GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,573
COMMITMENTS
7,123 4,279 1,756 43,533 47,257 52,412 53,292 1,161 281
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,804)
-178 -58 49 1,849 1,813 1,720 1,804 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 8.0 3.3 81.3 88.2 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 6 9 35 42 46 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,117
COMMITMENTS
0 0 0 7,117 7,117 7,117 7,117 0 0
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 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 14 19 14 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,803
COMMITMENTS
452 296 1,258 8,450 8,854 10,160 10,408 643 395
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 709)
45 15 11 615 665 671 691 38 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.7 11.6 78.2 82.0 94.0 96.3 6.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 9 35 33 44 43
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,347
COMMITMENTS
1,218 294 828 8,948 9,868 10,994 10,990 353 357
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,173)
2 -150 175 892 1,076 1,069 1,101 104 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.6 7.3 78.9 87.0 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 8 34 40 43 49
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,450
COMMITMENTS
310 64 0 1,121 1,350 1,431 1,414 19 36
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.4 0.0 77.3 93.1 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 11 11 12
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,363
COMMITMENTS
175 1,857 87 7,576 5,954 7,838 7,898 525 465
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 280)
5 127 -8 289 245 286 364 -6 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 22.2 1.0 90.6 71.2 93.7 94.4 6.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 6 3 22 19 28 25
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,815
COMMITMENTS
138 307 80 1,503 1,191 1,721 1,578 94 237
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 220)
0 90 0 200 100 200 190 20 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 16.9 4.4 82.8 65.6 94.8 86.9 5.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 15 14 18 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,669
COMMITMENTS
287 4,266 588 21,732 17,755 22,607 22,609 62 60
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 467)
20 -65 55 392 502 467 492 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 18.8 2.6 95.9 78.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 5 23 19 29 25
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,273
COMMITMENTS
906 1,692 391 4,220 3,824 5,517 5,907 756 366
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 502)
116 -88 172 202 497 490 581 12 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 27.0 6.2 67.3 61.0 87.9 94.2 12.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 9 22 26 34 35
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 5,628
COMMITMENTS
20 979 233 4,735 4,206 4,988 5,418 640 210
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 412)
0 -19 0 324 436 324 417 88 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 17.4 4.1 84.1 74.7 88.6 96.3 11.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 5 20 20 25 25
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 437,268
COMMITMENTS
78,111 51,044 103,280 214,090 246,463 395,481 400,786 41,787 36,481
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 13,102)
214 3,809 8,953 3,743 -9 12,910 12,753 192 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.7 23.6 49.0 56.4 90.4 91.7 9.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
53 49 67 89 92 178 177
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,868
COMMITMENTS
0 1,375 150 38,628 38,784 38,778 40,309 7,090 5,559
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 926)
0 160 -10 796 256 786 406 140 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.3 84.2 84.6 84.5 87.9 15.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 1 25 27 26 30
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,228,066
COMMITMENTS
301,462 395,491 388,540 464,165 399,453 1154166 1183484 73,900 44,582
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 20,954)
5,283 21,825 -7,655 28,265 5,623 25,893 19,792 -4,939 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 32.2 31.6 37.8 32.5 94.0 96.4 6.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
133 125 155 74 64 293 269
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 714,116
COMMITMENTS
49,699 27,040 214,547 442,907 469,383 707,152 710,970 6,964 3,146
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 29,719)
1,003 2,939 10,247 19,050 16,597 30,301 29,784 -581 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.8 30.0 62.0 65.7 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
51 25 65 63 59 137 126
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 326,932
COMMITMENTS
119,124 145,082 41,591 154,747 131,037 315,462 317,710 11,470 9,222
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 18,647)
3,314 4,382 3,945 13,004 11,308 20,263 19,636 -1,616 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 44.4 12.7 47.3 40.1 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 17 28 32 36 64 67
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 123,560
COMMITMENTS
14,600 11,255 24,122 78,500 84,425 117,222 119,802 6,338 3,758
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 10,921)
3,534 2,616 3,891 3,238 4,174 10,663 10,681 258 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 9.1 19.5 63.5 68.3 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 13 21 32 33 54 58
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,383,088
COMMITMENTS
642,208 61,163 73,458 635,198 1227739 1350864 1362360 32,224 20,728
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 16,172)
1,994 6,731 -520 14,202 9,828 15,676 16,039 496 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 4.4 5.3 45.9 88.8 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 7 20 52 48 77 71
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,553
COMMITMENTS
17,422 40,578 28,517 258,798 234,491 304,737 303,586 1,816 2,967
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,493)
873 164 1,076 1,140 3,891 3,089 5,131 1,404 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.2 9.3 84.4 76.5 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 20 24 33 36 60 65
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 82,866
COMMITMENTS
29,095 27,078 13,342 39,503 41,735 81,940 82,155 926 711
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,378)
9 -1,127 862 612 1,628 1,483 1,363 -105 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 32.7 16.1 47.7 50.4 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 19 24 24 19 53 47
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,430
COMMITMENTS
13,020 3,159 2,721 2,051 12,414 17,792 18,294 638 136
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 849)
1,407 504 -381 -145 749 881 872 -32 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 17.1 14.8 11.1 67.4 96.5 99.3 3.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 4 13 11 13 30 26
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,889
COMMITMENTS
769 1,571 4,422 5,689 4,887 10,879 10,880 10 9
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -190)
-212 -50 -42 65 -98 -190 -190 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 14.4 40.6 52.2 44.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 9 15 14 14 32 30
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 58,212
COMMITMENTS
7,422 3,732 10,067 40,440 44,076 57,929 57,875 283 337
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,312)
311 314 -308 1,327 1,318 1,330 1,325 -18 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.4 17.3 69.5 75.7 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 13 17 50 65 74 89
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,383
COMMITMENTS
461 832 465 2,106 1,993 3,032 3,290 351 93
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 495)
121 100 69 338 341 528 510 -33 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 24.6 13.7 62.3 58.9 89.6 97.3 10.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 8 6 24 22 32 34
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 260,244
COMMITMENTS
29,151 364 5,548 225,525 254,333 260,223 260,244 21 0
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,372)
-51 50 611 5,030 4,727 5,591 5,389 -219 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.1 2.1 86.7 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 19 24 22
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,565,396
COMMITMENTS
372,990 8,160 26,250 2166156 2530986 2565396 2565396 0 0
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.3 1.0 84.4 98.7 100.0 100.0 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 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,394
COMMITMENTS
3,825 0 0 39,548 43,394 43,373 43,394 21 0
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,552)
0 0 0 -1,552 -1,552 -1,552 -1,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 91.1 100.0 100.0 100.0 0.0 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 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,607
COMMITMENTS
0 0 0 902,607 902,607 902,607 902,607 0 0
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 22,800)
0 0 0 22,800 22,800 22,800 22,800 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 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 102,752
COMMITMENTS
4,160 4,600 0 98,384 98,152 102,544 102,752 208 0
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -43,472)
-1,760 -1,500 0 -41,624 -41,972 -43,384 -43,472 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.5 0.0 95.7 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 12 8 13 9
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,184
COMMITMENTS
1,087 936 176 33,921 33,609 35,184 34,721 0 463
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,883)
296 0 -8 1,618 1,891 1,906 1,883 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.7 0.5 96.4 95.5 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 2 22 27 27 30
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 142,836
COMMITMENTS
9,805 1,961 4,458 127,699 135,844 141,962 142,263 874 573
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,463)
-5 127 -253 2,676 2,617 2,418 2,491 45 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.4 3.1 89.4 95.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
18 10 11 60 57 84 72
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 101,953
COMMITMENTS
14,796 7,175 308 86,784 93,568 101,888 101,051 65 902
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,572)
145 -663 300 2,072 2,707 2,517 2,344 55 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 7.0 0.3 85.1 91.8 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 3 26 29 32 37
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,168
COMMITMENTS
2,321 1,020 578 33,144 33,971 36,043 35,569 125 599
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,394)
-242 25 81 1,575 1,238 1,414 1,344 -20 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.8 1.6 91.6 93.9 99.7 98.3 0.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 2 6 33 39 45 46
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,398
COMMITMENTS
2,362 108 93 12,741 14,453 15,196 14,654 202 744
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 463)
105 0 -2 360 465 463 463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.7 0.6 82.7 93.9 98.7 95.2 1.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 30 25 34 27
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,226
COMMITMENTS
347 498 209 14,720 15,024 15,276 15,731 950 495
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 578)
-10 147 -5 583 471 568 613 10 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.1 1.3 90.7 92.6 94.1 96.9 5.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 3 29 20 34 26
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,922,285
COMMITMENTS
580,524 248,362 1121317 1096118 1432456 2797959 2802135 124,326 120,150
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 103,278)
24,502 20,046 17,972 72,008 51,451 114,483 89,470 -11,205 13,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 8.5 38.4 37.5 49.0 95.7 95.9 4.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
207 144 262 110 123 458 412
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,871
COMMITMENTS
56,673 25,772 62,180 98,629 129,066 217,481 217,018 1,390 1,854
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,274)
1,412 1,574 1,694 155 -83 3,261 3,185 13 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 11.8 28.4 45.1 59.0 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 3 6 18 17 27 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,430
COMMITMENTS
56,057 15,802 1,792 28,983 49,768 86,832 67,362 24,598 44,068
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 976)
63 -113 435 683 906 1,181 1,228 -205 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 14.2 1.6 26.0 44.7 77.9 60.5 22.1 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 4 10 11 17 19
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,844
COMMITMENTS
22,639 0 11,754 45,654 63,380 80,047 75,134 5,798 10,710
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 984)
-290 0 498 642 392 850 890 134 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 0.0 13.7 53.2 73.8 93.2 87.5 6.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 0 9 20 21 30 30
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,673
COMMITMENTS
19,765 41,316 45,065 48,303 30,307 113,133 116,687 11,540 7,986
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -590)
760 -983 -1,504 1,872 2,031 1,128 -455 -1,718 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 33.1 36.1 38.7 24.3 90.7 93.6 9.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 13 30 18 17 51 49
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,375
COMMITMENTS
71,310 9,590 31,974 28,911 89,861 132,195 131,424 180 951
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 13,258)
2,837 772 7,695 3,416 4,742 13,948 13,209 -690 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 7.2 24.2 21.8 67.9 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 7 8 13 19 22 28
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,855
COMMITMENTS
375 0 0 11,465 11,840 11,840 11,840 15 15
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 150)
90 0 0 60 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.7 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 22 24 24 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,827
COMMITMENTS
14,069 4,884 723 7,120 17,123 21,911 22,729 1,916 1,098
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 961)
925 -1,719 151 -132 2,687 944 1,118 17 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 20.5 3.0 29.9 71.9 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
70 34 18 33 37 115 80
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,424
COMMITMENTS
44,445 20,613 2,764 11,610 37,835 58,819 61,213 6,605 4,212
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,408)
-4,435 1,217 178 1,549 -5,356 -2,708 -3,961 -700 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 31.5 4.2 17.7 57.8 89.9 93.6 10.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
117 56 24 36 33 166 102
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 385,521
COMMITMENTS
113,309 54,672 72,365 178,607 236,878 364,282 363,916 21,240 21,606
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -6,697)
-16,272 -13,085 6,716 5,174 -2,508 -4,382 -8,877 -2,315 2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 14.2 18.8 46.3 61.4 94.5 94.4 5.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
80 57 77 92 105 211 206
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,124
COMMITMENTS
2,384 896 330 7,537 8,532 10,251 9,758 1,873 2,366
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,465)
-92 33 317 1,572 1,271 1,797 1,621 -332 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.4 2.7 62.2 70.4 84.6 80.5 15.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 4 4 12 12 19 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 17,779
COMMITMENTS
2,251 0 6,090 8,695 10,237 17,036 16,327 743 1,452
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,090)
215 -200 965 1,035 1,150 2,215 1,915 -125 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 34.3 48.9 57.6 95.8 91.8 4.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 4 14 16 20 20
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,851
COMMITMENTS
40 0 230 12,666 12,861 12,936 13,091 915 760
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,825)
40 -510 210 1,215 2,020 1,465 1,720 360 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.7 91.4 92.9 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 21 17 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,391
COMMITMENTS
2,508 4,504 372 12,443 12,003 15,323 16,879 5,068 3,512
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -293)
-285 85 -106 278 -332 -113 -353 -180 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 22.1 1.8 61.0 58.9 75.1 82.8 24.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 3 13 15 18 19
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,772
COMMITMENTS
1,510 685 920 4,413 5,414 6,843 7,019 1,929 1,753
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,276)
19 -55 114 978 1,000 1,111 1,059 165 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 7.8 10.5 50.3 61.7 78.0 80.0 22.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 5 13 13 18 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,170
COMMITMENTS
6,530 15,609 1,008 9,602 475 17,140 17,092 30 78
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 280)
-651 -2 275 659 0 283 273 -3 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 90.9 5.9 55.9 2.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 5 9 3 21 10
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,504
COMMITMENTS
8,188 8,150 4,416 5,352 5,408 17,956 17,974 548 530
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,088)
527 38 414 110 569 1,051 1,021 37 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 44.0 23.9 28.9 29.2 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 20 27 15 14 53 51
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,412
COMMITMENTS
3,713 1,787 6,535 1,118 3,032 11,366 11,353 47 59
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 387)
83 97 218 113 79 415 394 -28 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 15.7 57.3 9.8 26.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 10 11 8 7 22 21
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,950
COMMITMENTS
2,233 233 464 30,936 33,213 33,633 33,910 317 40
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,495)
-75 -45 -15 1,585 1,555 1,495 1,495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.7 1.4 91.1 97.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 2 23 16 28 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,540
COMMITMENTS
25 795 270 3,220 2,450 3,515 3,515 25 25
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 0)
-50 -25 0 25 0 -25 -25 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 22.5 7.6 91.0 69.2 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 4 14 8 18 14
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,125
COMMITMENTS
1,549 983 0 3,568 4,142 5,117 5,125 8 0
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 95)
0 -25 0 95 120 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 19.2 0.0 69.6 80.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 0 11 10 17 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,317
COMMITMENTS
1,140 4,372 943 16,109 13,772 18,192 19,087 1,125 230
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 168)
76 11 13 92 144 181 168 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 22.6 4.9 83.4 71.3 94.2 98.8 5.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 6 6 29 26 38 35
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 5,105
COMMITMENTS
89 2,308 121 4,158 2,137 4,368 4,566 737 539
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 277)
-79 77 55 485 303 461 435 -184 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 45.2 2.4 81.4 41.9 85.6 89.4 14.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 6 4 23 23 27 30
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,527
COMMITMENTS
90 852 310 2,807 2,245 3,207 3,407 320 120
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 90)
0 -15 60 30 45 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 24.2 8.8 79.6 63.7 90.9 96.6 9.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 6 7 10 14 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,568
COMMITMENTS
1,203 2,944 562 7,554 5,895 9,319 9,401 249 167
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,133)
293 -295 130 744 1,283 1,167 1,118 -34 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 30.8 5.9 79.0 61.6 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 7 7 22 25 31 36
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(100 METRIC TONS) OPEN INTEREST: 1,801
COMMITMENTS
660 358 364 691 940 1,715 1,662 86 139
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 260)
120 70 10 130 180 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 19.9 20.2 38.4 52.2 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 6 6 11 18 23 28
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,422
COMMITMENTS
1,993 4,321 3,449 11,186 10,649 16,628 18,419 4,794 3,003
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,921)
407 -343 1,212 248 687 1,867 1,556 54 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 20.2 16.1 52.2 49.7 77.6 86.0 22.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 4 15 15 20 19
Updated November 18, 2016