GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,081
COMMITMENTS
23,069 5,675 1,584 31,680 49,314 56,333 56,573 748 508
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,949)
476 1,093 -134 2,607 1,971 2,949 2,930 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 9.9 2.8 55.5 86.4 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 7 5 35 36 41 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,663
COMMITMENTS
625 200 0 6,027 6,452 6,652 6,652 11 11
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 961)
0 0 0 961 961 961 961 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.0 0.0 90.5 96.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 14 16 15
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,063
COMMITMENTS
904 548 1,092 6,224 6,906 8,220 8,546 843 517
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 528)
-45 0 176 415 408 546 584 -18 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.0 12.0 68.7 76.2 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 6 29 28 36 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,544
COMMITMENTS
122 268 208 789 626 1,119 1,102 425 442
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.4 13.5 51.1 40.5 72.5 71.4 27.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 3 12 12 17 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,697
COMMITMENTS
1,456 275 334 5,394 6,734 7,184 7,343 513 354
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 767)
105 61 0 631 706 736 767 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 3.6 4.3 70.1 87.5 93.3 95.4 6.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 6 31 38 38 47
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,037
COMMITMENTS
798 1,319 838 5,187 4,061 6,823 6,218 214 819
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 293)
70 -45 73 175 258 318 286 -25 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 18.7 11.9 73.7 57.7 97.0 88.4 3.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 4 7 26 18 37 27
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,616
COMMITMENTS
195 685 60 1,276 796 1,531 1,541 85 75
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 110)
90 80 -10 50 50 130 120 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 42.4 3.7 79.0 49.3 94.7 95.4 5.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 9 2 16 13 19 24
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,152
COMMITMENTS
136 12,182 120 26,884 14,584 27,140 26,886 12 266
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,270)
0 200 0 1,270 1,070 1,270 1,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 44.9 0.4 99.0 53.7 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 21 13 23 16
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,015
COMMITMENTS
1,067 1,965 391 2,960 2,341 4,418 4,697 597 318
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 203)
68 -52 111 10 150 189 209 14 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 39.2 7.8 59.0 46.7 88.1 93.7 11.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 7 9 21 19 32 30
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,661
COMMITMENTS
69,928 63,186 59,769 193,183 200,578 322,880 323,533 44,781 44,128
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -14,519)
1,565 -5,456 -8,417 -5,237 1,471 -12,089 -12,401 -2,430 -2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 17.2 16.3 52.5 54.6 87.8 88.0 12.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
42 56 62 81 93 161 179
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,431
COMMITMENTS
0 800 400 33,446 37,880 33,846 39,080 11,585 6,351
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,610)
0 475 50 2,541 -335 2,591 190 -981 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.9 73.6 83.4 74.5 86.0 25.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 24 30 26 32
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 920,223
COMMITMENTS
213,701 389,241 276,391 362,772 211,821 852,864 877,453 67,359 42,770
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -30,822)
-28 -2,431 -27,230 -5,694 -4,154 -32,952 -33,815 2,130 2,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 42.3 30.0 39.4 23.0 92.7 95.4 7.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
98 116 135 66 54 243 238
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 680,940
COMMITMENTS
36,936 27,256 214,762 425,341 436,950 677,039 678,968 3,900 1,971
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -125,817)
-9,228 -18,710 -63,418 -52,586 -43,269 -125,231 -125,397 -586 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.0 31.5 62.5 64.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
46 24 60 50 54 116 118
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 312,970
COMMITMENTS
76,093 103,270 62,753 167,130 139,641 305,975 305,663 6,994 7,307
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,832)
419 1,375 -2,392 3,454 1,897 1,482 880 351 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 33.0 20.1 53.4 44.6 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 13 28 42 36 73 67
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 118,719
COMMITMENTS
27,748 25,996 18,935 65,879 69,273 112,562 114,204 6,157 4,515
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,101)
2,499 1,747 3,101 3,166 1,737 8,766 6,585 -2,665 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 21.9 15.9 55.5 58.4 94.8 96.2 5.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 18 22 25 24 51 53
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,471,172
COMMITMENTS
557,504 55,060 113,598 759,887 1273120 1430989 1441778 40,183 29,394
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 34,866)
7,205 -5,633 13,558 14,882 26,419 35,645 34,344 -779 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 3.7 7.7 51.7 86.5 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
23 13 31 59 55 93 89
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,497
COMMITMENTS
13,600 51,369 46,969 275,101 236,953 335,670 335,291 1,827 2,206
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,911)
-475 8,006 -728 5,353 -3,127 4,150 4,151 -239 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 15.2 13.9 81.5 70.2 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 25 26 38 30 67 61
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 132,284
COMMITMENTS
44,437 69,434 21,320 65,382 40,355 131,139 131,109 1,145 1,175
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,223)
483 -2,063 1,162 -637 2,091 1,008 1,190 215 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 52.5 16.1 49.4 30.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 19 17 20 23 47 47
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,277
COMMITMENTS
19,890 6,345 3,876 8,898 22,751 32,664 32,972 613 305
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,416)
1,155 -875 608 -222 1,713 1,541 1,446 -125 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 19.1 11.6 26.7 68.4 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 7 14 13 11 32 28
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 4,667
COMMITMENTS
806 772 1,838 2,023 2,057 4,667 4,667 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -71)
-58 131 -42 29 -160 -71 -71 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 16.5 39.4 43.3 44.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 6 8 7 7 19 17
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 20,004
COMMITMENTS
4,863 7,660 9,975 5,166 2,369 20,004 20,004 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,913)
1,093 1,163 656 165 94 1,913 1,913 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 38.3 49.9 25.8 11.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 10 8 6 19 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,614
COMMITMENTS
4,590 1,749 4,474 37,249 40,046 46,313 46,269 301 345
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 236)
-627 161 -462 1,456 500 366 199 -130 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.8 9.6 79.9 85.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
13 13 12 52 60 73 77
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,722
COMMITMENTS
391 643 604 2,880 3,131 3,875 4,378 847 344
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 201)
57 -72 52 139 172 248 152 -47 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 13.6 12.8 61.0 66.3 82.1 92.7 17.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 5 26 26 33 33
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 169,893
COMMITMENTS
12,149 1,405 2,364 155,145 166,124 169,658 169,893 235 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,614)
-20 0 -16 1,651 1,630 1,614 1,614 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.8 1.4 91.3 97.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 18 22 20
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,284,660
COMMITMENTS
187,200 0 0 3097460 3284660 3284660 3284660 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -2,967)
0 0 0 -2,967 -2,967 -2,967 -2,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 94.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 17 21 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,369
COMMITMENTS
319 0 0 74,050 74,369 74,369 74,369 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 17 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,548,523
COMMITMENTS
3,357 0 0 1545166 1548523 1548523 1548523 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -19,600)
0 0 0 -19,600 -19,600 -19,600 -19,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 12 18 12
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 31,120
COMMITMENTS
0 0 0 31,040 31,120 31,040 31,120 80 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -34,232)
0 0 0 -34,144 -34,232 -34,144 -34,232 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 7 14 7
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,058
COMMITMENTS
1,083 62 62 21,773 22,664 22,918 22,788 140 270
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 487)
85 0 0 402 487 487 487 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.3 0.3 94.4 98.3 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 22 27 24 29
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 107,307
COMMITMENTS
1,696 9,270 861 103,790 96,729 106,347 106,860 960 447
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,373)
326 170 -189 3,126 3,335 3,263 3,316 110 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.6 0.8 96.7 90.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
6 11 6 56 50 66 64
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,422
COMMITMENTS
2,193 4,160 498 28,355 26,374 31,046 31,032 376 390
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,712)
-111 115 96 1,775 1,502 1,760 1,713 -48 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.2 1.6 90.2 83.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 5 5 34 35 42 44
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,349
COMMITMENTS
90 771 319 8,524 7,981 8,933 9,071 416 278
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 249)
0 239 -69 308 69 239 239 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.2 3.4 91.2 85.4 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 27 26 31 31
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,008
COMMITMENTS
269 671 73 11,925 11,941 12,267 12,685 741 323
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 562)
190 -10 0 495 550 685 540 -123 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.2 0.6 91.7 91.8 94.3 97.5 5.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 3 24 19 28 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,514,223
COMMITMENTS
543,177 290,896 993,430 874,122 1133613 2410728 2417938 103,495 96,285
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 114,219)
28,901 6,455 44,797 45,714 58,865 119,412 110,117 -5,193 4,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 11.6 39.5 34.8 45.1 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
176 166 234 99 110 402 392
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,250
COMMITMENTS
38,330 10,507 38,286 42,211 70,472 118,828 119,265 1,422 984
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 17,898)
-249 2,822 8,630 11,409 6,780 19,789 18,232 -1,891 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 8.7 31.8 35.1 58.6 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 4 4 18 16 24 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,861
COMMITMENTS
68,160 12,297 608 37,030 61,782 105,798 74,687 14,063 45,174
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,386)
-564 691 -291 2,795 8,140 1,940 8,540 446 -6,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 10.3 0.5 30.9 51.5 88.3 62.3 11.7 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 4 15 18 22 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,426
COMMITMENTS
21,141 21,472 7,055 4,641 4,306 32,837 32,833 589 592
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -4,315)
674 304 -4,137 -862 -323 -4,325 -4,156 10 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 64.2 21.1 13.9 12.9 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 1 9 9 10 24 20
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,885
COMMITMENTS
20,898 1,970 28,748 79,371 90,045 129,018 120,764 11,867 20,121
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,548)
282 -38 -941 -633 -223 -1,292 -1,202 -256 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 1.4 20.4 56.3 63.9 91.6 85.7 8.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 8 18 18 26 26
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 189,417
COMMITMENTS
24,373 79,654 76,411 83,576 27,560 184,360 183,626 5,057 5,791
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 11,281)
4,112 2,529 5,817 2,047 2,398 11,976 10,744 -695 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 42.1 40.3 44.1 14.6 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 10 27 16 18 45 46
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,240
COMMITMENTS
14,408 6,804 84,996 28,618 36,053 128,022 127,852 217 387
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 14,643)
2,009 2,076 9,249 3,355 3,596 14,613 14,921 30 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 5.3 66.3 22.3 28.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 8 8 13 9 21 19
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,340
COMMITMENTS
585 0 90 15,545 16,095 16,220 16,185 120 155
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,392)
-75 0 0 -1,302 -1,390 -1,377 -1,390 -15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.6 95.1 98.5 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 20 16 22 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,449
COMMITMENTS
16,915 12,679 1,235 6,779 10,644 24,929 24,558 1,520 1,891
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -335)
-698 266 234 110 -722 -355 -222 20 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 47.9 4.7 25.6 40.2 94.3 92.9 5.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
65 64 22 31 27 107 104
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,279
COMMITMENTS
48,044 26,008 3,389 10,431 34,910 61,863 64,308 6,416 3,972
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -2,497)
-288 -1,759 -3 -1,204 -79 -1,495 -1,841 -1,002 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 38.1 5.0 15.3 51.1 90.6 94.2 9.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
121 69 19 31 37 163 115
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,787
COMMITMENTS
120,701 45,771 81,817 176,734 252,066 379,252 379,654 22,534 22,133
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,433)
-3,622 -2,989 4,595 7,074 5,347 8,046 6,953 -1,613 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 11.4 20.4 44.0 62.7 94.4 94.5 5.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
79 45 70 91 102 198 195
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,228
COMMITMENTS
2,161 839 1,386 8,176 10,323 11,723 12,548 2,505 1,680
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 975)
0 0 -3 928 1,061 925 1,058 50 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.9 9.7 57.5 72.6 82.4 88.2 17.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 5 12 15 19 21
RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,819
COMMITMENTS
0 1,578 0 9,551 7,082 9,551 8,660 268 1,159
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 37)
0 0 0 267 -413 267 -413 -230 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 0.0 97.3 72.1 97.3 88.2 2.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 13 12 15
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,693
COMMITMENTS
1,148 7,869 3,175 13,549 8,205 17,872 19,249 3,821 2,444
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,805)
555 1,450 30 1,035 320 1,620 1,800 185 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 36.3 14.6 62.5 37.8 82.4 88.7 17.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 7 16 18 23 25
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,583
COMMITMENTS
1,955 452 343 4,887 5,580 7,185 6,375 1,398 2,208
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 792)
453 150 20 720 705 1,193 875 -401 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 5.3 4.0 56.9 65.0 83.7 74.3 16.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 5 14 17 20 22
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,650
COMMITMENTS
11,212 19,122 1,768 11,543 3,760 24,523 24,650 127 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 616)
100 516 0 516 100 616 616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 77.6 7.2 46.8 15.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 1 12 6 18 11
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 23,329
COMMITMENTS
9,176 9,222 7,881 5,895 5,842 22,952 22,945 377 384
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,750)
599 850 1,454 687 473 2,740 2,777 10 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 39.5 33.8 25.3 25.0 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 14 24 10 10 40 40
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,671
COMMITMENTS
2,484 175 0 33,862 36,496 36,346 36,671 325 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,933)
300 0 0 4,808 4,933 5,108 4,933 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.5 0.0 92.3 99.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 0 27 23 30 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,594
COMMITMENTS
2,460 2,667 10 5,896 5,912 8,366 8,589 228 5
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 31.0 0.1 68.6 68.8 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 10 10 13 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,382
COMMITMENTS
2,052 7,717 701 11,608 6,889 14,361 15,307 1,021 75
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 508)
-6 703 0 533 -208 527 495 -19 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 50.2 4.6 75.5 44.8 93.4 99.5 6.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 5 21 13 30 21
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,477
COMMITMENTS
409 1,905 948 8,591 7,313 9,948 10,166 529 311
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 239)
-9 44 183 65 192 239 419 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 18.2 9.0 82.0 69.8 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 9 7 21 21 31 34
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,404
COMMITMENTS
708 210 137 479 842 1,324 1,189 80 215
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 20)
-60 40 -20 100 -30 20 -10 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 15.0 9.8 34.1 60.0 94.3 84.7 5.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 7 5 8 13 17 23
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,586
COMMITMENTS
1,315 5,902 2,984 21,886 18,750 26,185 27,636 6,401 4,950
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,011)
208 436 -70 1,335 1,733 1,473 2,099 538 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 18.1 9.2 67.2 57.5 80.4 84.8 19.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 17 16 20 20
Updated January 29, 2016