GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,382
COMMITMENTS
7,099 3,102 1,770 42,970 47,431 51,839 52,303 543 79
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -863)
349 476 -262 -965 -1,077 -878 -863 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 5.9 3.4 82.0 90.5 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 4 10 40 44 53 57
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,543
COMMITMENTS
0 0 0 5,543 5,543 5,543 5,543 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -89)
0 0 0 -89 -89 -89 -89 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 13 18 13 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,890
COMMITMENTS
395 332 1,373 9,427 9,679 11,195 11,384 695 506
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 502)
38 33 25 403 372 466 430 36 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.8 11.5 79.3 81.4 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 3 12 32 33 44 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,250
COMMITMENTS
127 25 125 1,765 1,836 2,017 1,986 233 264
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 40)
56 0 5 -23 35 38 40 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.1 5.6 78.4 81.6 89.6 88.3 10.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 15 18 19 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,116
COMMITMENTS
1,708 445 933 9,952 11,293 12,593 12,671 523 445
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 474)
77 -9 90 285 397 452 478 22 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 3.4 7.1 75.9 86.1 96.0 96.6 4.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 4 10 33 40 43 51
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,726
COMMITMENTS
139 1,328 183 7,978 6,724 8,300 8,235 426 491
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 289)
-15 81 -5 299 163 279 239 10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 15.2 2.1 91.4 77.1 95.1 94.4 4.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 4 22 24 27 30
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,537
COMMITMENTS
220 149 115 1,102 906 1,437 1,170 100 367
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 30)
-10 -30 0 70 -62 60 -92 -30 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 9.7 7.5 71.7 58.9 93.5 76.1 6.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 9 12 14 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,466
COMMITMENTS
235 3,320 810 23,350 20,315 24,395 24,445 71 21
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,336)
-5 319 25 3,316 2,992 3,336 3,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.6 3.3 95.4 83.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 5 25 21 31 28
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,247
COMMITMENTS
1,310 2,014 178 4,148 3,755 5,636 5,947 611 300
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 597)
-32 34 28 595 515 591 577 6 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 32.2 2.8 66.4 60.1 90.2 95.2 9.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 5 7 22 26 35 35
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 6,773
COMMITMENTS
347 976 214 5,364 5,424 5,925 6,614 848 159
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 560)
14 37 23 548 565 585 625 -25 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 14.4 3.2 79.2 80.1 87.5 97.7 12.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 6 20 20 27 26
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 472,435
COMMITMENTS
88,635 45,553 107,213 229,879 291,627 425,727 444,393 46,708 28,042
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -6,229)
734 8,345 -7,592 408 -6,597 -6,450 -5,843 220 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 9.6 22.7 48.7 61.7 90.1 94.1 9.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
55 37 69 93 98 190 172
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,540
COMMITMENTS
0 1,000 0 40,932 41,972 40,932 42,972 7,608 5,568
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 13)
0 0 0 -32 -102 -32 -102 45 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 84.3 86.5 84.3 88.5 15.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 23 28 23 30
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,237,980
COMMITMENTS
317,607 319,306 405,576 441,975 481,240 1165159 1206123 72,822 31,857
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -35,548)
-10,554 -24,364 -10,208 -11,996 -1,831 -32,758 -36,403 -2,791 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 25.8 32.8 35.7 38.9 94.1 97.4 5.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
164 73 160 78 67 312 242
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 685,491
COMMITMENTS
48,178 29,081 203,404 427,227 450,113 678,809 682,599 6,682 2,892
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -26,979)
-570 -5,357 -7,355 -19,130 -14,416 -27,055 -27,128 76 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.2 29.7 62.3 65.7 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
47 23 59 63 59 132 119
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 353,065
COMMITMENTS
134,562 151,002 28,190 178,947 166,827 341,699 346,018 11,366 7,047
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 12,024)
9,085 251 -2,435 4,975 16,166 11,625 13,983 399 -1,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 42.8 8.0 50.7 47.3 96.8 98.0 3.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 21 24 38 40 72 69
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 129,458
COMMITMENTS
14,894 15,332 23,848 84,077 85,007 122,819 124,187 6,639 5,271
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 10,829)
787 557 2,675 7,786 7,556 11,248 10,788 -419 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.8 18.4 64.9 65.7 94.9 95.9 5.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 13 24 29 27 57 55
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 22,310
COMMITMENTS
7,937 5,737 12,651 1,702 3,870 22,290 22,258 20 52
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 714)
122 240 47 538 442 707 728 7 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 25.7 56.7 7.6 17.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 8 11 3 5 17 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,408,639
COMMITMENTS
676,328 38,625 90,469 611,393 1261671 1378190 1390765 30,449 17,874
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 8,229)
9,577 -1,447 -652 -2,095 9,824 6,830 7,725 1,399 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 2.7 6.4 43.4 89.6 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 6 21 49 49 77 70
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,031
COMMITMENTS
19,836 43,202 20,055 263,533 236,786 303,424 300,043 3,607 6,988
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,366)
1,486 3,327 -587 3,558 -986 4,457 1,754 -91 2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 14.1 6.5 85.8 77.1 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 17 24 36 33 64 62
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 77,244
COMMITMENTS
23,406 30,615 10,476 42,717 35,331 76,599 76,422 645 822
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -357)
-900 -1,833 626 112 728 -162 -479 -195 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 39.6 13.6 55.3 45.7 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 18 19 24 21 50 45
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,350
COMMITMENTS
10,851 3,293 1,222 5,799 13,585 17,872 18,100 478 250
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 342)
-242 110 43 511 199 312 352 30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 17.9 6.7 31.6 74.0 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 7 8 13 15 28 25
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS) OPEN INTEREST: 4,307
COMMITMENTS
0 736 50 3,951 3,250 4,001 4,036 306 271
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.1 1.2 91.7 75.5 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 2 14 15 16 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 62,352
COMMITMENTS
9,241 3,973 13,690 39,096 44,467 62,028 62,130 325 222
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,781)
600 16 -73 1,317 1,875 1,845 1,818 -64 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 6.4 22.0 62.7 71.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
21 15 18 55 68 83 95
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,513
COMMITMENTS
1,525 1,229 264 2,299 2,927 4,088 4,420 425 93
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 304)
171 59 -28 145 283 288 314 16 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 27.2 5.8 50.9 64.9 90.6 97.9 9.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 10 7 17 21 27 35
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 256,739
COMMITMENTS
27,552 355 6,671 222,516 249,713 256,739 256,739 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 7,556)
136 126 -40 7,461 7,470 7,556 7,556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.1 2.6 86.7 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 18 19 20 21
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 82,240
COMMITMENTS
3,200 3,200 0 78,880 79,040 82,080 82,240 160 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -45,232)
-1,760 -2,160 0 -43,384 -43,072 -45,144 -45,232 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.9 0.0 95.9 96.1 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,450
COMMITMENTS
2,711 1,099 136 34,591 35,579 37,438 36,814 12 636
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,838)
11 0 25 1,802 1,813 1,838 1,838 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.9 0.4 92.4 95.0 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 2 2 25 27 33 30
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 138,304
COMMITMENTS
9,406 2,428 4,706 123,451 130,932 137,563 138,066 741 238
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 24)
122 102 -177 99 241 44 166 -20 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.8 3.4 89.3 94.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
18 13 14 60 61 87 81
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 103,280
COMMITMENTS
15,158 6,758 1 87,950 95,372 103,109 102,131 171 1,149
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -608)
149 0 0 -718 -608 -569 -608 -39 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 6.5 0.0 85.2 92.3 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 5 1 27 30 36 35
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,938
COMMITMENTS
1,554 1,191 782 33,304 33,493 35,640 35,466 298 472
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,273)
-171 6 -28 2,452 2,270 2,253 2,248 20 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.3 2.2 92.7 93.2 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 3 5 32 37 42 44
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,951
COMMITMENTS
2,842 103 98 13,947 16,041 16,887 16,242 64 709
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 457)
240 0 0 217 437 457 437 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.6 0.6 82.3 94.6 99.6 95.8 0.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 30 24 35 26
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,031
COMMITMENTS
442 461 251 15,856 15,822 16,549 16,534 482 497
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 36)
0 -35 -25 76 111 51 51 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.7 1.5 93.1 92.9 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 4 30 23 37 29
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,720,965
COMMITMENTS
609,594 113,326 1077489 924,744 1438637 2611826 2629452 109,139 91,513
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -231,319)
1,363 -14,215 -122,642 -93,360 -80,913 -214,638 -217,769 -16,681 -13,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 4.2 39.6 34.0 52.9 96.0 96.6 4.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
196 114 229 108 130 414 385
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,994
COMMITMENTS
71,149 21,477 56,182 84,528 133,994 211,859 211,653 1,135 1,341
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -33,000)
-1,024 -446 -15,948 -15,940 -16,654 -32,912 -33,049 -88 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 10.1 26.4 39.7 62.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 4 17 18 23 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,691
COMMITMENTS
54,493 20,369 1,838 47,848 49,843 104,179 72,050 17,512 49,641
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,829)
-242 564 625 10,286 1,765 10,669 2,954 -6,840 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 16.7 1.5 39.3 41.0 85.6 59.2 14.4 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 5 14 14 20 23
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,320
COMMITMENTS
27,713 46 10,524 46,484 64,362 84,721 74,932 4,599 14,388
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,857)
330 22 -457 -1,347 -1,038 -1,474 -1,473 -383 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 0.1 11.8 52.0 72.1 94.9 83.9 5.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 1 9 21 22 31 31
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,440
COMMITMENTS
20,471 48,394 61,947 49,666 27,049 132,084 137,391 13,356 8,049
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,935)
-3,696 6,432 2,508 4,489 -3,699 3,301 5,241 1,635 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 33.3 42.6 34.1 18.6 90.8 94.5 9.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 17 30 17 18 51 50
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,839
COMMITMENTS
1,635 13,568 3,288 24,753 13,687 29,677 30,543 1,162 296
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 9,478)
955 2,981 886 7,522 5,536 9,363 9,403 115 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 44.0 10.7 80.3 44.4 96.2 99.0 3.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 5 14 13 21 19
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,401
COMMITMENTS
79,156 6,192 29,132 20,779 93,017 129,068 128,342 333 1,059
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -9,595)
2,712 -3,488 -2,984 -9,281 -3,261 -9,554 -9,733 -41 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 4.8 22.5 16.1 71.9 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 6 9 14 16 21
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,005
COMMITMENTS
210 0 0 9,795 9,775 10,005 9,775 0 230
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,095)
-105 0 0 -990 -1,070 -1,095 -1,070 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.9 97.7 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 18 13 19 13
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,739
COMMITMENTS
19,498 4,045 436 5,117 21,174 25,052 25,655 1,687 1,084
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,535)
-1,552 -1,765 -176 700 480 -1,028 -1,460 -507 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 15.1 1.6 19.1 79.2 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
67 33 11 27 34 98 75
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,412
COMMITMENTS
41,978 16,556 5,211 13,336 42,303 60,524 64,070 6,887 3,342
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -2,193)
-2,825 -3,281 424 83 1,056 -2,317 -1,801 124 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 24.6 7.7 19.8 62.8 89.8 95.0 10.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
125 51 30 37 39 174 110
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 395,964
COMMITMENTS
116,647 55,508 62,316 190,771 262,803 369,734 380,627 26,229 15,337
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 8,270)
5,320 6,455 -3,737 6,457 8,214 8,040 10,931 230 -2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 14.0 15.7 48.2 66.4 93.4 96.1 6.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
90 45 73 88 109 213 201
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,721
COMMITMENTS
1,274 463 360 5,946 6,672 7,580 7,495 2,141 2,226
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.8 3.7 61.2 68.6 78.0 77.1 22.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 3 11 10 16 13
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 20,024
COMMITMENTS
1,850 417 5,950 11,126 12,068 18,926 18,435 1,098 1,589
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 312)
-5 0 237 -170 -115 62 122 250 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.1 29.7 55.6 60.3 94.5 92.1 5.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 5 12 16 18 21
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,025
COMMITMENTS
0 390 0 16,040 16,135 16,040 16,525 985 500
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,660)
0 0 0 1,610 1,695 1,610 1,695 50 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 94.2 94.8 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 21 18 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,644
COMMITMENTS
3,313 4,031 1,688 9,158 9,608 14,159 15,327 5,485 4,317
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,726)
1,100 -327 303 77 915 1,480 891 246 835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 20.5 8.6 46.6 48.9 72.1 78.0 27.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 6 9 10 16 18
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,207
COMMITMENTS
5,584 13,742 718 8,617 589 14,919 15,049 288 158
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 115)
-60 0 115 60 0 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 90.4 4.7 56.7 3.9 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 4 9 4 18 11
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,311
COMMITMENTS
8,862 7,870 4,713 4,354 5,344 17,929 17,927 382 384
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 685)
138 285 299 272 125 709 709 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 43.0 25.7 23.8 29.2 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 17 26 13 15 46 50
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,861
COMMITMENTS
3,705 1,750 7,367 789 2,732 11,861 11,849 0 11
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -329)
1 36 -281 -29 -63 -309 -309 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 14.8 62.1 6.6 23.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 9 8 5 6 15 19
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,097
COMMITMENTS
2,648 812 400 31,767 33,815 34,815 35,027 282 70
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,056)
25 0 0 2,036 2,056 2,061 2,056 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.3 1.1 90.5 96.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 21 20 26 23
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,545
COMMITMENTS
100 1,620 760 4,565 3,165 5,425 5,545 120 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 550)
75 -25 350 125 225 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 29.2 13.7 82.3 57.1 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 7 6 12 8 20 15
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,742
COMMITMENTS
1,389 864 377 5,972 6,486 7,738 7,727 4 15
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,680)
-30 -100 95 1,615 1,685 1,680 1,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.2 4.9 77.1 83.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 4 4 13 13 21 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,539
COMMITMENTS
2,615 3,386 948 13,660 13,959 17,223 18,293 1,316 246
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 19)
100 135 -25 -56 -58 19 52 0 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.3 5.1 73.7 75.3 92.9 98.7 7.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 7 6 29 26 38 36
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 5,142
COMMITMENTS
256 1,881 183 3,856 2,584 4,295 4,648 847 494
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 62)
4 -13 8 -24 121 -12 116 74 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 36.6 3.6 75.0 50.3 83.5 90.4 16.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 6 5 23 21 28 29
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,208
COMMITMENTS
177 1,047 320 3,566 2,821 4,063 4,188 145 20
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 412)
0 200 -25 437 237 412 412 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 24.9 7.6 84.7 67.0 96.6 99.5 3.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 6 11 9 17 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,866
COMMITMENTS
873 2,897 931 8,800 6,924 10,604 10,752 262 114
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 576)
5 -133 80 491 606 576 553 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 26.7 8.6 81.0 63.7 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 10 9 26 29 37 42
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,942
COMMITMENTS
891 516 343 613 987 1,847 1,846 95 96
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 75)
190 20 -20 -100 55 70 55 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 26.6 17.7 31.6 50.8 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 6 6 11 18 23 26
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,053
COMMITMENTS
2,260 9,055 4,788 16,152 10,452 23,200 24,295 3,853 2,758
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,116)
-51 1,859 1,045 3,356 1,246 4,350 4,150 -234 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 33.5 17.7 59.7 38.6 85.8 89.8 14.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 6 7 17 14 25 22
Updated December 23, 2016