GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,709
COMMITMENTS
21,109 3,769 2,922 40,105 57,724 64,136 64,415 573 294
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,460)
117 -405 624 2,729 3,251 3,470 3,470 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 5.8 4.5 62.0 89.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 7 7 35 40 43 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,722
COMMITMENTS
450 0 0 5,272 5,722 5,722 5,722 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 102)
0 0 0 102 102 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 92.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 16 18 16
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,356
COMMITMENTS
407 424 492 7,708 7,724 8,607 8,640 749 716
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 223)
42 99 -64 87 149 65 184 158 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.5 5.3 82.4 82.6 92.0 92.3 8.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 5 33 32 39 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,804
COMMITMENTS
216 136 222 952 918 1,390 1,276 414 528
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 23)
-5 10 -15 51 43 31 38 -8 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 7.5 12.3 52.8 50.9 77.1 70.7 22.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 4 13 13 17 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,267
COMMITMENTS
931 450 176 4,563 5,282 5,670 5,908 597 359
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 424)
-25 14 60 372 331 407 405 17 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 7.2 2.8 72.8 84.3 90.5 94.3 9.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 2 33 32 38 37
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,532
COMMITMENTS
2,036 2,633 407 4,620 3,843 7,063 6,883 469 649
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 412)
160 10 -41 334 319 453 288 -41 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 35.0 5.4 61.3 51.0 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 5 7 27 22 38 31
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,052
COMMITMENTS
150 366 5 640 549 795 920 257 132
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 52)
0 70 -18 80 0 62 52 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 34.8 0.5 60.8 52.2 75.6 87.5 24.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 1 11 9 15 14
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,903
COMMITMENTS
325 9,025 1,882 27,630 18,756 29,837 29,663 66 240
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 800)
0 -460 241 559 1,019 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 30.2 6.3 92.4 62.7 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 23 22 27 24
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,901
COMMITMENTS
444 1,249 253 2,499 1,875 3,196 3,377 705 524
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 119)
-47 -22 67 60 35 80 80 39 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 32.0 6.5 64.1 48.1 81.9 86.6 18.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 4 17 15 26 22
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 418,694
COMMITMENTS
57,695 68,410 86,916 223,622 216,993 368,233 372,319 50,461 46,375
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 17,644)
5,541 3,044 -3,098 12,460 15,100 14,903 15,046 2,741 2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 16.3 20.8 53.4 51.8 87.9 88.9 12.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
35 61 58 81 79 156 163
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,047
COMMITMENTS
1,925 500 450 37,502 48,257 39,877 49,207 14,170 4,840
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,527)
175 0 425 -71 1,603 529 2,028 998 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.9 0.8 69.4 89.3 73.8 91.0 26.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 22 25 25 28
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,028,235
COMMITMENTS
266,056 484,181 300,201 391,198 198,499 957,455 982,881 70,780 45,354
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 26,053)
5,469 2,659 26,867 -6,926 -987 25,411 28,538 642 -2,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 47.1 29.2 38.0 19.3 93.1 95.6 6.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
103 144 152 63 51 257 266
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 782,763
COMMITMENTS
37,752 44,303 248,886 491,829 485,483 778,467 778,672 4,296 4,091
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 45,235)
-583 3,365 24,262 21,726 17,862 45,405 45,489 -170 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.7 31.8 62.8 62.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
48 34 66 50 48 124 122
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 363,731
COMMITMENTS
135,793 146,569 54,936 167,408 156,188 358,136 357,693 5,595 6,038
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,706)
-6,421 2,065 4,353 910 -7,834 -1,158 -1,416 -549 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 40.3 15.1 46.0 42.9 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 11 28 38 35 73 64
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 90,956
COMMITMENTS
12,620 12,921 14,467 56,514 58,778 83,601 86,166 7,355 4,790
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 4,518)
1,520 1,417 2,018 2,326 3,550 5,864 6,985 -1,346 -2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.2 15.9 62.1 64.6 91.9 94.7 8.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 15 19 22 22 45 42
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,629,893
COMMITMENTS
670,941 62,383 124,057 797,355 1419238 1592353 1605678 37,540 24,215
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 15,402)
3,237 5,318 6,297 5,316 3,336 14,850 14,951 552 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 3.8 7.6 48.9 87.1 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 11 27 56 56 93 87
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,095
COMMITMENTS
20,987 56,602 50,847 307,165 272,590 378,999 380,039 2,096 1,056
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -854)
2,083 1,935 -3,569 595 841 -891 -793 37 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 14.9 13.3 80.6 71.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 23 26 40 35 74 67
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 150,031
COMMITMENTS
60,891 51,202 31,166 56,923 66,468 148,980 148,836 1,051 1,195
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 42)
-894 -447 60 941 359 107 -28 -65 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 34.1 20.8 37.9 44.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 18 23 21 21 51 49
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,546
COMMITMENTS
22,689 9,754 6,263 10,019 22,949 38,971 38,966 575 580
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 734)
154 634 43 609 -86 806 591 -72 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 24.7 15.8 25.3 58.0 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 12 15 17 13 39 32
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 14,266
COMMITMENTS
2,088 3,595 5,363 6,806 5,305 14,258 14,264 8 2
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 675)
172 97 297 205 281 674 675 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 25.2 37.6 47.7 37.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 17 14 11 34 29
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 16,168
COMMITMENTS
2,594 8,482 6,084 7,490 1,602 16,168 16,168 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 52.5 37.6 46.3 9.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 8 8 4 19 13
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,105
COMMITMENTS
3,601 1,181 6,400 35,462 38,177 45,463 45,758 642 347
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,377)
280 -116 704 299 855 1,283 1,443 94 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 2.6 13.9 76.9 82.8 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 12 10 47 59 67 76
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,017
COMMITMENTS
759 468 561 2,864 3,683 4,184 4,712 833 305
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 249)
0 20 19 175 270 194 309 55 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.3 11.2 57.1 73.4 83.4 93.9 16.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 4 25 28 30 34
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 411,171
COMMITMENTS
1,987 0 0 409,184 411,171 411,171 411,171 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 158,853
COMMITMENTS
10,964 1,485 2,840 144,794 154,528 158,598 158,853 255 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 7,560)
-5 0 -4 7,569 7,564 7,560 7,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.9 1.8 91.2 97.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 20 28 22
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,066,289
COMMITMENTS
46,800 0 0 3019489 3066259 3066289 3066259 0 30
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 72,853)
0 0 0 72,853 72,853 72,853 72,853 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 31)
1 0 0 24 20 25 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,898
COMMITMENTS
461 0 0 69,437 69,898 69,898 69,898 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -826)
0 0 0 -826 -826 -826 -826 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,630,465
COMMITMENTS
5,422 0 0 1625043 1630465 1630465 1630465 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 11,412)
0 0 0 11,412 11,412 11,412 11,412 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 12 19 12
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 265,890
COMMITMENTS
0 0 0 265,890 265,890 265,890 265,890 0 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 802)
0 0 0 802 802 802 802 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 14 10 14 10
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,835
COMMITMENTS
591 0 0 23,112 23,492 23,703 23,492 132 343
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -59)
60 0 -9 -110 -60 -59 -69 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.0 98.6 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 25 25 27 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 84,736
COMMITMENTS
1,131 8,611 1,449 81,080 74,212 83,660 84,272 1,076 464
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,322)
-49 128 46 1,252 1,149 1,249 1,323 73 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.2 1.7 95.7 87.6 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 5 6 58 54 67 63
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,368
COMMITMENTS
0 480 0 22,663 22,668 22,663 23,148 705 220
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 514)
0 0 0 394 514 394 514 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 97.0 97.0 97.0 99.1 3.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 17 17 17 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,239
COMMITMENTS
2,778 6,619 156 31,954 27,791 34,888 34,566 351 673
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 893)
25 -30 -11 879 919 893 878 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 18.8 0.4 90.7 78.9 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 3 34 31 40 38
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,624
COMMITMENTS
380 418 583 7,550 7,149 8,513 8,150 111 474
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 290)
0 106 -82 361 256 279 280 11 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.8 6.8 87.5 82.9 98.7 94.5 1.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 24 18 29 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,391
COMMITMENTS
0 998 123 11,246 11,096 11,369 12,217 1,022 174
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 877)
0 -27 11 866 871 877 855 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 1.0 90.8 89.5 91.8 98.6 8.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 20 19 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,406,985
COMMITMENTS
507,921 197,932 901,253 906,498 1230911 2315672 2330097 91,312 76,888
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -94,965)
5,357 11,083 -54,543 -41,577 -45,013 -90,763 -88,473 -4,202 -6,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 8.2 37.4 37.7 51.1 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
172 122 215 97 106 364 362
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,561
COMMITMENTS
42,673 11,186 21,907 37,718 69,367 102,298 102,460 2,263 2,101
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -15,681)
2,229 -5,261 -7,645 -10,277 -2,769 -15,693 -15,675 12 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 10.7 21.0 36.1 66.3 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 9 16 17 26 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,562
COMMITMENTS
73,518 10,695 4,231 42,722 65,081 120,471 80,007 16,091 56,555
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 589)
610 265 -22 -192 -135 396 108 193 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 7.8 3.1 31.3 47.7 88.2 58.6 11.8 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 5 12 16 21 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,864
COMMITMENTS
2,383 295 9,573 5,001 6,637 16,957 16,505 907 1,358
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 241)
431 48 -12 -191 159 228 195 12 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.7 53.6 28.0 37.2 94.9 92.4 5.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 2 10 10 12 24 22
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,974
COMMITMENTS
26,169 1,446 30,743 105,601 123,232 162,513 155,421 5,461 12,554
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 861)
371 59 -24 829 627 1,176 662 -315 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.9 18.3 62.9 73.4 96.7 92.5 3.3 7.5
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 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 182,694
COMMITMENTS
15,901 73,786 76,190 82,941 25,515 175,033 175,491 7,662 7,203
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,719)
-364 -1,067 540 -2,278 -887 -2,102 -1,414 384 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 40.4 41.7 45.4 14.0 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 12 24 15 16 42 41
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,624
COMMITMENTS
4,102 508 642 838 4,305 5,582 5,454 43 170
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,762)
-1,094 -299 -406 -235 -1,064 -1,735 -1,770 -27 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 9.0 11.4 14.9 76.5 99.2 97.0 0.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 5 9 14 14 20
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,153
COMMITMENTS
23,626 6,819 90,486 32,736 48,728 146,848 146,033 305 1,120
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -8,916)
-853 -2,325 -2,457 -5,450 -4,605 -8,760 -9,387 -157 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.6 61.5 22.2 33.1 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 7 11 15 18 24
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,551
COMMITMENTS
360 0 0 12,121 12,536 12,481 12,536 70 15
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -1,658)
0 0 0 -1,633 -1,463 -1,633 -1,463 -25 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 96.6 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 16 19 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,739
COMMITMENTS
18,125 6,439 1,425 7,237 19,465 26,786 27,329 1,953 1,410
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 356)
-75 119 -82 -41 308 -199 345 555 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 22.4 5.0 25.2 67.7 93.2 95.1 6.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
59 43 17 32 34 98 88
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,145
COMMITMENTS
50,360 20,102 2,517 13,642 46,270 66,519 68,889 5,626 3,255
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -904)
-853 -4,454 68 -126 3,421 -911 -965 7 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 27.9 3.5 18.9 64.1 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
109 63 23 33 39 155 113
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 354,899
COMMITMENTS
111,318 55,140 66,470 159,000 210,648 336,789 332,258 18,110 22,641
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -4,727)
859 6,207 -5,415 -426 -6,420 -4,982 -5,628 255 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 15.5 18.7 44.8 59.4 94.9 93.6 5.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
70 57 75 79 92 186 192
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,650
COMMITMENTS
3,777 0 1,391 4,347 8,542 9,515 9,933 3,135 2,717
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,146)
37 0 498 261 550 796 1,048 350 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 0.0 11.0 34.4 67.5 75.2 78.5 24.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 2 5 10 12 12
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,500
COMMITMENTS
0 2,155 0 16,245 12,805 16,245 14,960 255 1,540
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 575)
0 85 -45 645 520 600 560 -25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 0.0 98.5 77.6 98.5 90.7 1.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 14 22 14 24
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,917
COMMITMENTS
2,189 3,096 1,576 10,295 9,487 14,060 14,159 2,857 2,758
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,006)
-225 966 99 1,207 141 1,081 1,206 -75 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 18.3 9.3 60.9 56.1 83.1 83.7 16.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 5 14 15 20 20
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,934
COMMITMENTS
12,046 17,937 1,426 10,384 4,571 23,856 23,934 78 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,543)
209 1,484 9 1,325 50 1,543 1,543 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 74.9 6.0 43.4 19.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 3 10 7 19 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,229
COMMITMENTS
6,844 5,679 6,836 3,793 4,939 17,473 17,454 756 775
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,547)
257 -137 733 270 700 1,260 1,296 287 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 31.2 37.5 20.8 27.1 95.9 95.7 4.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 20 24 5 10 36 43
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,687
COMMITMENTS
2,775 0 120 32,437 35,567 35,332 35,687 355 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,565)
-645 0 120 3,895 3,445 3,370 3,565 195 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.3 90.9 99.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 1 25 22 29 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,840
COMMITMENTS
2,520 2,726 146 6,163 5,968 8,829 8,840 11 0
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 30.8 1.7 69.7 67.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 2 10 10 14 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,823
COMMITMENTS
1,771 6,095 346 12,853 9,269 14,970 15,710 853 113
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 396)
0 570 0 351 -174 351 396 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 38.5 2.2 81.2 58.6 94.6 99.3 5.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 6 4 23 16 30 25
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,439
COMMITMENTS
1,053 2,393 468 10,543 9,069 12,064 11,930 375 509
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 433)
0 23 20 395 390 415 433 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 19.2 3.8 84.8 72.9 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 4 23 22 31 31
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,569
COMMITMENTS
710 385 200 494 784 1,404 1,369 165 200
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 20)
10 30 -30 0 60 -20 60 40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 24.5 12.7 31.5 50.0 89.5 87.3 10.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 3 8 12 14 20
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,674
COMMITMENTS
1,662 1,789 98 7,491 7,754 9,251 9,641 423 33
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 305 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 18.5 1.0 77.4 80.2 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 4 11 11 15 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,081
COMMITMENTS
4,882 461 3,884 18,039 20,086 26,805 24,431 5,276 7,650
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 837)
190 0 310 292 562 792 872 45 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.4 12.1 56.2 62.6 83.6 76.2 16.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 4 16 16 22 20
Updated October 23, 2015