328 1,227 -2,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 11.9 19.8 44.4 62.8 94.7 94.5 5.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
70 52 70 79 94 187 185
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,430
COMMITMENTS
0 2,140 0 14,250 10,860 14,250 13,000 180 1,430
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,375)
0 -560 0 -4,785 -4,450 -4,785 -5,010 -590 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.8 0.0 98.8 75.3 98.8 90.1 1.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 13 20 13 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,750
COMMITMENTS
2,402 1,380 2,089 8,084 9,096 12,575 12,565 3,175 3,185
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,582)
-1,234 548 -1,436 -1,331 -4,180 -4,001 -5,068 419 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 8.8 13.3 51.3 57.8 79.8 79.8 20.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 4 12 14 17 18
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,881
COMMITMENTS
11,442 16,093 1,467 8,894 4,321 21,803 21,881 78 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,349)
-1,290 -1,664 375 -445 -60 -1,360 -1,349 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 73.5 6.7 40.6 19.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 2 10 7 18 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,538
COMMITMENTS
6,567 5,746 6,009 3,523 4,289 16,099 16,044 439 494
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,173)
-1,068 -1,294 -830 -240 -91 -2,138 -2,215 -35 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 34.7 36.3 21.3 25.9 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 20 21 5 9 33 40
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 12,272
COMMITMENTS
2,105 2,947 7,780 2,379 1,545 12,264 12,272 8 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,182)
-357 -397 -597 -221 -188 -1,174 -1,182 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 24.0 63.4 19.4 12.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 9 12 5 5 17 19
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,872
COMMITMENTS
3,425 0 0 28,332 31,872 31,757 31,872 115 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,661)
-413 0 0 -6,243 -6,661 -6,656 -6,661 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 88.9 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 0 25 23 30 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,815
COMMITMENTS
2,520 2,751 121 6,163 5,943 8,804 8,815 11 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -261)
-20 -20 -55 -185 -186 -260 -261 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 31.2 1.4 69.9 67.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,334
COMMITMENTS
1,687 5,232 339 12,471 9,641 14,497 15,212 837 122
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -787)
-7 -453 -9 -631 -351 -647 -813 -140 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 34.1 2.2 81.3 62.9 94.5 99.2 5.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 6 4 23 16 29 25
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,793
COMMITMENTS
1,053 2,406 313 10,034 8,529 11,400 11,248 393 545
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,563)
-717 235 -279 -365 -1,798 -1,361 -1,842 -202 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 20.4 2.7 85.1 72.3 96.7 95.4 3.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 3 22 22 29 31
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,419
COMMITMENTS
570 355 230 494 634 1,294 1,219 125 200
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -891)
-421 -115 -80 -420 -636 -921 -831 30 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 25.0 16.2 34.8 44.7 91.2 85.9 8.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 3 8 9 14 16
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,360
COMMITMENTS
1,662 1,689 114 7,161 7,524 8,937 9,327 423 33
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -472)
30 -43 -38 -443 -384 -451 -465 -21 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 18.0 1.2 76.5 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 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,408
COMMITMENTS
4,142 1,266 2,769 17,141 18,059 24,052 22,094 5,356 7,314
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,225)
-281 -272 -383 -2,553 -2,993 -3,217 -3,648 -8 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.3 9.4 58.3 61.4 81.8 75.1 18.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 3 15 16 19 19
Updated October 9, 2015