GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,604
COMMITMENTS
23,232 5,057 1,988 38,879 57,293 64,099 64,338 505 266
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 750)
272 254 17 461 479 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 7.8 3.1 60.2 88.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 8 6 39 41 46 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,346
COMMITMENTS
450 0 600 6,296 6,746 7,346 7,346 0 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -27)
0 0 0 -27 -27 -27 -27 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 8.2 85.7 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 18 23 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,565
COMMITMENTS
872 513 585 7,313 7,869 8,770 8,967 795 598
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 367)
49 55 27 350 370 426 452 -59 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.4 6.1 76.5 82.3 91.7 93.7 8.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 4 6 35 34 44 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,979
COMMITMENTS
121 176 364 1,199 1,028 1,684 1,568 295 411
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 93)
0 32 26 40 -46 66 12 27 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.9 18.4 60.6 51.9 85.1 79.2 14.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 6 16 17 23 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,910
COMMITMENTS
578 444 468 5,294 5,551 6,340 6,463 570 447
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 393)
-42 71 21 440 328 419 420 -26 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.4 6.8 76.6 80.3 91.8 93.5 8.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 8 35 35 44 46
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,660
COMMITMENTS
1,493 2,315 532 6,351 5,381 8,376 8,228 284 432
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 310)
22 25 -10 317 331 329 346 -19 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 26.7 6.1 73.3 62.1 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 5 5 33 25 44 33
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,424
COMMITMENTS
60 617 100 1,119 535 1,279 1,252 145 172
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 112)
0 10 30 82 52 112 92 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 43.3 7.0 78.6 37.6 89.8 87.9 10.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 7 3 16 10 20 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,332
COMMITMENTS
340 10,806 1,096 27,848 17,190 29,284 29,092 48 240
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 50)
0 35 15 35 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 36.8 3.7 94.9 58.6 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 26 22 30 25
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,945
COMMITMENTS
888 1,842 332 3,118 2,377 4,338 4,551 607 394
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 225)
75 130 -17 112 82 170 195 55 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 37.2 6.7 63.1 48.1 87.7 92.0 12.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 5 17 19 28 27
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,382
COMMITMENTS
57,858 75,627 62,292 196,521 176,397 316,671 314,317 41,711 44,065
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -16,665)
3,251 -2,618 -4,176 -14,074 -10,736 -14,999 -17,530 -1,666 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 21.1 17.4 54.8 49.2 88.4 87.7 11.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 57 50 80 87 150 164
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,057
COMMITMENTS
750 625 200 35,538 43,005 36,488 43,830 12,569 5,227
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,512)
0 25 -25 950 2,309 925 2,309 587 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.3 0.4 72.4 87.7 74.4 89.3 25.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 24 28 26 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,042,520
COMMITMENTS
242,065 456,816 326,638 398,330 213,073 967,033 996,526 75,488 45,994
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 20,563)
-1,362 397 12,982 6,978 6,725 18,599 20,105 1,965 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 43.8 31.3 38.2 20.4 92.8 95.6 7.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
97 143 147 63 49 252 263
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 741,135
COMMITMENTS
28,596 46,897 246,112 462,819 444,739 737,528 737,748 3,608 3,388
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 33,431)
-4,124 87 20,656 16,965 12,681 33,498 33,424 -67 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.3 33.2 62.4 60.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
49 24 64 51 49 121 116
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 319,755
COMMITMENTS
85,196 115,338 53,105 175,706 145,482 314,007 313,925 5,748 5,830
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -22,943)
-7,920 -14,152 -1,033 -11,914 -8,299 -20,867 -23,484 -2,076 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 36.1 16.6 55.0 45.5 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 13 26 35 34 67 61
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 93,274
COMMITMENTS
8,295 17,338 14,544 60,228 55,356 83,067 87,238 10,207 6,036
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -23,462)
-6,386 -2,073 -9,787 -11,023 -12,107 -27,196 -23,967 3,734 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 18.6 15.6 64.6 59.3 89.1 93.5 10.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 16 18 18 18 37 42
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,483,771
COMMITMENTS
548,937 62,360 110,743 777,734 1277419 1437414 1450522 46,357 33,249
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -87,877)
-60,584 5,153 -9,605 -23,684 -86,187 -93,873 -90,639 5,996 2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 4.2 7.5 52.4 86.1 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
18 15 27 54 51 84 82
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,368
COMMITMENTS
23,861 44,963 44,291 280,829 259,036 348,981 348,290 1,387 2,078
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -44,715)
-6,187 -15,136 -9,132 -28,390 -20,156 -43,709 -44,424 -1,006 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 12.8 12.6 80.2 73.9 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
14 17 23 38 30 66 56
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 144,220
COMMITMENTS
76,943 59,596 18,380 47,979 65,592 143,302 143,568 918 652
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,502)
5,417 4,924 -6,715 -3,044 -2,481 -4,342 -4,272 -160 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 41.3 12.7 33.3 45.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 21 27 22 18 56 49
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,796
COMMITMENTS
23,341 8,391 4,944 10,778 26,096 39,063 39,431 733 365
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,365)
-577 -1,142 -859 -849 -334 -2,285 -2,335 -80 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 21.1 12.4 27.1 65.6 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 10 14 14 14 34 32
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 15,671
COMMITMENTS
2,561 4,175 5,861 7,234 5,635 15,656 15,671 15 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -97)
93 97 -180 -9 -13 -97 -97 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 26.6 37.4 46.2 36.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 10 17 14 11 34 29
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,136
COMMITMENTS
4,153 1,674 4,666 29,002 31,410 37,821 37,750 314 386
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -6,026)
-1,139 676 -678 -4,124 -5,989 -5,941 -5,991 -84 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.4 12.2 76.0 82.4 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 11 12 46 59 66 76
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,723
COMMITMENTS
554 767 415 1,845 2,188 2,814 3,370 909 353
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,186)
165 212 -537 -859 -975 -1,231 -1,300 45 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 20.6 11.1 49.6 58.8 75.6 90.5 24.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 20 19 24 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 172,663
COMMITMENTS
18,145 1,275 2,773 151,490 168,615 172,408 172,663 255 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 7,035)
7,138 -110 -113 10 7,258 7,035 7,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.7 1.6 87.7 97.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 17 21 19
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,064,187
COMMITMENTS
187,200 0 0 2876987 3064157 3064187 3064157 0 30
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 328)
140,400 0 0 -140,072 328 328 328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 93.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 16 21 16
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,885
COMMITMENTS
419 0 0 73,466 73,885 73,885 73,885 0 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -724)
-22 0 0 -702 -724 -724 -724 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: 22)
1 0 0 15 16 16 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,623,500
COMMITMENTS
4,629 0 0 1618871 1623500 1623500 1623500 0 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -30,016)
-392 0 0 -29,624 -30,016 -30,016 -30,016 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 17 11 18 11
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,647
COMMITMENTS
430 0 62 23,015 23,151 23,507 23,213 140 434
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,750)
-135 0 0 -1,615 -1,743 -1,750 -1,743 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.3 97.3 97.9 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 26 26 28 27
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 90,930
COMMITMENTS
1,910 8,851 802 87,290 80,950 90,002 90,603 928 327
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,432)
30 38 -18 1,480 1,412 1,492 1,432 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.7 0.9 96.0 89.0 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 8 5 59 54 69 64
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,857
COMMITMENTS
0 480 0 21,012 21,272 21,012 21,752 845 105
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -907)
0 0 0 -887 -857 -887 -857 -20 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 96.1 97.3 96.1 99.5 3.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 18 17 18 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,465
COMMITMENTS
2,429 5,133 253 27,244 24,616 29,926 30,002 539 463
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,960)
10 -991 6 -1,902 -847 -1,886 -1,832 -74 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 16.8 0.8 89.4 80.8 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 4 4 32 31 39 39
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,814
COMMITMENTS
120 741 394 6,971 6,410 7,485 7,545 329 269
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -923)
-80 -296 -55 -729 -535 -864 -886 -59 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.5 5.0 89.2 82.0 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 3 25 20 29 24
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,687
COMMITMENTS
111 1,049 65 10,624 10,358 10,800 11,472 887 215
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,236)
-5 -129 -8 -1,162 -1,054 -1,175 -1,191 -61 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.0 0.6 90.9 88.6 92.4 98.2 7.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 19 20 22 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,256,875
COMMITMENTS
497,565 253,908 836,572 825,763 1075938 2159901 2166418 96,975 90,457
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 33,527)
6,594 7,882 18,611 4,735 6,462 29,939 32,954 3,587 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 11.3 37.1 36.6 47.7 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
157 148 217 97 104 368 368
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,997
COMMITMENTS
39,058 6,747 22,564 34,354 67,116 95,976 96,427 2,021 1,570
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,161)
-40 -446 -868 -1,219 -833 -2,128 -2,148 -33 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 6.9 23.0 35.1 68.5 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 7 7 17 13 25 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,269
COMMITMENTS
72,503 10,957 2,376 34,150 55,969 109,029 69,302 15,240 54,967
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -7,765)
-564 132 -1,182 -5,617 -6,112 -7,363 -7,162 -402 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 8.8 1.9 27.5 45.0 87.7 55.8 12.3 44.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 5 4 11 14 19 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,217
COMMITMENTS
4,612 2,435 3,678 2,157 4,386 10,447 10,498 770 719
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 780)
199 574 268 354 25 821 867 -40 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 21.7 32.8 19.2 39.1 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 3 10 7 8 23 19
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,852
COMMITMENTS
22,249 1,263 25,359 93,075 108,301 140,683 134,923 5,169 10,928
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -14,935)
-3,083 28 -2,940 -8,615 -11,135 -14,638 -14,047 -297 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.9 17.4 63.8 74.3 96.5 92.5 3.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 2 11 24 24 35 35
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,437
COMMITMENTS
20,766 65,207 82,390 73,289 29,780 176,446 177,378 6,992 6,059
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,420)
409 4,128 -1,935 3,590 241 2,064 2,434 356 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 35.5 44.9 40.0 16.2 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 11 26 16 16 44 44
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,610
COMMITMENTS
630 0 0 13,860 14,610 14,490 14,610 120 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 94.9 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 11 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,755
COMMITMENTS
17,860 11,169 503 7,840 14,549 26,203 26,221 1,553 1,534
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,580)
715 540 -84 -1,457 -1,208 -827 -752 -754 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 40.2 1.8 28.2 52.4 94.4 94.5 5.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
61 57 17 36 33 104 100
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 77,213
COMMITMENTS
51,949 32,954 2,398 14,318 37,625 68,665 72,976 8,549 4,237
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 731)
923 597 270 -784 -83 408 783 322 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 42.7 3.1 18.5 48.7 88.9 94.5 11.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
127 82 26 32 35 172 131
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,240
COMMITMENTS
115,532 44,371 77,885 152,693 228,350 346,110 350,606 21,130 16,634
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -6,617)
-2,870 -8,656 3,658 -6,510 152 -5,721 -4,847 -896 -1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 12.1 21.2 41.6 62.2 94.2 95.5 5.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
73 52 82 83 94 200 193
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,202
COMMITMENTS
2,482 646 1,594 6,695 7,851 10,771 10,091 1,431 2,111
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,131)
134 615 -63 514 -971 585 -419 -1,716 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 5.3 13.1 54.9 64.3 88.3 82.7 11.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 4 13 12 21 16
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,365
COMMITMENTS
0 2,883 120 19,995 16,137 20,115 19,140 250 1,225
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 685)
0 120 0 685 740 685 860 0 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.2 0.6 98.2 79.2 98.8 94.0 1.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 18 24 19 27
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,914
COMMITMENTS
1,054 4,949 1,870 13,084 9,503 16,008 16,322 2,906 2,592
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,240)
263 215 -1,408 -999 -1,508 -2,144 -2,701 -96 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 26.2 9.9 69.2 50.2 84.6 86.3 15.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 4 19 18 25 22
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,021
COMMITMENTS
10,791 17,552 1,732 10,452 3,737 22,975 23,021 46 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,354)
-1,372 -1,366 -300 -668 -688 -2,340 -2,354 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 76.2 7.5 45.4 16.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 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 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,010
COMMITMENTS
7,306 7,534 8,289 4,931 4,747 20,526 20,570 484 440
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,089)
89 -459 1,187 906 1,548 2,182 2,276 -93 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 35.9 39.5 23.5 22.6 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 20 29 8 10 40 47
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,422
COMMITMENTS
2,008 3,375 11,368 4,045 2,678 17,422 17,421 0 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,253)
-243 -484 1,801 706 936 2,263 2,253 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 19.4 65.3 23.2 15.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 8 11 6 5 17 19
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,570
COMMITMENTS
2,612 50 120 30,633 33,400 33,365 33,570 205 0
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 536)
-250 50 0 996 486 746 536 -210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.1 0.4 91.3 99.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 26 22 30 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,096
COMMITMENTS
2,105 7,368 323 11,577 7,040 14,005 14,731 1,091 365
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,740)
8 -593 -14 -2,005 -1,118 -2,011 -1,725 271 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 48.8 2.1 76.7 46.6 92.8 97.6 7.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 8 4 21 15 30 24
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,553
COMMITMENTS
422 1,549 480 7,961 7,133 8,863 9,162 690 391
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,692)
-161 -593 28 -1,613 -1,125 -1,746 -1,690 54 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 16.2 5.0 83.3 74.7 92.8 95.9 7.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 6 3 20 21 25 28
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,065
COMMITMENTS
830 355 470 595 1,010 1,895 1,835 170 230
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 399)
120 0 150 169 249 439 399 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 17.2 22.8 28.8 48.9 91.8 88.9 8.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 7 4 11 17 18 26
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| 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 11/24/15 (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 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,789
COMMITMENTS
2,901 2,359 3,296 17,677 16,804 23,874 22,459 4,915 6,330
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,102)
-1,330 1,699 -976 -1,778 -4,733 -4,084 -4,010 -18 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 8.2 11.4 61.4 58.4 82.9 78.0 17.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 5 17 16 22 21
Updated December 4, 2015