GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,381
COMMITMENTS
10,040 5,489 2,734 42,893 48,158 55,667 56,381 714 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,482)
302 239 -124 2,304 2,402 2,482 2,517 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.7 4.8 76.1 85.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 7 9 38 44 51 57
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,219
COMMITMENTS
0 0 0 6,219 6,219 6,219 6,219 0 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 199)
0 0 0 199 199 199 199 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 18 15 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,054
COMMITMENTS
683 54 768 6,844 7,622 8,295 8,444 759 610
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 243)
-99 -5 -232 518 444 187 207 56 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.6 8.5 75.6 84.2 91.6 93.3 8.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 6 29 29 35 36
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,749
COMMITMENTS
1,468 1,330 641 9,348 9,512 11,457 11,483 292 266
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 765)
130 25 120 523 648 773 793 -8 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.3 5.5 79.6 81.0 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 9 38 41 47 52
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,701
COMMITMENTS
215 1,490 245 5,765 4,519 6,225 6,254 476 447
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 257)
-14 183 20 225 10 231 213 26 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 22.2 3.7 86.0 67.4 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 7 6 22 17 29 26
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,759
COMMITMENTS
345 560 73 1,225 1,081 1,643 1,714 116 45
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 267)
60 20 53 184 278 297 351 -30 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 31.8 4.2 69.6 61.5 93.4 97.4 6.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 5 1 13 14 16 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,108
COMMITMENTS
259 6,917 1,097 23,748 17,074 25,104 25,088 4 20
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,264)
0 303 -30 1,294 991 1,264 1,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 27.5 4.4 94.6 68.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 6 3 26 15 30 21
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,161
COMMITMENTS
977 3,780 473 6,131 3,596 7,581 7,849 580 312
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 304)
-70 145 55 300 243 285 443 19 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 46.3 5.8 75.1 44.1 92.9 96.2 7.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 8 7 29 23 38 34
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 4,795
COMMITMENTS
10 646 372 3,743 3,584 4,125 4,602 670 193
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 24)
-20 -40 15 9 34 4 9 20 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.5 7.8 78.1 74.7 86.0 96.0 14.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 5 20 20 25 26
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 425,700
COMMITMENTS
72,401 50,007 88,014 221,205 250,424 381,621 388,445 44,079 37,255
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -4,097)
3,178 737 -9,158 3,663 4,783 -2,317 -3,639 -1,781 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 11.7 20.7 52.0 58.8 89.6 91.2 10.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
51 42 57 80 93 162 163
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,863
COMMITMENTS
3,250 225 450 39,518 44,777 43,218 45,452 6,645 4,411
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,927)
100 0 200 3,119 3,801 3,419 4,001 -492 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.5 0.9 79.3 89.8 86.7 91.2 13.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 27 32 30 34
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,083,485
COMMITMENTS
320,137 368,499 337,496 343,739 344,560 1001373 1050555 82,112 32,930
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -28,285)
6,969 -18,441 -26,398 -9,114 23,321 -28,542 -21,517 257 -6,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 34.0 31.1 31.7 31.8 92.4 97.0 7.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
138 104 153 72 66 302 245
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 617,591
COMMITMENTS
41,697 18,918 166,071 403,280 429,545 611,048 614,534 6,542 3,057
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -161,329)
-15,999 -22,394 -73,383 -71,700 -64,804 -161,083 -160,582 -247 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.1 26.9 65.3 69.6 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
48 29 59 57 58 129 122
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 311,840
COMMITMENTS
112,919 125,085 46,192 143,589 132,164 302,700 303,441 9,140 8,399
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,437)
7,348 11,756 934 7,234 2,401 15,516 15,090 -1,079 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 40.1 14.8 46.0 42.4 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 15 31 38 38 74 71
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 146,083
COMMITMENTS
38,712 32,774 14,745 86,576 94,629 140,033 142,148 6,050 3,935
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,779)
10,537 7,240 383 7,768 7,888 18,688 15,511 -3,909 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 22.4 10.1 59.3 64.8 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 17 26 31 31 60 63
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,377,908
COMMITMENTS
600,124 62,459 99,380 651,223 1194875 1350727 1356714 27,181 21,194
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 19,579)
19,713 5,106 5,248 -3,088 9,444 21,873 19,798 -2,294 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 4.5 7.2 47.3 86.7 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
23 12 27 51 49 81 81
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,811
COMMITMENTS
15,408 60,764 27,447 275,896 225,855 318,751 314,066 1,060 5,745
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,998)
587 -450 2,432 6,172 4,977 9,191 6,959 -2,193 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 19.0 8.6 86.3 70.6 99.7 98.2 0.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 18 22 36 35 64 62
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 95,850
COMMITMENTS
35,514 34,454 13,898 45,334 46,816 94,746 95,168 1,104 682
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,198)
-656 1,012 537 1,478 62 1,359 1,611 -161 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 35.9 14.5 47.3 48.8 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 19 27 22 20 53 53
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,671
COMMITMENTS
13,921 4,219 3,311 3,003 12,971 20,235 20,501 436 170
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 623)
550 380 13 110 200 673 593 -50 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 20.4 16.0 14.5 62.7 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 6 13 13 11 35 24
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,987
COMMITMENTS
790 1,700 3,913 5,269 4,367 9,972 9,980 15 7
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 93)
-2 -103 85 4 108 88 91 6 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.0 39.2 52.8 43.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 9 16 13 12 33 30
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS) OPEN INTEREST: 2,539
COMMITMENTS
122 524 85 1,956 1,657 2,163 2,266 376 273
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -19)
20 40 -10 6 -74 16 -44 -35 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 20.6 3.3 77.0 65.3 85.2 89.2 14.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 4 13 12 17 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 59,951
COMMITMENTS
5,200 3,848 7,821 46,658 47,959 59,679 59,627 272 324
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,120)
-351 -45 232 3,260 3,053 3,140 3,240 -20 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.4 13.0 77.8 80.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 13 14 54 62 74 83
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,686
COMMITMENTS
687 765 136 2,259 2,575 3,082 3,476 604 210
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 116)
84 21 -40 70 135 114 116 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 20.8 3.7 61.3 69.9 83.6 94.3 16.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 7 6 21 26 31 35
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 258,220
COMMITMENTS
18,229 382 4,202 235,696 253,620 258,128 258,205 92 16
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,487)
59 67 -23 1,443 1,436 1,479 1,480 8 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.1 1.6 91.3 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 18 24 21
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,945,107
COMMITMENTS
388,850 15,860 26,250 2530007 2902997 2945107 2945107 0 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.5 0.9 85.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 17 19 19
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,568
COMMITMENTS
3,825 0 0 44,680 48,568 48,505 48,568 63 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 92.0 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 13 17 13
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 999,658
COMMITMENTS
0 0 0 999,658 999,658 999,658 999,658 0 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 11,328
COMMITMENTS
640 0 0 10,656 11,328 11,296 11,328 32 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -31,152)
-1,760 0 0 -29,304 -31,152 -31,064 -31,152 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 94.1 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 9 13 9
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,225
COMMITMENTS
0 868 277 26,943 25,407 27,220 26,552 5 673
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,065)
-13 12 187 891 866 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.0 99.0 93.3 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 3 25 33 28 39
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,675
COMMITMENTS
7,129 2,145 4,360 128,269 133,361 139,758 139,866 917 809
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,031)
-150 78 193 4,045 3,617 4,088 3,888 -57 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.5 3.1 91.2 94.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
10 12 14 59 62 79 78
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,371
COMMITMENTS
12,924 9,152 1 84,297 87,133 97,222 96,286 149 1,085
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 950)
-1,008 315 0 1,963 625 955 940 -5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 9.4 0.0 86.6 89.5 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 1 26 31 31 37
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,402
COMMITMENTS
2,176 1,785 189 32,784 32,968 35,149 34,942 253 460
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -752)
227 117 -73 -923 -856 -769 -812 17 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.0 0.5 92.6 93.1 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 2 3 35 39 44 43
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,822
COMMITMENTS
2,844 1,836 909 14,744 15,655 18,497 18,400 325 422
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 616)
110 -2 275 215 333 600 606 16 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.8 4.8 78.3 83.2 98.3 97.8 1.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 32 25 37 29
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,585
COMMITMENTS
573 208 135 14,643 15,875 15,351 16,218 1,234 367
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 597)
-25 0 0 637 582 612 582 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.3 0.8 88.3 95.7 92.6 97.8 7.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 27 19 32 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,569,305
COMMITMENTS
547,018 216,907 909,871 995,933 1334030 2452822 2460808 116,483 108,497
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 51,925)
13,370 -1,850 24,605 15,106 27,494 53,081 50,250 -1,157 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 8.4 35.4 38.8 51.9 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
170 139 229 103 124 391 389
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 228,882
COMMITMENTS
96,413 44,154 54,104 75,510 128,775 226,026 227,033 2,855 1,849
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -5,504)
-3,128 -3,734 -1,677 -650 -91 -5,456 -5,502 -49 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 19.3 23.6 33.0 56.3 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 5 16 18 23 24
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,888
COMMITMENTS
62,699 14,895 1,920 31,651 60,133 96,270 76,948 22,618 41,940
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,033)
1,037 997 488 594 125 2,119 1,610 1,914 2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 12.5 1.6 26.6 50.6 81.0 64.7 19.0 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 4 10 13 17 21
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,728
COMMITMENTS
1,717 389 1,226 6,027 7,742 8,970 9,357 1,757 1,371
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -290)
-125 -56 -83 -85 -146 -293 -285 4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 3.6 11.4 56.2 72.2 83.6 87.2 16.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 5 10 11 19 16
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,029
COMMITMENTS
22,704 1,711 10,925 54,392 70,354 88,022 82,990 5,007 10,039
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,245)
892 -5 -50 1,215 2,342 2,057 2,288 189 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.8 11.7 58.5 75.6 94.6 89.2 5.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 8 21 21 29 29
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,874
COMMITMENTS
16,937 49,280 59,600 76,605 42,188 153,142 151,067 6,733 8,808
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -3,224)
2,692 -3,386 -493 -5,165 713 -2,966 -3,166 -259 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 30.8 37.3 47.9 26.4 95.8 94.5 4.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 17 28 20 22 52 52
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,449
COMMITMENTS
51,614 10,238 35,457 19,563 60,217 106,634 105,913 815 1,536
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -7,030)
-1,492 -374 -3,557 -1,869 -3,343 -6,917 -7,274 -112 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 9.5 33.0 18.2 56.0 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 8 8 9 11 17 20
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,683
COMMITMENTS
120 0 0 11,533 11,683 11,653 11,683 30 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -107)
0 0 0 -107 -107 -107 -107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 17 19 18 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,810
COMMITMENTS
19,505 6,101 790 4,137 18,689 24,432 25,580 2,378 1,230
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,347)
1,071 -24 47 222 1,082 1,340 1,105 7 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 22.8 2.9 15.4 69.7 91.1 95.4 8.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
82 35 17 26 36 116 81
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,445
COMMITMENTS
51,094 14,179 3,623 9,817 51,656 64,533 69,458 7,911 2,987
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -5,163)
-573 -121 -2,043 -2,868 -2,804 -5,484 -4,968 321 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 19.6 5.0 13.6 71.3 89.1 95.9 10.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
137 48 34 29 41 189 104
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 393,424
COMMITMENTS
118,970 55,151 76,825 177,412 242,373 373,207 374,349 20,217 19,074
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -18,347)
661 -3,041 -4,745 -14,434 -9,289 -18,517 -17,074 170 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 14.0 19.5 45.1 61.6 94.9 95.2 5.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
95 53 74 91 107 218 205
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,376
COMMITMENTS
2,955 1,980 13 8,730 9,512 11,698 11,505 2,678 2,871
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 283)
-100 418 -6 514 -450 408 -38 -125 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 13.8 0.1 60.7 66.2 81.4 80.0 18.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 12 12 17 15
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 10,218
COMMITMENTS
872 795 1,470 6,993 6,526 9,335 8,791 883 1,427
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 273)
-105 25 100 248 48 243 173 30 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.8 14.4 68.4 63.9 91.4 86.0 8.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 5 14 14 20 20
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,215
COMMITMENTS
0 597 365 17,265 17,162 17,630 18,124 1,585 1,091
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 50)
0 50 0 -355 -250 -355 -200 405 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.9 89.9 89.3 91.8 94.3 8.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 14 18 16 20
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,952
COMMITMENTS
7,363 17,229 804 10,729 763 18,896 18,796 56 156
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -60)
45 -5 -100 -5 50 -60 -55 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 90.9 4.2 56.6 4.0 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 4 9 6 19 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,517
COMMITMENTS
8,330 9,734 6,061 6,666 5,247 21,057 21,042 460 475
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 432)
250 200 6 130 280 386 486 46 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 45.2 28.2 31.0 24.4 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 18 26 14 14 46 47
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 9,402
COMMITMENTS
2,095 1,312 5,527 1,760 2,542 9,382 9,382 20 20
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -439)
135 43 -322 -251 -160 -438 -439 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.0 58.8 18.7 27.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 11 15 9 7 25 23
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,850
COMMITMENTS
2,594 574 176 36,664 39,079 39,434 39,829 416 21
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 917)
-40 149 -10 937 823 887 962 30 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.4 0.4 92.0 98.1 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 27 21 31 25
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,895
COMMITMENTS
0 350 350 2,545 2,075 2,895 2,775 0 120
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 12.1 87.9 71.7 100.0 95.9 0.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 3 14 11 17 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,740
COMMITMENTS
1,503 1,467 0 4,203 4,273 5,706 5,740 34 0
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 25.6 0.0 73.2 74.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 0 10 9 14 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,283
COMMITMENTS
1,537 6,267 1,056 16,970 12,838 19,563 20,161 720 122
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 44)
45 -568 156 -170 456 31 44 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 30.9 5.2 83.7 63.3 96.5 99.4 3.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 6 9 30 23 40 35
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 4,761
COMMITMENTS
202 2,817 85 3,551 1,350 3,838 4,252 923 509
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 180)
55 61 10 136 125 201 196 -21 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 59.2 1.8 74.6 28.4 80.6 89.3 19.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 3 19 17 23 23
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,344
COMMITMENTS
413 516 216 2,475 2,460 3,104 3,192 240 152
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 15.4 6.5 74.0 73.6 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 12 16 16 20
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,177
COMMITMENTS
1,128 2,432 280 6,496 5,445 7,904 8,157 273 20
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 239)
129 17 136 25 149 290 302 -51 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 29.7 3.4 79.4 66.6 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 13 6 28 27 37 41
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,180
COMMITMENTS
270 220 140 545 545 955 905 225 275
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 120)
100 70 -20 50 60 130 110 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 18.6 11.9 46.2 46.2 80.9 76.7 19.1 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 4 12 13 18 19
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,604
COMMITMENTS
2,350 7,554 1,145 14,922 11,258 18,417 19,957 5,187 3,647
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 415)
-23 -22 214 -4 0 187 192 228 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 32.0 4.9 63.2 47.7 78.0 84.5 22.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 17 19 20 24
Updated September 30, 2016