GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,677
COMMITMENTS
25,054 4,477 1,815 33,333 54,120 60,202 60,412 475 265
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,602)
601 -220 1,155 -146 667 1,610 1,602 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 7.4 3.0 54.9 89.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 7 6 37 40 45 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,699
COMMITMENTS
525 200 600 5,574 5,899 6,699 6,699 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -13)
0 200 0 -13 -213 -13 -13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.0 9.0 83.2 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,752
COMMITMENTS
880 431 885 6,182 6,766 7,947 8,082 805 670
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 192)
-1 168 334 -130 -286 203 216 -11 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.9 10.1 70.6 77.3 90.8 92.3 9.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 6 29 30 38 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,584
COMMITMENTS
226 243 191 922 808 1,339 1,242 245 342
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 28)
71 21 -9 -65 6 -3 18 31 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 15.3 12.1 58.2 51.0 84.5 78.4 15.5 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 4 14 14 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,256
COMMITMENTS
800 526 399 5,514 6,004 6,713 6,929 543 327
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 544)
94 103 158 242 275 494 536 50 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.2 5.5 76.0 82.7 92.5 95.5 7.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 6 6 31 35 38 46
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,161
COMMITMENTS
955 1,477 590 5,387 4,694 6,932 6,761 229 400
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 312)
-31 19 41 282 244 292 304 20 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 20.6 8.2 75.2 65.5 96.8 94.4 3.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 5 9 26 21 40 31
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,222
COMMITMENTS
50 430 160 935 520 1,145 1,110 77 112
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 98)
0 0 0 98 118 98 118 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 35.2 13.1 76.5 42.6 93.7 90.8 6.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 7 3 14 11 18 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,719
COMMITMENTS
226 12,552 225 27,238 14,702 27,689 27,479 30 240
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,701)
-150 715 -40 1,891 1,026 1,701 1,701 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 45.3 0.8 98.3 53.0 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 25 18 29 21
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,540
COMMITMENTS
1,082 1,912 155 2,744 2,121 3,981 4,188 559 352
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 774)
311 270 8 524 513 843 791 -69 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 42.1 3.4 60.4 46.7 87.7 92.2 12.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 4 16 16 25 24
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,501
COMMITMENTS
64,249 76,981 52,673 203,264 193,396 320,185 323,049 47,316 44,452
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,082)
6,523 3,475 -1,887 2,174 6,384 6,810 7,972 -1,728 -2,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 20.9 14.3 55.3 52.6 87.1 87.9 12.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
36 52 53 84 84 155 157
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,192
COMMITMENTS
725 970 350 33,817 40,936 34,892 42,256 11,300 3,936
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,302)
0 0 125 2,851 3,161 2,976 3,286 326 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 0.8 73.2 88.6 75.5 91.5 24.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 23 28 25 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,092,842
COMMITMENTS
240,054 442,588 324,451 455,884 280,948 1020388 1047986 72,453 44,855
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 46,990)
5,998 -3,305 17,057 23,768 34,121 46,823 47,874 167 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 40.5 29.7 41.7 25.7 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
115 155 155 67 56 277 283
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,025,562
COMMITMENTS
30,098 53,403 409,399 581,789 558,814 1021286 1021616 4,276 3,946
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 172,935)
-772 7,653 105,519 68,481 61,312 173,229 174,484 -294 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.2 39.9 56.7 54.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
39 37 68 51 50 124 121
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 323,285
COMMITMENTS
73,348 112,478 63,487 179,499 140,663 316,334 316,628 6,951 6,657
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,594)
-4,704 576 8,901 -2,474 -7,082 1,723 2,395 871 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 34.8 19.6 55.5 43.5 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 12 26 36 32 68 59
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 120,005
COMMITMENTS
22,219 30,015 19,684 71,402 65,401 113,305 115,100 6,700 4,905
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 18,098)
10,410 9,112 3,372 4,812 6,160 18,594 18,644 -496 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 25.0 16.4 59.5 54.5 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 21 24 21 22 46 51
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 12,348
COMMITMENTS
5,487 1,485 4,887 1,957 5,923 12,332 12,295 17 54
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 12.0 39.6 15.8 48.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 8 5 7 14 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,490,587
COMMITMENTS
551,032 61,596 110,665 782,160 1278180 1443857 1450441 46,730 40,146
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 10,647)
11,315 -488 -5,171 2,677 9,699 8,821 4,040 1,826 6,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 4.1 7.4 52.5 85.8 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
20 14 29 55 52 86 85
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,932
COMMITMENTS
39,459 57,163 56,676 286,549 269,576 382,684 383,415 2,248 1,517
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 22,469)
12,153 9,820 5,712 4,032 7,110 21,897 22,642 572 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.9 14.7 74.4 70.0 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 17 26 39 30 70 60
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 121,985
COMMITMENTS
42,498 66,572 15,146 63,322 39,512 120,966 121,230 1,019 755
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,134)
-598 1,586 1,151 877 -1,417 1,430 1,320 -296 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 54.6 12.4 51.9 32.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 23 25 22 19 55 49
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,027
COMMITMENTS
17,437 8,032 4,584 11,223 21,066 33,244 33,682 783 345
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -66)
5 -190 144 -300 -5 -151 -51 85 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 23.6 13.5 33.0 61.9 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 15 13 13 33 32
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,349
COMMITMENTS
305 209 542 1,503 1,599 2,349 2,349 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 210)
-44 0 97 157 120 210 218 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.9 23.1 64.0 68.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 5 8 6 6 19 14
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,975
COMMITMENTS
4,689 1,643 4,397 31,528 34,534 40,614 40,574 361 401
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,639)
279 -179 320 2,009 2,484 2,608 2,624 31 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 4.0 10.7 76.9 84.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
17 9 14 47 59 70 77
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,451
COMMITMENTS
577 773 469 2,484 2,896 3,530 4,138 921 313
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 357)
30 76 -6 358 397 382 467 -25 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 17.4 10.5 55.8 65.1 79.3 93.0 20.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 22 24 27 30
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 174,859
COMMITMENTS
18,162 1,505 2,790 153,652 170,564 174,604 174,859 255 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 461)
7 0 7 447 454 461 461 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.9 1.6 87.9 97.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 20 17 21 20
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,201,055
COMMITMENTS
187,200 0 0 3013855 3201025 3201055 3201025 0 30
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 90,638)
0 0 0 90,638 90,638 90,638 90,638 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 94.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 16 20 16
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,472
COMMITMENTS
419 0 0 74,053 74,472 74,472 74,472 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -210)
0 0 0 -210 -210 -210 -210 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,649,567
COMMITMENTS
4,629 0 0 1644938 1649567 1649567 1649567 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -7,590)
0 0 0 -7,590 -7,590 -7,590 -7,590 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,460
COMMITMENTS
787 0 62 23,471 23,980 24,320 24,042 140 418
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 744)
327 0 0 417 760 744 760 0 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.3 96.0 98.0 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 25 27 27 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,986
COMMITMENTS
1,887 8,666 791 94,390 88,132 97,068 97,589 918 397
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 9,398)
105 317 40 9,247 8,941 9,392 9,298 6 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.8 0.8 96.3 89.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
7 8 5 58 54 68 64
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,492
COMMITMENTS
168 480 57 24,587 24,847 24,812 25,384 680 108
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,755)
0 0 0 2,755 2,755 2,755 2,755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.9 0.2 96.4 97.5 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 16 19 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,176
COMMITMENTS
2,529 5,203 253 28,920 26,309 31,702 31,765 474 411
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 680)
-50 100 0 775 632 725 732 -45 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 16.2 0.8 89.9 81.8 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 4 33 32 40 40
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,618
COMMITMENTS
120 772 397 7,716 7,180 8,233 8,349 385 269
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 343)
0 -26 -21 340 400 319 353 24 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.0 4.6 89.5 83.3 95.5 96.9 4.5 3.1
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,187
COMMITMENTS
0 1,007 64 11,084 10,892 11,148 11,963 1,039 224
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 316)
0 33 0 296 275 296 308 20 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.5 90.9 89.4 91.5 98.2 8.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 19 20 21 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,370,334
COMMITMENTS
483,002 239,332 958,212 829,351 1074481 2270565 2272025 99,769 98,309
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -11,058)
-19,817 -28,922 26,732 -8,570 -9,789 -1,654 -11,978 -9,404 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 10.1 40.4 35.0 45.3 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
155 154 219 95 102 373 362
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,530
COMMITMENTS
36,222 6,909 30,187 45,836 77,368 112,244 114,464 3,285 1,066
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -3,711)
-2,739 -2,620 107 -1,106 -653 -3,738 -3,166 27 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 6.0 26.1 39.7 67.0 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 7 9 17 15 27 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,911
COMMITMENTS
73,915 11,200 2,286 34,918 58,011 111,119 71,497 14,792 54,414
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,164)
341 423 -81 738 412 998 754 166 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 8.9 1.8 27.7 46.1 88.3 56.8 11.7 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 4 11 15 20 20
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,876
COMMITMENTS
6,584 4,723 6,325 2,173 4,151 15,082 15,200 794 676
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,324)
404 242 1,215 -287 -126 1,332 1,331 -8 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 29.8 39.8 13.7 26.1 95.0 95.7 5.0 4.3
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,980
COMMITMENTS
24,329 1,479 30,737 90,270 107,011 145,336 139,227 5,644 11,754
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,425)
3,158 47 3,324 -5,107 -2,199 1,375 1,172 50 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 1.0 20.4 59.8 70.9 96.3 92.2 3.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 1 12 23 23 35 35
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,715
COMMITMENTS
18,913 71,866 85,033 80,463 27,927 184,410 184,825 6,305 5,890
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,607)
1,615 621 -2,462 -4,866 -3,679 -5,713 -5,519 105 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 37.7 44.6 42.2 14.6 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 10 24 15 16 42 41
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,620
COMMITMENTS
29,249 15,258 91,149 26,699 40,443 147,098 146,851 522 769
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,608)
-2,223 -552 -3,616 477 -1,362 -5,362 -5,530 -246 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 10.3 61.7 18.1 27.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 9 6 6 9 12 20
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,829
COMMITMENTS
630 0 0 14,124 14,805 14,754 14,805 75 24
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 144)
0 0 0 144 120 144 120 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 95.2 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 14 14 15 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,362
COMMITMENTS
17,024 9,692 419 6,433 13,772 23,876 23,883 1,486 1,479
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,598)
-758 -259 -98 -742 -1,308 -1,598 -1,665 0 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 38.2 1.7 25.4 54.3 94.1 94.2 5.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
69 49 17 33 28 108 88
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 77,011
COMMITMENTS
50,904 29,509 4,265 14,071 39,061 69,240 72,835 7,771 4,177
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -210)
-1,381 -1,042 627 931 -62 177 -477 -387 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 38.3 5.5 18.3 50.7 89.9 94.6 10.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
123 68 24 37 34 175 114
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,100
COMMITMENTS
113,678 44,114 83,099 161,514 232,128 358,291 359,340 20,809 19,760
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 8,402)
2,008 -3,563 -388 7,208 11,373 8,828 7,422 -426 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 11.6 21.9 42.6 61.2 94.5 94.8 5.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
70 48 70 83 94 188 181
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,983
COMMITMENTS
3,103 1,371 1,739 9,047 10,960 13,889 14,070 2,094 1,913
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,839)
297 125 214 2,307 2,516 2,818 2,855 21 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 8.6 10.9 56.6 68.6 86.9 88.0 13.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 6 17 15 26 22
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,470
COMMITMENTS
0 2,708 0 18,330 14,892 18,330 17,600 140 870
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,145)
0 415 0 1,225 655 1,225 1,070 -80 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 0.0 99.2 80.6 99.2 95.3 0.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 0 14 23 14 27
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,546
COMMITMENTS
1,729 7,069 2,247 15,364 10,671 19,340 19,987 2,206 1,559
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,957)
675 1,505 377 1,830 1,168 2,882 3,050 -925 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 32.8 10.4 71.3 49.5 89.8 92.8 10.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 5 20 20 28 25
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,052
COMMITMENTS
11,291 18,862 2,058 11,657 4,132 25,006 25,052 46 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 781)
0 555 226 555 0 781 781 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 75.3 8.2 46.5 16.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 3 12 7 20 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,043
COMMITMENTS
6,905 5,475 8,177 4,668 6,097 19,750 19,749 293 294
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 939)
268 31 463 227 494 958 988 -19 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 27.3 40.8 23.3 30.4 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 14 29 8 10 41 43
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,582
COMMITMENTS
2,614 3,149 12,181 3,787 3,252 18,582 18,581 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 484)
179 159 239 67 86 484 484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 16.9 65.6 20.4 17.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 10 13 6 5 21 21
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,571
COMMITMENTS
2,361 50 0 27,020 29,521 29,381 29,571 190 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,853)
255 0 -120 2,718 2,973 2,853 2,853 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.2 0.0 91.4 99.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 0 26 25 30 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,310
COMMITMENTS
2,480 2,679 55 5,766 5,569 8,301 8,303 9 7
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -75)
0 -75 0 -75 0 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 32.2 0.7 69.4 67.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 2 10 10 14 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,314
COMMITMENTS
2,200 6,976 654 11,387 7,526 14,241 15,156 1,073 158
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 298)
71 325 480 -235 -264 316 541 -18 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 45.6 4.3 74.4 49.1 93.0 99.0 7.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 4 21 18 30 27
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,316
COMMITMENTS
531 1,878 524 8,678 7,529 9,733 9,931 583 385
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 430)
34 250 39 417 137 490 426 -60 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 18.2 5.1 84.1 73.0 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 7 7 23 22 32 31
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,807
COMMITMENTS
950 255 385 342 947 1,677 1,587 130 220
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 172)
225 60 -40 17 132 202 152 -30 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 14.1 21.3 18.9 52.4 92.8 87.8 7.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 5 5 8 14 16 22
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,518
COMMITMENTS
1,722 1,653 30 6,385 6,816 8,137 8,499 381 19
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.4 0.4 75.0 80.0 95.5 99.8 4.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 3 11 9 14 16
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,266
COMMITMENTS
223 3,761 3,998 22,931 18,905 27,152 26,664 5,114 5,602
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,053)
-379 280 1,058 3,103 2,811 3,782 4,149 -729 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.7 12.4 71.1 58.6 84.2 82.6 15.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 5 18 19 23 24
Updated December 18, 2015