GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,184
COMMITMENTS
22,349 4,213 1,691 34,639 52,994 58,679 58,898 505 286
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,205)
-275 45 35 1,445 1,125 1,205 1,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 7.1 2.9 58.5 89.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 8 6 39 39 46 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,896
COMMITMENTS
450 0 600 5,846 6,296 6,896 6,896 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,545)
0 0 600 945 945 1,545 1,545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 8.7 84.8 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 18 21 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,123
COMMITMENTS
690 466 545 6,885 7,426 8,120 8,437 1,003 686
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 415)
142 -6 129 103 337 374 460 41 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.1 6.0 75.5 81.4 89.0 92.5 11.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 6 32 31 40 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,731
COMMITMENTS
131 104 313 1,039 914 1,483 1,331 248 400
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 25)
14 59 -29 10 -25 -5 5 30 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.0 18.1 60.0 52.8 85.7 76.9 14.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 6 15 16 22 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,685
COMMITMENTS
608 153 411 4,038 4,581 5,057 5,145 628 540
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -16)
-166 -39 51 27 -169 -88 -157 72 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.7 7.2 71.0 80.6 89.0 90.5 11.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 6 29 30 36 38
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,025
COMMITMENTS
1,526 2,445 487 5,691 4,728 7,704 7,660 321 365
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 495)
300 146 7 188 292 495 445 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 30.5 6.1 70.9 58.9 96.0 95.5 4.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 5 5 28 25 39 33
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,282
COMMITMENTS
30 627 70 1,037 429 1,137 1,126 145 156
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 160)
0 90 30 130 30 160 150 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 48.9 5.5 80.9 33.5 88.7 87.8 11.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 7 2 14 9 17 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,752
COMMITMENTS
340 10,746 1,076 27,288 16,690 28,704 28,512 48 240
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -12)
115 30 0 -97 -27 18 3 -30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 37.4 3.7 94.9 58.0 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 26 21 30 23
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,594
COMMITMENTS
933 1,639 309 2,840 2,260 4,082 4,208 512 386
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 518)
324 200 27 316 239 667 466 -149 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 35.7 6.7 61.8 49.2 88.9 91.6 11.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 6 4 16 17 27 24
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 398,980
COMMITMENTS
55,032 73,017 74,279 227,473 206,039 356,784 353,334 42,196 45,646
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,875)
1,186 8,200 3,627 989 -7,424 5,802 4,403 73 1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 18.3 18.6 57.0 51.6 89.4 88.6 10.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 59 53 83 83 155 160
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,475
COMMITMENTS
750 850 225 33,525 39,449 34,500 40,524 11,975 5,951
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 979)
-300 100 -100 1,329 80 929 80 50 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.8 0.5 72.1 84.9 74.2 87.2 25.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 22 27 24 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,050,814
COMMITMENTS
250,208 468,652 326,055 402,432 210,008 978,695 1004715 72,119 46,100
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 7,603)
-5,025 417 835 12,110 6,199 7,920 7,452 -317 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 44.6 31.0 38.3 20.0 93.1 95.6 6.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
104 155 158 65 52 263 280
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 846,396
COMMITMENTS
34,742 47,559 286,141 521,137 508,501 842,020 842,201 4,376 4,195
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 13,227)
-1,080 -1,704 7,808 6,479 7,081 13,208 13,185 19 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.6 33.8 61.6 60.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
39 35 65 54 50 125 118
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 345,516
COMMITMENTS
108,065 135,046 52,489 177,942 152,531 338,496 340,067 7,020 5,450
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,844)
-795 2,710 -1,149 3,761 424 1,817 1,985 28 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 39.1 15.2 51.5 44.1 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 14 27 36 34 69 63
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 107,866
COMMITMENTS
11,245 14,408 22,996 65,639 63,821 99,880 101,225 7,986 6,641
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,421)
3,306 1,129 2,792 2,274 3,608 8,372 7,529 49 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.4 21.3 60.9 59.2 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 15 22 19 21 42 48
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,566,629
COMMITMENTS
601,274 60,639 123,358 802,132 1356021 1526764 1540018 39,865 26,611
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 17,734)
6,602 -1,052 4,196 7,999 16,503 18,797 19,647 -1,063 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 3.9 7.9 51.2 86.6 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 13 26 56 57 92 87
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,729
COMMITMENTS
30,207 58,165 54,957 309,313 281,762 394,477 394,884 2,252 1,845
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,859)
4,065 -1,346 1,543 -2,121 3,642 3,487 3,839 372 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 14.7 13.9 78.0 71.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 16 27 42 33 73 64
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 147,149
COMMITMENTS
71,002 53,237 25,104 50,110 67,815 146,216 146,156 933 993
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,771)
2,128 2,849 1,024 574 -129 3,726 3,744 45 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 36.2 17.1 34.1 46.1 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 18 25 21 21 54 49
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,440
COMMITMENTS
22,313 10,813 5,172 11,332 23,100 38,817 39,085 623 355
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,785)
660 -1,265 700 182 2,350 1,542 1,785 243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 27.4 13.1 28.7 58.6 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 13 17 17 13 37 34
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 15,600
COMMITMENTS
2,456 4,057 5,904 7,225 5,640 15,585 15,600 15 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 180)
93 120 18 65 44 176 182 4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 26.0 37.8 46.3 36.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 10 17 14 11 34 29
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 20,001
COMMITMENTS
3,813 9,800 8,048 8,068 2,153 19,930 20,001 71 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,118)
-39 -370 991 94 497 1,046 1,118 71 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 49.0 40.2 40.3 10.8 99.6 100.0 0.4 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,801
COMMITMENTS
4,809 921 5,336 32,220 36,124 42,366 42,381 435 420
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,551)
112 -100 96 2,346 2,462 2,554 2,457 -3 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.2 12.5 75.3 84.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 8 12 48 60 68 77
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,460
COMMITMENTS
379 583 928 2,327 2,666 3,634 4,177 826 283
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 242)
-20 -76 86 131 262 197 272 45 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 13.1 20.8 52.2 59.8 81.5 93.7 18.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 3 22 23 27 28
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 449,540
COMMITMENTS
784 0 0 448,756 449,540 449,540 449,540 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 165,159
COMMITMENTS
10,980 1,385 2,861 151,063 160,913 164,904 165,159 255 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,465)
-3 0 -2 1,470 1,467 1,465 1,465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.8 1.7 91.5 97.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 20 28 22
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,057,262
COMMITMENTS
46,800 0 0 3010462 3057232 3057262 3057232 0 30
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -19,190)
0 0 0 -19,190 -19,190 -19,190 -19,190 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: 30)
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,943
COMMITMENTS
441 0 0 72,502 72,943 72,943 72,943 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 18 16 18
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,272,222
COMMITMENTS
0 70,200 0 1272222 1202022 1272222 1272222 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 16 14 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,653,516
COMMITMENTS
5,021 0 0 1648495 1653516 1653516 1653516 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 39,960)
0 0 0 39,960 39,960 39,960 39,960 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: 25)
1 0 0 19 12 20 12
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 243,486
COMMITMENTS
0 0 0 243,486 243,486 243,486 243,486 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 39,360
COMMITMENTS
0 0 0 38,976 38,976 38,976 38,976 384 384
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -18,040)
0 0 0 -17,864 -17,864 -17,864 -17,864 -176 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,150
COMMITMENTS
395 0 62 23,561 23,632 24,018 23,694 132 456
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,468)
99 0 62 1,295 1,406 1,456 1,468 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.3 97.6 97.9 99.5 98.1 0.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 26 25 28 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 87,805
COMMITMENTS
1,552 8,618 1,369 83,896 77,475 86,817 87,462 988 343
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,081)
45 482 25 1,021 574 1,091 1,081 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.8 1.6 95.5 88.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
6 7 6 55 55 65 65
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,879
COMMITMENTS
0 480 0 22,014 22,244 22,014 22,724 865 155
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 345)
0 0 0 345 345 345 345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.2 97.2 96.2 99.3 3.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 18 17 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,575
COMMITMENTS
2,381 6,094 223 29,530 25,667 32,134 31,984 441 591
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -800)
6 -30 30 -828 -822 -792 -822 -8 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 18.7 0.7 90.7 78.8 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 3 31 32 36 39
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,439
COMMITMENTS
300 1,176 226 7,535 6,731 8,061 8,133 378 306
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 250)
0 562 -263 513 -49 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 13.9 2.7 89.3 79.8 95.5 96.4 4.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 3 24 21 29 25
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,603
COMMITMENTS
0 1,169 64 11,559 11,099 11,623 12,332 980 271
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 306)
0 -1 -5 269 216 264 210 42 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 0.5 91.7 88.1 92.2 97.8 7.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 20 19 22 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,215,278
COMMITMENTS
511,400 252,307 795,383 809,119 1078987 2115902 2126677 99,376 88,601
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -285,717)
-8,758 26,489 -150,245 -129,917 -165,518 -288,920 -289,273 3,203 3,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 11.4 35.9 36.5 48.7 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
159 139 209 98 104 361 362
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,663
COMMITMENTS
41,918 17,905 32,555 57,942 82,367 132,415 132,826 2,249 1,837
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,747)
-2,649 -3,347 2,880 1,576 2,550 1,807 2,083 -59 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 13.3 24.2 43.0 61.2 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 3 11 20 20 32 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,164
COMMITMENTS
73,440 10,805 3,444 39,240 62,143 116,124 76,392 15,040 54,772
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,363)
556 -270 114 399 1,077 1,069 921 294 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 8.2 2.6 29.9 47.4 88.5 58.2 11.5 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 5 5 13 16 22 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,057
COMMITMENTS
4,621 2,528 2,056 1,692 3,882 8,369 8,466 687 591
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -9,427)
1,382 2,064 -7,462 -3,183 -3,464 -9,263 -8,862 -164 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 27.9 22.7 18.7 42.9 92.4 93.5 7.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 2 8 7 8 21 17
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,710
COMMITMENTS
24,607 1,419 28,989 100,840 117,946 154,436 148,354 6,274 12,355
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,206)
-609 34 2,043 2,803 2,497 4,237 4,574 969 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.9 18.0 62.7 73.4 96.1 92.3 3.9 7.7
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 172,722
COMMITMENTS
16,853 58,408 82,623 67,430 26,377 166,906 167,408 5,817 5,314
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -6,058)
-3,994 -7,330 7,972 -9,425 -5,496 -5,446 -4,854 -611 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 33.8 47.8 39.0 15.3 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 8 25 13 14 41 40
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,446
COMMITMENTS
46,674 16,206 103,692 35,476 65,600 185,841 185,498 605 948
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 9,159)
5,410 7,790 4,188 -697 -3,047 8,901 8,931 257 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 8.7 55.6 19.0 35.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 7 9 13 16 22 27
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,216
COMMITMENTS
630 0 0 15,486 16,201 16,116 16,201 100 15
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,170)
0 0 0 1,140 1,170 1,140 1,170 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 95.5 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 18 21 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,583
COMMITMENTS
16,927 9,763 1,724 9,424 16,481 28,075 27,968 1,508 1,615
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 222)
-2,209 912 442 1,921 -1,300 155 55 67 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 33.0 5.8 31.9 55.7 94.9 94.5 5.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
60 57 20 35 34 106 103
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 77,228
COMMITMENTS
52,169 28,861 2,628 14,726 41,509 69,523 72,999 7,705 4,229
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,047)
2,088 8,518 388 341 -5,357 2,816 3,548 1,231 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 37.4 3.4 19.1 53.7 90.0 94.5 10.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
117 80 29 34 36 166 131
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 371,537
COMMITMENTS
110,250 61,330 73,779 165,863 215,714 349,892 350,823 21,645 20,714
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,987)
1,354 10,785 3,412 2,957 -6,557 7,722 7,639 1,264 1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 16.5 19.9 44.6 58.1 94.2 94.4 5.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
76 59 72 90 95 200 194
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,190
COMMITMENTS
2,348 121 1,627 5,003 7,702 8,978 9,450 3,212 2,740
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,013)
-754 121 236 1,153 476 635 833 378 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 1.0 13.3 41.0 63.2 73.7 77.5 26.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 4 10 12 16 16
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,275
COMMITMENTS
0 2,593 120 17,830 13,932 17,950 16,645 325 1,630
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 880)
0 -280 0 795 1,260 795 980 85 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.2 0.7 97.6 76.2 98.2 91.1 1.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 15 21 16 24
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,683
COMMITMENTS
945 4,832 2,987 12,919 9,990 16,851 17,809 2,832 1,874
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 975)
-172 784 22 925 174 775 980 200 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 24.5 15.2 65.6 50.8 85.6 90.5 14.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 6 18 19 25 25
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,600
COMMITMENTS
12,088 18,818 1,557 10,895 4,225 24,540 24,600 60 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,465)
250 1,965 0 1,215 -500 1,465 1,465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 76.5 6.3 44.3 17.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 5 3 11 7 19 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,724
COMMITMENTS
6,410 6,927 7,119 3,683 3,206 17,212 17,252 512 472
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,399)
689 1,496 4 739 -86 1,432 1,414 -33 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 39.1 40.2 20.8 18.1 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 20 26 8 9 40 43
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 13,928
COMMITMENTS
2,091 3,844 8,647 3,126 1,437 13,865 13,928 63 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,128)
210 163 740 274 225 1,224 1,128 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 27.6 62.1 22.4 10.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 11 11 5 4 16 20
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,579
COMMITMENTS
2,242 0 120 28,897 31,459 31,259 31,579 320 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.4 91.5 99.6 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 24 21 27 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,670
COMMITMENTS
2,005 8,015 337 13,508 7,938 15,850 16,290 820 380
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 294)
84 277 0 162 17 246 294 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 48.1 2.0 81.0 47.6 95.1 97.7 4.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 4 24 14 33 24
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,862
COMMITMENTS
455 1,807 439 9,332 8,183 10,226 10,429 636 433
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -552)
-489 -18 0 -30 -44 -519 -62 -33 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 16.6 4.0 85.9 75.3 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 4 22 20 29 27
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,345
COMMITMENTS
440 275 240 455 620 1,135 1,135 210 210
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 40)
-60 10 10 70 0 20 20 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 20.4 17.8 33.8 46.1 84.4 84.4 15.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 2 7 12 12 19
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,117
COMMITMENTS
1,692 1,746 60 6,963 7,285 8,715 9,091 402 26
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 19.2 0.7 76.4 79.9 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 3 11 10 14 17
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,253
COMMITMENTS
4,772 571 4,100 17,356 19,037 26,228 23,708 5,025 7,545
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 884)
0 111 275 651 294 926 680 -42 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.8 13.1 55.5 60.9 83.9 75.9 16.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 4 17 16 22 20
Updated November 20, 2015