GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,544
COMMITMENTS
8,279 2,932 2,423 45,320 50,895 56,022 56,250 522 294
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,038)
1,279 -664 239 172 1,463 1,690 1,038 -652 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.2 4.3 80.1 90.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 6 10 39 43 52 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,179
COMMITMENTS
0 0 0 7,179 7,179 7,179 7,179 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 98)
0 0 0 98 98 98 98 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,909
COMMITMENTS
504 306 1,026 9,819 10,179 11,349 11,511 560 398
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 672)
30 10 9 652 676 691 695 -19 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.6 8.6 82.5 85.5 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 3 11 35 34 46 46
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,269
COMMITMENTS
1,497 334 1,020 10,313 11,505 12,830 12,859 439 410
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 870)
269 30 138 538 739 945 907 -75 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.5 7.7 77.7 86.7 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 10 37 41 47 52
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,469
COMMITMENTS
310 64 0 1,121 1,369 1,431 1,433 38 36
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 19)
0 0 0 0 19 0 19 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 4.4 0.0 76.3 93.2 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 12 11 13
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,521
COMMITMENTS
175 1,870 118 8,704 7,120 8,997 9,108 524 413
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,000)
0 10 15 992 1,027 1,007 1,052 -7 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 19.6 1.2 91.4 74.8 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 5 24 23 32 30
MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE Code-021A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| 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 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,162
COMMITMENTS
248 467 215 1,615 1,283 2,078 1,965 84 197
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 237)
125 165 80 32 72 237 317 0 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 21.6 9.9 74.7 59.3 96.1 90.9 3.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 5 4 15 14 20 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,271
COMMITMENTS
245 4,331 825 22,139 18,094 23,209 23,250 62 21
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 181)
-10 120 75 116 -14 181 181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 18.6 3.5 95.1 77.8 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,049
COMMITMENTS
1,104 1,967 387 4,885 4,393 6,376 6,747 673 302
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 568)
181 268 -4 476 319 653 583 -85 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 27.9 5.5 69.3 62.3 90.5 95.7 9.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 5 8 25 30 38 39
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 6,722
COMMITMENTS
45 939 240 5,716 5,327 6,001 6,506 721 216
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 439)
25 4 7 383 428 415 439 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 14.0 3.6 85.0 79.2 89.3 96.8 10.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 5 20 21 25 26
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 412,482
COMMITMENTS
77,244 43,994 95,267 198,482 241,454 370,993 380,715 41,490 31,767
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -24,193)
-871 -5,314 -12,291 -10,298 -4,913 -23,460 -22,518 -734 -1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.7 23.1 48.1 58.5 89.9 92.3 10.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
43 47 61 86 93 169 165
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,341
COMMITMENTS
0 1,175 0 45,031 45,782 45,031 46,957 7,310 5,384
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,606)
0 150 -150 2,621 2,683 2,471 2,683 135 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 86.0 87.5 86.0 89.7 14.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 25 29 25 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,177,565
COMMITMENTS
287,656 366,102 385,980 436,767 383,514 1110402 1135595 67,162 41,969
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -15,744)
-7,321 -17,054 4,738 -8,114 6,670 -10,697 -5,646 -5,047 -10,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 31.1 32.8 37.1 32.6 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
134 108 152 79 64 292 256
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 643,310
COMMITMENTS
52,597 31,746 178,400 403,078 429,842 634,075 639,987 9,235 3,323
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -91,835)
5,158 -60 -46,522 -52,279 -45,433 -93,644 -92,016 1,809 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.9 27.7 62.7 66.8 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
45 27 58 60 57 130 117
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 297,976
COMMITMENTS
109,806 135,053 37,164 140,407 117,124 287,378 289,342 10,599 8,635
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -27,134)
-11,112 -9,388 -5,292 -10,142 -12,513 -26,546 -27,193 -587 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 45.3 12.5 47.1 39.3 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 14 23 33 37 63 61
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,503
COMMITMENTS
10,907 16,789 15,383 75,331 72,246 101,621 104,418 6,882 4,085
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -29,241)
-5,428 1,486 -12,299 -11,087 -18,502 -28,814 -29,315 -427 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 15.5 14.2 69.4 66.6 93.7 96.2 6.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 17 19 29 28 51 55
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,325,306
COMMITMENTS
603,809 36,710 68,753 621,608 1199764 1294170 1305227 31,136 20,079
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -65,644)
-30,691 -19,065 -8,112 -27,213 -39,930 -66,016 -67,107 372 1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 2.8 5.2 46.9 90.5 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 7 20 48 48 74 69
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,124
COMMITMENTS
18,348 41,622 15,691 249,608 231,518 283,647 288,831 8,477 3,293
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -25,957)
-1,038 -3,982 -11,727 -15,308 -10,425 -28,073 -26,134 2,116 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 14.2 5.4 85.4 79.3 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 15 21 30 31 55 56
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 77,045
COMMITMENTS
31,188 25,437 11,436 33,699 39,275 76,323 76,148 722 897
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -6,554)
412 -2,054 -1,745 -5,115 -2,779 -6,448 -6,578 -106 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 33.0 14.8 43.7 51.0 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 16 21 23 20 52 45
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,954
COMMITMENTS
11,683 3,643 1,248 2,570 10,948 15,501 15,839 453 115
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -2,035)
-1,112 299 -732 -61 -1,581 -1,905 -2,014 -130 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.2 22.8 7.8 16.1 68.6 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 8 12 14 28 23
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,614
COMMITMENTS
732 1,610 4,267 5,606 4,730 10,605 10,607 9 8
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -153)
-12 59 -103 -38 -108 -153 -152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 15.2 40.2 52.8 44.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 14 14 14 32 29
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 63,191
COMMITMENTS
8,867 4,182 12,331 41,647 46,213 62,845 62,726 346 465
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 365)
790 352 89 -536 -132 344 310 21 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 6.6 19.5 65.9 73.1 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
19 12 17 54 69 78 94
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,346
COMMITMENTS
740 1,144 488 2,577 2,558 3,805 4,190 541 156
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 295)
103 142 3 114 109 220 254 75 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 26.3 11.2 59.3 58.9 87.6 96.4 12.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 7 22 22 31 36
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,044,203
COMMITMENTS
816 0 0 1043387 1044203 1044203 1044203 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 8 14 8
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 260,653
COMMITMENTS
29,121 370 5,533 225,978 254,749 260,632 260,653 21 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -3,447)
-69 -13 35 -3,413 -3,469 -3,447 -3,447 0 0
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,602,641
COMMITMENTS
372,990 8,160 26,250 2203401 2568231 2602641 2602641 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 37,245)
0 0 0 37,245 37,245 37,245 37,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.3 1.0 84.7 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 11/29/16 |
--------------------------------------------------------------| 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 11/22/16 (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 11/29/16 |
--------------------------------------------------------------| 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 11/22/16 (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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 7,904
COMMITMENTS
320 400 0 7,568 7,504 7,888 7,904 16 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -51,376)
-2,080 -2,000 0 -49,192 -49,376 -51,272 -51,376 -104 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.1 0.0 95.7 94.9 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,872
COMMITMENTS
2,029 936 238 36,605 37,235 38,872 38,409 0 463
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 759)
212 0 0 547 759 759 759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.4 0.6 94.2 95.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 2 26 28 33 31
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,929
COMMITMENTS
9,814 1,945 5,056 125,423 133,435 140,293 140,436 636 493
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,537)
-244 -214 410 -1,508 -1,663 -1,342 -1,467 -195 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.4 3.6 89.0 94.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
20 10 14 62 62 89 80
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 105,608
COMMITMENTS
14,772 7,110 308 90,388 97,308 105,468 104,726 140 882
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,207)
0 -75 0 3,207 3,282 3,207 3,207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 6.7 0.3 85.6 92.1 99.9 99.2 0.1 0.8
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,962
COMMITMENTS
2,050 995 690 34,027 34,531 36,767 36,216 195 746
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,456)
-144 0 172 1,388 1,167 1,416 1,339 40 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.7 1.9 92.1 93.4 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 1 5 35 39 46 45
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,461
COMMITMENTS
2,812 108 98 13,349 15,331 16,259 15,537 202 924
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.7 0.6 81.1 93.1 98.8 94.4 1.2 5.6
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,599
COMMITMENTS
442 540 285 16,284 16,244 17,011 17,069 588 530
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 165)
137 62 43 30 60 210 165 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.1 1.6 92.5 92.3 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 3 30 22 36 28
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,685,652
COMMITMENTS
567,726 219,068 1027921 960,426 1332185 2556073 2579174 129,579 106,478
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 53,968)
-11,761 -24,688 54,515 67 28,618 42,822 58,445 11,146 -4,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 8.2 38.3 35.8 49.6 95.2 96.0 4.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
202 118 242 99 115 420 378
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 229,103
COMMITMENTS
53,715 24,604 69,791 104,424 132,819 227,930 227,213 1,173 1,890
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,384)
-1,025 -1,721 3,353 53 794 2,382 2,426 2 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 10.7 30.5 45.6 58.0 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 6 18 17 26 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,542
COMMITMENTS
55,748 17,263 2,904 36,449 46,500 95,101 66,667 21,441 49,875
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,188)
-356 1,266 246 7,468 -3,311 7,358 -1,799 -4,170 4,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 14.8 2.5 31.3 39.9 81.6 57.2 18.4 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 5 10 10 17 19
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,861
COMMITMENTS
24,374 0 11,735 44,920 64,294 81,029 76,030 5,831 10,831
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,366)
2,484 0 576 591 3,412 3,652 3,988 714 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.0 13.5 51.7 74.0 93.3 87.5 6.7 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,851
COMMITMENTS
21,532 42,148 45,474 46,968 31,118 113,973 118,740 13,878 9,111
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -654)
-729 -323 -3,604 1,957 1,595 -2,376 -2,332 1,722 1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 33.0 35.6 36.7 24.3 89.1 92.9 10.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 13 28 17 17 49 46
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,688
COMMITMENTS
81,230 13,108 34,113 29,094 96,576 144,437 143,797 251 891
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,405)
4,781 2,181 -797 2,067 4,004 6,050 5,387 -646 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 9.1 23.6 20.1 66.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 6 6 12 16 19 24
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,790
COMMITMENTS
315 0 0 10,475 10,715 10,790 10,715 0 75
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 97.1 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,693
COMMITMENTS
19,481 5,145 283 4,902 19,956 24,666 25,384 2,027 1,310
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,273)
2,196 165 -1,733 -1,510 393 -1,047 -1,175 -226 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 19.3 1.1 18.4 74.8 92.4 95.1 7.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
84 31 10 29 35 115 74
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,028
COMMITMENTS
48,254 24,563 2,545 12,817 39,565 63,616 66,673 8,412 5,354
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,486)
1,874 2,680 146 743 214 2,763 3,039 1,723 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 34.1 3.5 17.8 54.9 88.3 92.6 11.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
124 46 23 35 36 168 98
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,083
COMMITMENTS
106,944 51,345 64,183 174,872 233,845 345,998 349,372 21,084 17,710
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -26,812)
762 -2,375 -13,493 -12,601 -8,119 -25,331 -23,986 -1,481 -2,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 14.0 17.5 47.6 63.7 94.3 95.2 5.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
79 58 69 90 105 205 199
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,620
COMMITMENTS
2,484 871 355 9,073 9,695 11,912 10,921 1,708 2,699
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 634)
100 -25 25 534 480 659 480 -25 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 6.4 2.6 66.6 71.2 87.5 80.2 12.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 4 14 14 21 19
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 21,404
COMMITMENTS
2,014 23 7,573 10,871 12,208 20,458 19,804 946 1,600
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,103)
175 0 458 620 695 1,253 1,153 -150 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.1 35.4 50.8 57.0 95.6 92.5 4.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 4 15 17 20 21
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,056
COMMITMENTS
0 0 0 13,096 13,216 13,096 13,216 960 840
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 100)
-40 0 -230 250 450 -20 220 120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 94.0 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 22 14 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,991
COMMITMENTS
2,864 4,809 624 15,900 13,802 19,388 19,235 3,603 3,756
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,161)
130 375 50 2,648 575 2,828 1,000 -1,667 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 20.9 2.7 69.2 60.0 84.3 83.7 15.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 3 15 17 20 21
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,038
COMMITMENTS
1,880 654 957 5,311 6,113 8,148 7,724 1,890 2,314
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.5 9.5 52.9 60.9 81.2 76.9 18.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 5 13 13 19 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,151
COMMITMENTS
6,148 15,549 900 9,813 572 16,861 17,021 290 130
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -63)
-110 -161 80 -33 0 -63 -81 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 90.7 5.2 57.2 3.3 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 5 5 10 4 21 11
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,049
COMMITMENTS
8,619 8,153 5,279 5,634 6,269 19,532 19,701 517 348
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,072)
319 106 470 254 491 1,043 1,067 29 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 40.7 26.3 28.1 31.3 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 16 25 15 14 50 48
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 13,052
COMMITMENTS
3,802 1,785 7,981 1,113 3,231 12,896 12,996 157 56
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,195)
-45 -92 1,224 9 63 1,188 1,195 7 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 13.7 61.1 8.5 24.8 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 11 11 8 7 21 23
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,820
COMMITMENTS
2,413 83 464 32,626 35,233 35,503 35,780 317 40
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 760)
-30 -150 0 790 910 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.2 1.3 91.1 98.4 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 23 17 28 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,785
COMMITMENTS
0 720 395 3,365 2,645 3,760 3,760 25 25
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 120)
-25 0 0 120 95 95 95 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.0 10.4 88.9 69.9 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 5 14 9 19 15
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,272
COMMITMENTS
1,549 1,033 50 3,665 4,189 5,264 5,272 8 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 250)
0 -50 50 200 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 19.6 0.9 69.5 79.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 1 11 12 18 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,666
COMMITMENTS
897 4,106 947 16,453 14,383 18,297 19,436 1,369 230
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -27)
-226 -50 140 59 -117 -27 -27 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 20.9 4.8 83.7 73.1 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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 5,448
COMMITMENTS
191 2,184 130 4,417 2,621 4,738 4,935 710 513
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 108)
65 -53 6 -7 138 64 91 44 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 40.1 2.4 81.1 48.1 87.0 90.6 13.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 4 24 23 28 30
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,812
COMMITMENTS
90 892 335 3,067 2,465 3,492 3,692 320 120
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5)
0 90 -50 55 -35 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 23.4 8.8 80.5 64.7 91.6 96.9 8.4 3.1
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 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,410
COMMITMENTS
1,353 3,500 713 9,144 7,143 11,210 11,356 200 54
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 540)
155 -128 61 334 640 550 573 -10 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 30.7 6.2 80.1 62.6 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 9 9 28 30 39 43
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,156
COMMITMENTS
1,045 493 394 621 1,130 2,060 2,017 96 139
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 205)
225 15 40 -60 170 205 225 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 22.9 18.3 28.8 52.4 95.5 93.6 4.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 6 7 11 20 25 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,855
COMMITMENTS
1,842 4,574 4,501 12,019 11,727 18,362 20,802 5,493 3,053
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 319)
0 210 226 -24 -133 202 303 117 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 19.2 18.9 50.4 49.2 77.0 87.2 23.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 4 15 15 20 19
Updated December 2, 2016