GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,739
COMMITMENTS
24,780 4,195 1,890 32,561 53,389 59,231 59,474 508 265
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,313)
-15 208 18 -1,329 -1,539 -1,326 -1,313 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 7.0 3.2 54.5 89.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 7 7 38 40 46 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,543
COMMITMENTS
625 200 600 6,318 6,743 7,543 7,543 0 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 19)
0 0 0 19 19 19 19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.7 8.0 83.8 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,159
COMMITMENTS
879 554 989 6,442 6,911 8,310 8,454 849 705
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 46)
-25 56 61 86 -76 122 41 -76 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.0 10.8 70.3 75.5 90.7 92.3 9.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 7 30 29 40 37
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,754
COMMITMENTS
249 312 205 1,008 787 1,462 1,304 292 450
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 57)
22 23 0 18 -39 40 -16 17 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.8 11.7 57.5 44.9 83.4 74.3 16.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 4 18 15 23 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,687
COMMITMENTS
954 633 446 5,778 6,359 7,178 7,438 509 249
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 165)
43 40 9 139 204 191 253 -26 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.2 5.8 75.2 82.7 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 6 7 35 40 43 51
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,815
COMMITMENTS
50 50 0 6,763 6,765 6,813 6,815 2 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,881
COMMITMENTS
1,073 1,784 787 5,780 4,883 7,640 7,454 241 427
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 176)
51 21 37 73 118 161 176 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.6 10.0 73.3 62.0 96.9 94.6 3.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 5 8 30 21 43 30
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,780
COMMITMENTS
50 712 190 1,493 796 1,733 1,698 47 82
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 166)
30 156 -40 206 40 196 156 -30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 40.0 10.7 83.9 44.7 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 9 4 17 13 22 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| 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 12/22/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,208
COMMITMENTS
1,172 2,306 95 3,281 2,438 4,548 4,839 660 369
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 306)
20 180 -15 186 169 191 334 115 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 44.3 1.8 63.0 46.8 87.3 92.9 12.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 3 19 19 27 27
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,427
COMMITMENTS
62,401 69,292 57,151 193,453 188,411 313,005 314,854 45,422 43,572
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -12,948)
1,532 -4,302 -457 -12,990 -6,386 -11,915 -11,145 -1,033 -1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 19.3 15.9 54.0 52.6 87.3 87.8 12.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
36 55 55 79 79 149 159
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,671
COMMITMENTS
0 970 350 33,364 39,873 33,714 41,193 11,957 4,478
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 773)
0 0 0 915 648 915 648 -142 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.8 73.1 87.3 73.8 90.2 26.2 9.8
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,018,859
COMMITMENTS
225,842 433,583 284,160 443,234 258,850 953,235 976,594 65,623 42,265
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -38,271)
-12,796 -8,150 -12,900 -7,584 -15,919 -33,281 -36,970 -4,990 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 42.6 27.9 43.5 25.4 93.6 95.9 6.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
91 139 129 65 52 231 251
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 703,735
COMMITMENTS
31,481 31,134 235,344 432,486 435,001 699,311 701,479 4,424 2,256
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -324,615)
1,017 -18,189 -177,859 -147,822 -128,448 -324,665 -324,496 49 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.4 33.4 61.5 61.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
42 27 55 50 49 113 110
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 330,875
COMMITMENTS
71,624 106,383 76,715 174,376 139,815 322,715 322,913 8,160 7,962
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 4,390)
-3,512 -5,496 7,488 -317 1,188 3,658 3,180 732 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 32.2 23.2 52.7 42.3 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 12 26 40 37 70 63
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 95,967
COMMITMENTS
19,929 17,716 13,763 53,965 57,372 87,657 88,851 8,310 7,116
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -39,712)
-10,858 -18,903 -7,124 -24,038 -16,326 -42,020 -42,353 2,308 2,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.5 14.3 56.2 59.8 91.3 92.6 8.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 13 21 19 20 40 46
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,510,628
COMMITMENTS
564,603 67,996 109,903 791,611 1302281 1466117 1480180 44,511 30,448
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -4,453)
-6,840 -6,281 4,756 -5,678 3,936 -7,762 2,411 3,309 -6,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 4.5 7.3 52.4 86.2 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
20 19 30 57 54 90 91
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,610
COMMITMENTS
9,046 38,892 40,891 261,912 231,592 311,849 311,375 1,761 2,235
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -82,819)
-31,272 -22,786 -20,699 -31,059 -39,898 -83,030 -83,383 211 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.4 13.0 83.5 73.8 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 18 20 37 29 59 54
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 126,371
COMMITMENTS
42,702 69,136 15,149 67,525 41,184 125,376 125,469 995 902
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 3,060)
-120 6,125 -2,373 5,613 -632 3,120 3,120 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 54.7 12.0 53.4 32.6 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 22 24 23 19 55 48
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,402
COMMITMENTS
17,647 8,117 4,324 11,678 21,606 33,649 34,047 753 355
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 106)
-10 -50 -19 110 150 81 81 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 23.6 12.6 33.9 62.8 97.8 99.0 2.2 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,645
COMMITMENTS
515 228 565 1,565 1,852 2,645 2,645 0 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 93)
238 -251 -133 -13 476 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 8.6 21.4 59.2 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 8 6 7 19 15
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 45,008
COMMITMENTS
4,890 1,623 4,060 35,690 39,000 44,639 44,684 369 325
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,579)
137 -12 -64 1,574 1,671 1,647 1,595 -68 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.6 9.0 79.3 86.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 12 14 48 57 71 76
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| 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
642 761 433 2,761 3,240 3,836 4,434 1,066 468
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 238)
35 -82 -8 206 188 233 98 5 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 15.5 8.8 56.3 66.1 78.3 90.5 21.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 3 21 21 26 26
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 174,205
COMMITMENTS
10,418 1,505 2,706 160,826 169,994 173,950 174,205 255 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,135)
-35 0 -33 -2,068 -2,102 -2,135 -2,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.9 1.6 92.3 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 12/29/15 |
--------------------------------------------------------------| 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 12/22/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 76,802
COMMITMENTS
419 0 0 76,383 76,802 76,802 76,802 0 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,002)
0 0 0 2,002 2,002 2,002 2,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 16 16 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| 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 12/22/15 (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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,576
COMMITMENTS
967 0 62 24,407 25,096 25,436 25,158 140 418
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 310)
60 0 0 250 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.2 95.4 98.1 99.5 98.4 0.5 1.6
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 100,503
COMMITMENTS
2,134 9,284 818 96,693 90,064 99,645 100,166 858 337
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 626)
117 528 -11 580 139 686 656 -60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.2 0.8 96.2 89.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
7 9 7 59 54 71 67
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,153
COMMITMENTS
255 480 57 28,096 28,511 28,408 29,048 745 105
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,196)
0 0 0 1,136 1,176 1,136 1,176 60 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.6 0.2 96.4 97.8 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 17 19 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,555
COMMITMENTS
2,503 5,343 242 30,294 27,547 33,039 33,132 516 423
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 513)
-6 140 -12 504 373 486 501 27 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 15.9 0.7 90.3 82.1 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 3 32 32 38 39
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| 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 12/22/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,358
COMMITMENTS
0 997 58 12,306 12,064 12,364 13,119 994 239
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 44)
0 -25 0 74 69 74 44 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.4 92.1 90.3 92.6 98.2 7.4 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,248,629
COMMITMENTS
465,111 235,589 878,261 812,630 1040246 2156002 2154095 92,627 94,534
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -7,430)
-8,758 -13,330 -4,784 12,855 7,818 -687 -10,296 -6,743 2,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 10.5 39.1 36.1 46.3 95.9 95.8 4.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
145 143 207 93 107 346 356
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,407
COMMITMENTS
33,676 3,860 28,245 28,711 60,084 90,632 92,189 2,775 1,218
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,891)
1,095 -29 101 704 1,720 1,899 1,792 -8 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 4.1 30.2 30.7 64.3 97.0 98.7 3.0 1.3
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,753
COMMITMENTS
73,961 11,119 1,487 35,023 58,515 110,471 71,121 15,282 54,632
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -394)
292 0 -373 -450 -178 -531 -551 137 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 8.8 1.2 27.9 46.5 87.8 56.6 12.2 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 4 12 15 21 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,545
COMMITMENTS
6,676 4,774 6,113 2,125 4,064 14,914 14,951 631 594
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -3,386)
-1,661 -1,762 -1,671 23 72 -3,309 -3,361 -78 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 30.7 39.3 13.7 26.1 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 10 8 9 24 20
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 152,408
COMMITMENTS
24,002 1,561 31,646 91,167 107,561 146,815 140,768 5,594 11,640
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,658)
113 -103 -691 -858 -677 -1,437 -1,471 -221 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 1.0 20.8 59.8 70.6 96.3 92.4 3.7 7.6
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,983
COMMITMENTS
21,604 75,904 76,920 80,319 26,538 178,842 179,362 7,141 6,621
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,421)
456 729 -1,895 -364 -991 -1,802 -2,156 381 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 40.8 41.4 43.2 14.3 96.2 96.4 3.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 13 22 16 14 40 38
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,671
COMMITMENTS
600 0 0 13,011 13,514 13,611 13,514 60 157
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.2 98.9 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 14 17 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,549
COMMITMENTS
16,911 8,922 330 5,702 13,697 22,944 22,949 1,606 1,600
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 329)
212 194 7 23 75 242 275 87 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 36.3 1.3 23.2 55.8 93.5 93.5 6.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
64 48 14 29 27 100 83
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,052
COMMITMENTS
46,787 23,253 1,792 11,041 38,591 59,620 63,637 7,432 3,415
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -3,015)
-967 -1,401 -1,315 -520 73 -2,802 -2,643 -213 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 34.7 2.7 16.5 57.6 88.9 94.9 11.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
119 66 22 36 33 168 109
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,656
COMMITMENTS
120,715 44,719 74,703 149,071 227,687 344,488 347,109 21,168 18,548
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -7,884)
7,413 -776 -4,854 -10,498 1,011 -7,940 -4,619 56 -3,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 12.2 20.4 40.8 62.3 94.2 94.9 5.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
80 40 54 82 93 182 168
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,267
COMMITMENTS
3,329 1,491 1,548 10,091 12,387 14,968 15,426 2,299 1,841
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,089)
10 60 -25 1,044 1,127 1,029 1,162 60 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 8.6 9.0 58.4 71.7 86.7 89.3 13.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 3 6 18 16 27 23
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,872
COMMITMENTS
0 2,883 0 19,664 16,012 19,664 18,895 208 977
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 722)
0 25 0 754 675 754 700 -32 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.5 0.0 99.0 80.6 99.0 95.1 1.0 4.9
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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,263
COMMITMENTS
1,981 6,801 2,267 15,704 11,135 19,952 20,203 2,311 2,060
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 402)
180 -243 0 297 798 477 555 -75 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 30.5 10.2 70.5 50.0 89.6 90.7 10.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 6 20 22 28 28
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,266
COMMITMENTS
11,405 18,862 2,058 11,757 4,346 25,220 25,266 46 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 214)
114 0 0 100 214 214 214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 74.7 8.1 46.5 17.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 3 12 8 20 15
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,140
COMMITMENTS
7,155 6,409 8,232 5,058 5,796 20,445 20,437 695 703
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 663)
-50 620 256 174 -466 380 410 283 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 30.3 38.9 23.9 27.4 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 17 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 15,905
COMMITMENTS
2,901 3,583 9,770 3,234 2,552 15,905 15,905 0 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,145)
389 507 -1,326 -208 -326 -1,145 -1,145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 22.5 61.4 20.3 16.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 8 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,952
COMMITMENTS
2,340 50 0 29,482 31,902 31,822 31,952 130 0
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.2 0.0 92.3 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 12/29/15 |
--------------------------------------------------------------| 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
2,271 7,230 750 11,524 7,490 14,545 15,470 1,083 158
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 0)
71 38 0 -71 -38 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 46.3 4.8 73.7 47.9 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,782
COMMITMENTS
588 1,858 625 8,986 7,914 10,199 10,397 583 385
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 45)
31 0 0 14 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 17.2 5.8 83.3 73.4 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 6 7 24 24 34 33
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,977
COMMITMENTS
905 225 305 627 1,203 1,837 1,733 140 244
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 20)
-150 -30 -40 225 36 35 -34 -15 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 11.4 15.4 31.7 60.8 92.9 87.7 7.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 5 5 11 17 19 25
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,788
COMMITMENTS
1,722 1,653 30 6,655 7,086 8,407 8,769 381 19
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 18.8 0.3 75.7 80.6 95.7 99.8 4.3 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 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,131
COMMITMENTS
320 4,017 4,185 24,054 20,429 28,559 28,631 4,572 4,500
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 472)
71 -352 385 16 359 472 392 0 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 12.1 12.6 72.6 61.7 86.2 86.4 13.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 4 20 21 24 25
Updated January 1, 2016