GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,052
COMMITMENTS
24,795 3,987 1,872 33,890 54,928 60,557 60,787 495 265
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 375)
-259 -490 57 557 808 355 375 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 6.5 3.1 55.5 90.0 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 7 7 39 40 47 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,524
COMMITMENTS
625 200 600 6,299 6,724 7,524 7,524 0 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 825)
100 0 0 725 825 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.7 8.0 83.7 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 17 21 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,113
COMMITMENTS
904 498 928 6,356 6,987 8,188 8,413 925 700
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 361)
24 67 43 174 221 241 331 120 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.5 10.2 69.7 76.7 89.8 92.3 10.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 7 29 30 39 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,697
COMMITMENTS
227 289 205 990 826 1,422 1,320 275 377
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 113)
1 46 14 68 18 83 78 30 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 17.0 12.1 58.3 48.7 83.8 77.8 16.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 3 4 17 14 22 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,522
COMMITMENTS
911 593 437 5,639 6,155 6,987 7,185 535 337
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 266)
111 67 38 125 151 274 256 -8 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.9 5.8 75.0 81.8 92.9 95.5 7.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 6 6 32 37 39 48
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,765
COMMITMENTS
50 50 0 6,713 6,715 6,763 6,765 2 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 99.2 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,705
COMMITMENTS
1,022 1,763 750 5,707 4,765 7,479 7,278 226 427
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 544)
67 286 160 320 71 547 517 -3 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 22.9 9.7 74.1 61.8 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 6 8 30 22 43 31
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,614
COMMITMENTS
20 556 230 1,287 756 1,537 1,542 77 72
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 392)
-30 126 70 352 236 392 432 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 34.4 14.3 79.7 46.8 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 9 5 16 12 21 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,319
COMMITMENTS
151 12,642 125 28,013 15,292 28,289 28,059 30 260
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 600)
-75 90 -100 775 590 600 580 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 44.6 0.4 98.9 54.0 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 25 16 28 19
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,902
COMMITMENTS
1,152 2,126 110 3,095 2,269 4,357 4,505 545 397
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 362)
70 214 -45 351 148 376 317 -14 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 43.4 2.2 63.1 46.3 88.9 91.9 11.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 7 4 19 17 28 25
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 371,374
COMMITMENTS
60,868 73,594 57,609 206,443 194,797 324,920 326,000 46,455 45,375
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,873)
-3,380 -3,387 4,936 3,178 1,401 4,734 2,951 -861 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 19.8 15.5 55.6 52.5 87.5 87.8 12.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
36 54 54 81 82 152 160
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,898
COMMITMENTS
0 970 350 32,449 39,225 32,799 40,545 12,099 4,353
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,294)
-725 0 0 -1,368 -1,711 -2,093 -1,711 799 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.8 72.3 87.4 73.1 90.3 26.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 1 25 29 26 32
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,057,130
COMMITMENTS
238,638 441,733 297,060 450,817 274,770 986,516 1013563 70,614 43,566
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -35,712)
-1,416 -855 -27,390 -5,066 -6,178 -33,872 -34,423 -1,840 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 41.8 28.1 42.6 26.0 93.3 95.9 6.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
104 142 141 68 58 252 270
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,028,351
COMMITMENTS
30,464 49,322 413,203 580,308 563,448 1023976 1025974 4,375 2,376
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,788)
366 -4,081 3,804 -1,481 4,635 2,689 4,358 99 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.8 40.2 56.4 54.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
38 37 65 53 52 124 121
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 326,485
COMMITMENTS
75,137 111,879 69,227 174,693 138,627 319,057 319,732 7,428 6,753
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,200)
1,789 -599 5,740 -4,805 -2,037 2,724 3,104 477 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 34.3 21.2 53.5 42.5 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 11 25 38 35 69 61
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 135,679
COMMITMENTS
30,787 36,619 20,887 78,003 73,698 129,677 131,204 6,002 4,475
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 15,674)
8,568 6,604 1,203 6,601 8,297 16,372 16,104 -698 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 27.0 15.4 57.5 54.3 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 21 29 25 24 54 57
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 11,862
COMMITMENTS
5,137 1,310 4,811 1,901 5,695 11,848 11,816 14 46
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -486)
-351 -175 -77 -57 -227 -484 -478 -2 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 11.0 40.6 16.0 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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,515,081
COMMITMENTS
571,443 74,277 105,147 797,289 1298345 1473879 1477769 41,202 37,312
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 24,494)
20,411 12,681 -5,518 15,129 20,165 30,022 27,328 -5,528 -2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 4.9 6.9 52.6 85.7 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
22 16 30 56 52 90 87
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,429
COMMITMENTS
40,318 61,678 61,590 292,971 271,490 394,879 394,758 1,550 1,671
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 11,497)
859 4,515 4,914 6,422 1,914 12,195 11,343 -698 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 15.6 15.5 73.9 68.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 20 27 39 30 72 61
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 123,311
COMMITMENTS
42,822 63,011 17,522 61,912 41,816 122,256 122,349 1,055 962
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,326)
324 -3,561 2,376 -1,410 2,304 1,290 1,119 36 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 51.1 14.2 50.2 33.9 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 22 25 23 19 56 48
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,296
COMMITMENTS
17,657 8,167 4,343 11,568 21,456 33,568 33,966 728 330
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 269)
220 135 -241 345 390 324 284 -55 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 23.8 12.7 33.7 62.6 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 12 15 15 13 35 32
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,552
COMMITMENTS
277 479 698 1,578 1,376 2,552 2,552 0 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 203)
-28 270 156 75 -223 203 203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 18.8 27.3 61.8 53.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 8 6 7 19 15
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 43,430
COMMITMENTS
4,753 1,635 4,124 34,116 37,330 42,993 43,089 437 340
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,455)
64 -8 -273 2,588 2,796 2,379 2,515 76 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.8 9.5 78.6 86.0 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 12 13 46 57 67 76
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,664
COMMITMENTS
607 843 441 2,555 3,052 3,603 4,336 1,061 328
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 213)
30 70 -28 71 156 73 198 140 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 18.1 9.5 54.8 65.4 77.3 93.0 22.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 21 24 26 30
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 176,340
COMMITMENTS
10,453 1,505 2,739 162,893 172,096 176,085 176,340 255 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,481)
-7,710 0 -51 9,241 1,532 1,481 1,481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.9 1.6 92.4 97.6 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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,448,667
COMMITMENTS
187,200 0 0 3261467 3448667 3448667 3448667 0 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 247,612)
0 0 0 247,612 247,642 247,612 247,642 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 94.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,800
COMMITMENTS
419 0 0 74,381 74,800 74,800 74,800 0 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 328)
0 0 0 328 328 328 328 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 12/22/15 |
--------------------------------------------------------------| 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 12/15/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,266
COMMITMENTS
907 0 62 24,157 24,786 25,126 24,848 140 418
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 806)
120 0 0 686 806 806 806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.2 95.6 98.1 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 26 27 28 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 99,877
COMMITMENTS
2,017 8,756 829 96,113 89,925 98,959 99,510 918 367
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,891)
130 90 38 1,723 1,793 1,891 1,921 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.8 0.8 96.2 90.0 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
7 8 6 59 54 70 65
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,957
COMMITMENTS
255 480 57 26,960 27,335 27,272 27,872 685 85
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,465)
87 0 0 2,373 2,488 2,460 2,488 5 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.7 0.2 96.4 97.8 97.5 99.7 2.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 17 20 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,042
COMMITMENTS
2,509 5,203 254 29,790 27,174 32,553 32,631 489 411
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 866)
-20 0 1 870 865 851 866 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 15.7 0.8 90.2 82.2 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 4 4 32 32 39 40
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,368
COMMITMENTS
120 796 459 8,371 7,848 8,950 9,103 418 265
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 750)
0 24 62 655 668 717 754 33 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.5 4.9 89.4 83.8 95.5 97.2 4.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 5 3 26 21 30 26
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,314
COMMITMENTS
0 1,022 58 12,232 11,995 12,290 13,075 1,024 239
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,127)
0 15 -6 1,148 1,103 1,142 1,112 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.4 91.9 90.1 92.3 98.2 7.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 22 21 24 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,256,060
COMMITMENTS
473,870 248,918 883,045 799,775 1032428 2156690 2164391 99,370 91,669
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -114,275)
-9,133 9,586 -75,167 -29,576 -42,053 -113,875 -107,634 -399 -6,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 11.0 39.1 35.5 45.8 95.6 95.9 4.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
154 136 205 96 106 354 353
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,516
COMMITMENTS
32,581 3,889 28,145 28,007 58,365 88,732 90,398 2,783 1,118
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -24,014)
-3,641 -3,021 -2,042 -17,829 -19,003 -23,512 -24,066 -502 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 4.2 30.8 30.6 63.8 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 3 3 16 12 20 18
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,147
COMMITMENTS
73,669 11,119 1,860 35,473 58,693 111,002 71,672 15,145 54,475
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 236)
-246 -81 -426 555 682 -117 175 353 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 8.8 1.5 28.1 46.5 88.0 56.8 12.0 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 4 12 15 21 20
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,931
COMMITMENTS
8,337 6,536 7,783 2,102 3,992 18,222 18,311 709 620
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,055)
1,753 1,813 1,458 -71 -159 3,140 3,111 -85 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 34.5 41.1 11.1 21.1 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 3 11 8 9 25 21
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,066
COMMITMENTS
23,889 1,664 32,338 92,025 108,238 148,252 142,239 5,814 11,827
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,086)
-440 185 1,601 1,755 1,227 2,916 3,012 170 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.1 21.0 59.7 70.3 96.2 92.3 3.8 7.7
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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 187,405
COMMITMENTS
21,147 75,175 78,815 80,682 27,528 180,645 181,518 6,760 5,886
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -3,311)
2,234 3,309 -6,218 219 -398 -3,765 -3,307 454 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 40.1 42.1 43.1 14.7 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 13 24 16 15 42 40
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,641
COMMITMENTS
600 0 0 12,981 13,484 13,581 13,484 60 157
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,188)
-30 0 0 -1,143 -1,321 -1,173 -1,321 -15 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.2 98.8 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 14 16 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,220
COMMITMENTS
16,699 8,728 324 5,679 13,622 22,701 22,674 1,519 1,546
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,142)
-325 -964 -95 -754 -150 -1,175 -1,209 32 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 36.0 1.3 23.4 56.2 93.7 93.6 6.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
65 48 13 29 27 100 83
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,066
COMMITMENTS
47,755 24,655 3,107 11,561 38,518 62,422 66,279 7,644 3,787
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,945)
-3,149 -4,854 -1,159 -2,510 -543 -6,818 -6,555 -127 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 35.2 4.4 16.5 55.0 89.1 94.6 10.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
122 64 23 33 33 168 108
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 373,540
COMMITMENTS
113,302 45,496 79,557 159,569 226,675 352,428 351,728 21,113 21,812
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -5,559)
-376 1,382 -3,541 -1,945 -5,452 -5,863 -7,612 303 2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 12.2 21.3 42.7 60.7 94.3 94.2 5.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
80 49 65 86 94 193 184
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,178
COMMITMENTS
3,319 1,431 1,573 9,047 11,260 13,939 14,264 2,239 1,914
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 195)
216 60 -166 0 300 50 194 145 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 8.8 9.7 55.9 69.6 86.2 88.2 13.8 11.8
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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,150
COMMITMENTS
0 2,858 0 18,910 15,337 18,910 18,195 240 955
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 680)
0 150 0 580 445 580 595 100 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 0.0 98.7 80.1 98.7 95.0 1.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 0 14 24 14 28
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,861
COMMITMENTS
1,801 7,044 2,267 15,407 10,337 19,475 19,648 2,386 2,213
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 315)
72 -25 20 43 -334 135 -339 180 654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 32.2 10.4 70.5 47.3 89.1 89.9 10.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 6 19 20 27 26
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| 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 12/15/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,477
COMMITMENTS
7,205 5,789 7,976 4,884 6,262 20,065 20,027 412 450
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 434)
300 314 -201 216 165 315 278 119 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 28.3 39.0 23.9 30.6 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 16 29 9 10 42 43
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,050
COMMITMENTS
2,512 3,075 11,096 3,442 2,879 17,050 17,050 0 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,532)
-102 -74 -1,084 -345 -373 -1,532 -1,532 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 18.0 65.1 20.2 16.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 9 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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,802
COMMITMENTS
2,340 50 0 29,332 31,752 31,672 31,802 130 0
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,231)
-21 0 0 2,312 2,231 2,291 2,231 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.2 0.0 92.2 99.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 0 30 26 34 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,628
COMMITMENTS
2,200 7,192 750 11,595 7,528 14,545 15,470 1,083 158
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 314)
0 216 96 208 2 304 314 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 46.0 4.8 74.2 48.2 93.1 99.0 6.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 5 22 18 32 27
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,737
COMMITMENTS
557 1,858 625 8,972 7,869 10,154 10,352 583 385
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 421)
26 -20 101 294 340 421 421 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 17.3 5.8 83.6 73.3 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 7 24 24 33 33
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,957
COMMITMENTS
1,055 255 345 402 1,167 1,802 1,767 155 190
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 150)
105 0 -40 60 220 125 180 25 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 13.0 17.6 20.5 59.6 92.1 90.3 7.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 6 5 8 17 14 26
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,563
COMMITMENTS
1,722 1,653 30 6,430 6,861 8,182 8,544 381 19
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 19.3 0.4 75.1 80.1 95.6 99.8 4.4 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 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,659
COMMITMENTS
249 4,369 3,800 24,038 20,070 28,087 28,239 4,572 4,420
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 393)
26 608 -198 1,107 1,165 935 1,575 -542 -1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.4 11.6 73.6 61.5 86.0 86.5 14.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 20 21 24 25
Updated December 25, 2015