GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,506
COMMITMENTS
7,000 3,596 2,184 45,148 49,432 54,332 55,212 1,174 294
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,933)
-123 -683 428 1,615 2,175 1,920 1,920 13 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.5 3.9 81.3 89.1 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 6 10 37 43 49 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,081
COMMITMENTS
0 0 0 7,081 7,081 7,081 7,081 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -36)
0 0 0 -36 -36 -36 -36 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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,237
COMMITMENTS
474 296 1,017 9,167 9,503 10,658 10,816 579 421
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 434)
22 0 -241 717 649 498 408 -64 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.6 9.1 81.6 84.6 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 3 10 36 34 46 45
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,399
COMMITMENTS
1,228 304 882 9,775 10,766 11,885 11,952 514 447
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,052)
10 10 54 827 898 891 962 161 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.5 7.1 78.8 86.8 95.9 96.4 4.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 9 33 39 42 49
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| 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 11/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,521
COMMITMENTS
175 1,860 103 7,712 6,093 7,990 8,056 531 465
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 158)
0 3 16 136 139 152 158 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 21.8 1.2 90.5 71.5 93.8 94.5 6.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 4 23 20 30 27
MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE Code-021A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,376
COMMITMENTS
463 1,161 45 833 125 1,341 1,331 35 45
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 84.4 3.3 60.5 9.1 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 3 11 3 15 11
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,925
COMMITMENTS
123 302 135 1,583 1,211 1,841 1,648 84 277
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 110)
-15 -5 55 80 20 120 70 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 15.7 7.0 82.2 62.9 95.6 85.6 4.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 3 15 14 19 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,090
COMMITMENTS
255 4,211 750 22,023 18,108 23,028 23,069 62 21
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 421)
-32 -55 162 291 353 421 460 0 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 18.2 3.2 95.4 78.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 5 24 20 30 26
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,481
COMMITMENTS
923 1,699 391 4,409 4,074 5,723 6,164 758 317
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 208)
17 7 0 189 250 206 257 2 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 26.2 6.0 68.0 62.9 88.3 95.1 11.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 9 24 26 36 35
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 6,283
COMMITMENTS
20 935 233 5,333 4,899 5,586 6,067 697 216
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 655)
0 -44 0 598 693 598 649 57 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.9 3.7 84.9 78.0 88.9 96.6 11.1 3.4
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 436,676
COMMITMENTS
78,115 49,308 107,558 208,780 246,367 394,452 403,233 42,223 33,442
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -592)
4 -1,736 4,278 -5,311 -95 -1,029 2,447 437 -3,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.3 24.6 47.8 56.4 90.3 92.3 9.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
50 45 68 89 95 181 175
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,735
COMMITMENTS
0 1,025 150 42,410 43,099 42,560 44,274 7,175 5,461
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,867)
0 -350 0 3,782 4,315 3,782 3,965 85 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.3 85.3 86.7 85.6 89.0 14.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 29 27 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,193,309
COMMITMENTS
294,978 383,155 381,242 444,880 376,844 1121100 1141241 72,209 52,068
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -34,757)
-6,484 -12,336 -7,298 -19,285 -22,609 -33,067 -42,243 -1,691 7,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 32.1 31.9 37.3 31.6 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
131 121 159 74 63 291 268
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 735,145
COMMITMENTS
47,440 31,806 224,922 455,357 475,274 727,719 732,003 7,426 3,142
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 21,029)
-2,259 4,766 10,376 12,450 5,891 20,567 21,033 462 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.3 30.6 61.9 64.7 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
51 28 62 63 61 138 127
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 325,110
COMMITMENTS
120,918 144,441 42,457 150,549 129,637 313,924 316,535 11,186 8,575
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,822)
1,794 -641 865 -4,197 -1,399 -1,538 -1,175 -284 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 44.4 13.1 46.3 39.9 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 20 29 36 39 70 72
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 137,744
COMMITMENTS
16,335 15,303 27,682 86,418 90,748 130,435 133,733 7,309 4,011
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 14,184)
1,735 4,048 3,560 7,918 6,323 13,213 13,931 971 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 11.1 20.1 62.7 65.9 94.7 97.1 5.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 18 22 34 34 58 62
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,390,950
COMMITMENTS
634,500 55,775 76,865 648,821 1239694 1360186 1372334 30,764 18,616
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,862)
-7,708 -5,388 3,407 13,623 11,955 9,322 9,974 -1,460 -2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 4.0 5.5 46.6 89.1 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 7 20 52 49 77 72
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,081
COMMITMENTS
19,386 45,604 27,418 264,916 241,943 311,720 314,965 6,361 3,116
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 11,528)
1,964 5,026 -1,099 6,118 7,452 6,983 11,379 4,545 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 14.3 8.6 83.3 76.1 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 20 25 34 36 61 67
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 83,599
COMMITMENTS
30,776 27,491 13,181 38,814 42,054 82,771 82,726 828 873
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 733)
1,681 413 -161 -689 319 831 571 -98 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 32.9 15.8 46.4 50.3 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 18 23 24 20 54 47
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,989
COMMITMENTS
12,795 3,344 1,980 2,631 12,529 17,406 17,853 583 136
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -441)
-225 185 -741 580 115 -386 -441 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.1 18.6 11.0 14.6 69.6 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 5 12 12 13 31 25
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,767
COMMITMENTS
744 1,551 4,370 5,643 4,838 10,758 10,759 10 8
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -122)
-25 -21 -51 -46 -49 -122 -121 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 14.4 40.6 52.4 44.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 15 14 14 32 30
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 62,826
COMMITMENTS
8,077 3,830 12,242 42,182 46,345 62,501 62,416 325 410
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 4,614)
655 98 2,174 1,742 2,269 4,572 4,541 42 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.1 19.5 67.1 73.8 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
19 12 17 53 68 77 93
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,051
COMMITMENTS
637 1,002 485 2,463 2,449 3,585 3,936 466 115
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 668)
176 170 20 357 456 553 646 115 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 24.7 12.0 60.8 60.5 88.5 97.2 11.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 10 6 23 22 31 36
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 264,100
COMMITMENTS
29,189 384 5,498 229,391 258,218 264,079 264,100 21 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,855)
39 20 -49 3,866 3,884 3,855 3,855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.1 2.1 86.9 97.8 100.0 100.0 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 11/22/16 |
--------------------------------------------------------------| 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 11/15/16 (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 11/22/16 |
--------------------------------------------------------------| 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 11/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/22/16 |
--------------------------------------------------------------| 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 11/15/16 (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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 59,280
COMMITMENTS
2,400 2,400 0 56,760 56,880 59,160 59,280 120 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -43,472)
-1,760 -2,200 0 -41,624 -41,272 -43,384 -43,472 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.0 0.0 95.7 96.0 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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,113
COMMITMENTS
1,817 936 238 36,058 36,476 38,113 37,650 0 463
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,929)
730 0 62 2,137 2,867 2,929 2,929 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.5 0.6 94.6 95.7 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 2 24 28 30 31
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 142,466
COMMITMENTS
10,058 2,159 4,646 126,931 135,098 141,635 141,903 831 563
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -370)
253 198 188 -768 -746 -327 -360 -43 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.5 3.3 89.1 94.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 9 11 62 61 86 76
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,401
COMMITMENTS
14,772 7,185 308 87,181 94,026 102,261 101,519 140 882
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 448)
-24 10 0 397 458 373 468 75 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.0 0.3 85.1 91.8 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 6 3 27 30 33 38
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,506
COMMITMENTS
2,194 995 518 32,639 33,364 35,351 34,877 155 629
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -662)
-127 -25 -60 -505 -607 -692 -692 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.8 1.5 91.9 94.0 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 1 6 34 39 46 46
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,246
COMMITMENTS
2,812 108 98 13,134 15,116 16,044 15,322 202 924
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 848)
450 0 5 393 663 848 668 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.7 0.6 80.8 93.0 98.8 94.3 1.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 30 25 35 27
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,434
COMMITMENTS
305 478 242 16,254 16,184 16,801 16,904 633 530
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,208)
-42 -20 33 1,534 1,160 1,525 1,173 -317 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 1.4 93.2 92.8 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 6 3 30 22 35 28
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,631,684
COMMITMENTS
579,486 243,756 973,406 960,359 1303567 2513252 2520730 118,433 110,955
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -290,601)
-1,037 -4,605 -147,911 -135,759 -128,889 -284,707 -281,405 -5,894 -9,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 9.3 37.0 36.5 49.5 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
181 124 232 100 121 404 376
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,718
COMMITMENTS
54,740 26,325 66,437 104,371 132,025 225,547 224,787 1,171 1,931
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,847)
-1,933 553 4,257 5,742 2,959 8,066 7,770 -219 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 11.6 29.3 46.0 58.2 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 3 6 17 16 26 22
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,354
COMMITMENTS
56,104 15,997 2,658 28,981 49,811 87,743 68,466 25,611 44,888
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,924)
47 195 866 -2 43 911 1,104 1,013 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 14.1 2.3 25.6 43.9 77.4 60.4 22.6 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 5 9 10 16 19
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,495
COMMITMENTS
21,890 0 11,159 44,329 60,882 77,377 72,041 5,118 10,454
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -3,349)
-749 0 -595 -1,325 -2,498 -2,669 -3,093 -680 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.0 13.5 53.7 73.8 93.8 87.3 6.2 12.7
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,505
COMMITMENTS
22,261 42,471 49,077 45,010 29,523 116,349 121,071 12,156 7,433
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,831)
2,496 1,156 4,012 -3,293 -784 3,216 4,384 616 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 33.1 38.2 35.0 23.0 90.5 94.2 9.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 14 29 18 19 51 51
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 139,283
COMMITMENTS
76,449 10,927 34,910 27,027 92,573 138,386 138,409 897 873
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 6,908)
5,139 1,337 2,936 -1,884 2,712 6,191 6,985 717 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 7.8 25.1 19.4 66.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 6 6 10 15 16 23
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,430
COMMITMENTS
315 0 0 10,115 10,355 10,430 10,355 0 75
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,425)
-60 0 0 -1,350 -1,485 -1,410 -1,485 -15 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 97.0 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 15 20 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,967
COMMITMENTS
17,285 4,980 2,015 6,413 19,563 25,713 26,559 2,253 1,408
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 4,140)
3,217 97 1,293 -707 2,440 3,802 3,829 337 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 17.8 7.2 22.9 70.0 91.9 95.0 8.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
74 35 14 31 42 112 85
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,542
COMMITMENTS
46,380 21,883 2,399 12,073 39,352 60,853 63,634 6,689 3,908
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,117)
1,936 1,269 -365 463 1,517 2,034 2,421 83 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 32.4 3.6 17.9 58.3 90.1 94.2 9.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
122 49 24 37 37 169 101
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 393,895
COMMITMENTS
106,181 53,720 77,675 187,473 241,963 371,329 373,358 22,565 20,537
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 8,373)
-7,128 -952 5,310 8,866 5,085 7,048 9,442 1,326 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 13.6 19.7 47.6 61.4 94.3 94.8 5.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
80 58 76 94 107 215 204
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,986
COMMITMENTS
2,384 896 330 8,539 9,215 11,253 10,441 1,733 2,545
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 862)
0 0 0 1,002 683 1,002 683 -140 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 6.9 2.5 65.8 71.0 86.7 80.4 13.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 4 14 13 21 18
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 20,301
COMMITMENTS
1,839 23 7,115 10,251 11,513 19,205 18,651 1,096 1,650
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,522)
-412 23 1,025 1,556 1,276 2,169 2,324 353 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.1 35.0 50.5 56.7 94.6 91.9 5.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 4 14 16 19 20
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,956
COMMITMENTS
40 0 230 12,846 12,766 13,116 12,996 840 960
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 105)
0 0 0 180 -95 180 -95 -75 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.6 92.0 91.5 94.0 93.1 6.0 6.9
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,830
COMMITMENTS
2,734 4,434 574 13,252 13,227 16,560 18,235 5,270 3,595
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,439)
226 -70 202 809 1,224 1,237 1,356 202 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 20.3 2.6 60.7 60.6 75.9 83.5 24.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 14 17 19 21
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,214
COMMITMENTS
6,258 15,710 820 9,846 572 16,924 17,102 290 112
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 44)
-272 101 -188 244 97 -216 10 260 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 91.3 4.8 57.2 3.3 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 5 9 4 20 11
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,977
COMMITMENTS
8,300 8,047 4,809 5,380 5,778 18,489 18,634 488 343
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 473)
112 -103 393 28 370 533 660 -60 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 42.4 25.3 28.4 30.4 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 19 25 15 14 52 49
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,858
COMMITMENTS
3,846 1,876 6,757 1,104 3,167 11,708 11,801 150 57
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 445)
133 89 222 -13 136 342 448 103 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 15.8 57.0 9.3 26.7 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 9 10 8 7 21 20
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,060
COMMITMENTS
2,443 233 464 31,836 34,323 34,743 35,020 317 40
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,110)
210 0 0 900 1,110 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.7 1.3 90.8 97.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 2 22 15 27 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,665
COMMITMENTS
25 720 395 3,245 2,550 3,665 3,665 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 125)
0 -75 125 25 100 150 150 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 19.6 10.8 88.5 69.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 5 14 8 19 14
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,022
COMMITMENTS
1,549 1,083 0 3,465 3,939 5,014 5,022 8 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -103)
0 100 0 -103 -203 -103 -103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 21.6 0.0 69.0 78.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 0 10 11 16 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,693
COMMITMENTS
1,123 4,156 807 16,394 14,500 18,324 19,463 1,369 230
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 376)
-17 -216 -136 285 728 132 376 244 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 21.1 4.1 83.2 73.6 93.0 98.8 7.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 5 5 29 27 37 35
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 5,340
COMMITMENTS
126 2,237 124 4,424 2,483 4,674 4,844 666 496
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 235)
37 -71 3 266 346 306 278 -71 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 41.9 2.3 82.8 46.5 87.5 90.7 12.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 6 4 24 23 28 30
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,807
COMMITMENTS
90 802 385 3,012 2,500 3,487 3,687 320 120
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 280)
0 -50 75 205 255 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 21.1 10.1 79.1 65.7 91.6 96.8 8.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 6 8 10 15 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,870
COMMITMENTS
1,198 3,628 652 8,810 6,503 10,660 10,783 210 87
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,302)
-5 684 90 1,256 608 1,341 1,382 -39 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 33.4 6.0 81.0 59.8 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 9 9 26 28 37 41
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,951
COMMITMENTS
820 478 354 681 960 1,855 1,792 96 159
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 150)
160 120 -10 -10 20 140 130 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 24.5 18.1 34.9 49.2 95.1 91.9 4.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 7 6 11 18 24 28
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,536
COMMITMENTS
1,842 4,364 4,275 12,043 11,860 18,160 20,499 5,376 3,037
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,114)
-151 43 826 857 1,211 1,532 2,080 582 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 18.5 18.2 51.2 50.4 77.2 87.1 22.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 4 15 15 20 19
Updated November 25, 2016