GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,733
COMMITMENTS
7,157 3,508 1,918 44,115 48,228 53,190 53,654 543 79
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,351)
58 406 148 1,145 797 1,351 1,351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 6.5 3.6 82.1 89.8 99.0 99.9 1.0 0.1
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,476
COMMITMENTS
0 0 0 5,476 5,476 5,476 5,476 0 0
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -67)
0 0 0 -67 -67 -67 -67 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: 21)
0 0 0 13 19 13 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,797
COMMITMENTS
391 332 1,279 9,503 9,708 11,173 11,319 624 478
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -93)
-4 0 -94 76 29 -22 -65 -71 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.8 10.8 80.6 82.3 94.7 95.9 5.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 3 12 33 34 45 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,313
COMMITMENTS
127 25 140 1,828 1,901 2,095 2,066 218 247
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 63)
0 0 15 63 65 78 80 -15 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.1 6.1 79.0 82.2 90.6 89.3 9.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 16 19 20 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,997
COMMITMENTS
1,705 455 875 10,904 12,167 13,484 13,497 513 500
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 881)
-3 10 -58 952 874 891 826 -10 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.3 6.3 77.9 86.9 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 9 32 39 41 49
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,995
COMMITMENTS
124 1,337 199 8,258 6,974 8,581 8,510 414 485
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 269)
-15 9 16 280 250 281 275 -12 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 14.9 2.2 91.8 77.5 95.4 94.6 4.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 4 23 25 28 31
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,692
COMMITMENTS
240 149 125 1,244 1,068 1,609 1,342 83 350
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 155)
20 0 10 142 162 172 172 -17 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 8.8 7.4 73.5 63.1 95.1 79.3 4.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 4 10 14 16 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,724
COMMITMENTS
235 3,260 810 23,608 20,615 24,653 24,685 71 39
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 258)
0 -60 0 258 300 258 240 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.2 3.3 95.5 83.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 25 21 31 27
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,594
COMMITMENTS
1,301 2,074 268 4,457 4,024 6,026 6,366 568 228
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 347)
-9 60 90 309 269 390 419 -43 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 31.5 4.1 67.6 61.0 91.4 96.5 8.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 5 8 24 27 38 37
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 6,829
COMMITMENTS
357 951 234 5,359 5,479 5,950 6,664 879 165
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 56)
10 -25 20 -5 55 25 50 31 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.9 3.4 78.5 80.2 87.1 97.6 12.9 2.4
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 465,366
COMMITMENTS
95,253 46,011 86,080 232,081 304,346 413,415 436,438 51,951 28,928
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -7,069)
6,618 458 -21,133 2,202 12,719 -12,312 -7,955 5,244 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 9.9 18.5 49.9 65.4 88.8 93.8 11.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
58 29 60 89 95 178 160
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,981
COMMITMENTS
0 1,000 0 41,373 42,453 41,373 43,453 7,608 5,528
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 441)
0 0 0 441 481 441 481 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 84.5 86.7 84.5 88.7 15.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 23 27 23 29
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,250,734
COMMITMENTS
321,658 321,909 416,201 439,460 482,492 1177318 1220602 73,415 30,131
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 12,753)
4,051 2,602 10,625 -2,516 1,252 12,160 14,479 593 -1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 25.7 33.3 35.1 38.6 94.1 97.6 5.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
143 82 150 74 65 297 231
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 689,403
COMMITMENTS
41,766 28,926 196,685 444,427 460,703 682,878 686,314 6,525 3,089
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,912)
-6,412 -155 -6,719 17,200 10,590 4,069 3,715 -157 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.2 28.5 64.5 66.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 26 54 58 55 122 110
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 367,248
COMMITMENTS
142,819 141,630 33,367 179,607 184,586 355,793 359,584 11,454 7,664
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 14,183)
8,257 -9,372 5,178 659 17,760 14,094 13,566 89 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 38.6 9.1 48.9 50.3 96.9 97.9 3.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 20 25 41 43 77 73
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 137,648
COMMITMENTS
20,268 21,818 21,968 88,605 89,098 130,841 132,884 6,807 4,764
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 8,190)
5,374 6,486 -1,880 4,528 4,091 8,022 8,697 168 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 15.9 16.0 64.4 64.7 95.1 96.5 4.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 19 24 29 29 59 59
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 23,645
COMMITMENTS
8,703 6,940 13,741 1,200 2,886 23,645 23,568 0 77
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,335)
766 1,204 1,090 -502 -984 1,354 1,310 -20 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 29.4 58.1 5.1 12.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 7 11 3 5 16 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,431,302
COMMITMENTS
664,281 48,347 103,844 632,342 1260258 1400467 1412449 30,835 18,853
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 22,663)
-12,047 9,722 13,375 20,949 -1,413 22,277 21,684 386 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 3.4 7.3 44.2 88.0 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 8 21 50 49 79 70
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,798
COMMITMENTS
20,433 41,601 21,379 265,895 242,462 307,707 305,442 2,091 4,356
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,767)
597 -1,601 1,324 2,362 5,676 4,283 5,399 -1,516 -2,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 13.4 6.9 85.8 78.3 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 16 23 37 34 64 62
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 76,739
COMMITMENTS
23,546 30,805 10,091 42,397 35,011 76,034 75,907 705 832
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -504)
139 190 -384 -319 -320 -564 -514 60 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 40.1 13.2 55.2 45.6 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 18 17 24 21 48 45
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,433
COMMITMENTS
11,021 3,278 1,195 5,749 13,710 17,965 18,183 468 250
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 83)
170 -15 -27 -50 125 93 83 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 17.8 6.5 31.2 74.4 97.5 98.6 2.5 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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS) OPEN INTEREST: 4,432
COMMITMENTS
0 760 50 4,186 3,364 4,236 4,174 196 258
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 125)
0 24 0 235 114 235 138 -110 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.1 1.1 94.4 75.9 95.6 94.2 4.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 2 16 16 18 20
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 63,122
COMMITMENTS
9,063 4,046 13,847 39,980 45,011 62,890 62,903 232 219
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 770)
-178 72 157 884 544 862 773 -92 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 6.4 21.9 63.3 71.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
23 14 19 57 69 86 97
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,676
COMMITMENTS
1,554 1,197 333 2,344 3,007 4,231 4,537 445 139
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 163)
29 -32 69 45 80 143 117 20 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 25.6 7.1 50.1 64.3 90.5 97.0 9.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 10 7 19 21 29 35
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 243,169
COMMITMENTS
21,391 0 7,640 214,138 235,529 243,169 243,169 0 0
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -13,570)
-6,161 -355 969 -8,378 -14,184 -13,570 -13,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 3.1 88.1 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 28,784
COMMITMENTS
1,120 1,120 0 27,608 27,664 28,728 28,784 56 0
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -53,456)
-2,080 -2,080 0 -51,272 -51,376 -53,352 -53,456 -104 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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,873
COMMITMENTS
2,776 1,099 144 34,761 35,814 37,681 37,057 192 816
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 423)
65 0 8 170 235 243 243 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.9 0.4 91.8 94.6 99.5 97.8 0.5 2.2
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 138,123
COMMITMENTS
9,388 2,698 4,684 123,357 130,540 137,429 137,922 694 201
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -181)
-18 270 -22 -94 -392 -134 -144 -47 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.0 3.4 89.3 94.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 13 15 61 62 88 83
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 104,545
COMMITMENTS
15,158 6,758 1 89,215 96,592 104,374 103,351 171 1,194
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,265)
0 0 0 1,265 1,220 1,265 1,220 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.5 0.0 85.3 92.4 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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,070
COMMITMENTS
1,647 1,185 894 35,241 35,534 37,782 37,613 288 457
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,132)
93 -6 112 1,937 2,041 2,142 2,147 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 2.3 92.6 93.3 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 2 5 32 37 43 44
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,259
COMMITMENTS
2,962 103 128 14,105 16,223 17,195 16,454 64 805
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 308)
120 0 30 158 182 308 212 0 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.6 0.7 81.7 94.0 99.6 95.3 0.4 4.7
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,061
COMMITMENTS
472 481 280 16,768 16,744 17,520 17,505 541 556
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,030)
30 20 29 912 922 971 971 59 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.7 1.6 92.8 92.7 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 3 30 23 36 29
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,760,088
COMMITMENTS
614,401 111,755 1114763 919,366 1435731 2648530 2662249 111,559 97,839
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 39,123)
4,807 -1,571 37,274 -5,378 -2,906 36,703 32,797 2,420 6,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.0 40.4 33.3 52.0 96.0 96.5 4.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
177 116 223 108 130 402 376
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,057
COMMITMENTS
76,907 20,422 62,021 85,985 142,428 224,912 224,871 1,145 1,186
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 13,063)
5,757 -1,055 5,839 1,457 8,435 13,053 13,218 10 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 9.0 27.4 38.0 63.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 6 7 17 18 26 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,431
COMMITMENTS
55,160 20,747 1,958 49,349 49,987 106,467 72,692 16,964 50,739
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,740)
667 378 120 1,501 144 2,288 642 -548 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 16.8 1.6 40.0 40.5 86.3 58.9 13.7 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 5 6 15 15 22 24
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,586
COMMITMENTS
28,844 43 10,505 47,545 66,116 86,894 76,664 4,692 14,922
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,266)
1,131 -3 -19 1,061 1,754 2,173 1,732 93 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 0.0 11.5 51.9 72.2 94.9 83.7 5.1 16.3
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,809
COMMITMENTS
21,154 52,692 58,844 52,932 27,687 132,929 139,222 13,881 7,587
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,370)
683 4,298 -3,103 3,266 637 845 1,832 525 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 35.9 40.1 36.1 18.9 90.5 94.8 9.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 19 29 19 19 52 51
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,923
COMMITMENTS
2,510 15,904 3,504 26,792 14,192 32,805 33,600 1,118 323
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,084)
875 2,336 215 2,039 505 3,128 3,056 -45 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 46.9 10.3 79.0 41.8 96.7 99.0 3.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 5 5 13 13 22 19
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,449
COMMITMENTS
79,689 6,681 32,068 21,293 93,405 133,049 132,154 399 1,295
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,048)
533 489 2,935 514 388 3,982 3,812 66 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 5.0 24.0 16.0 70.0 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 6 10 15 17 22
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,005
COMMITMENTS
210 0 0 9,795 9,775 10,005 9,775 0 230
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,391
COMMITMENTS
18,222 3,762 386 5,068 20,306 23,676 24,455 1,716 936
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -1,348)
-1,277 -283 -49 -50 -868 -1,376 -1,200 28 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 14.8 1.5 20.0 80.0 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
65 34 11 26 33 96 75
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,263
COMMITMENTS
41,618 17,208 4,112 13,284 41,157 59,013 62,477 7,249 3,786
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -1,149)
-359 652 -1,099 -53 -1,146 -1,511 -1,593 362 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 26.0 6.2 20.0 62.1 89.1 94.3 10.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
125 45 31 35 38 173 104
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 405,803
COMMITMENTS
128,726 62,988 60,075 188,815 268,108 377,616 391,171 28,188 14,633
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 9,840)
12,079 7,480 -2,241 -1,957 5,304 7,881 10,543 1,958 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 15.5 14.8 46.5 66.1 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
101 44 71 93 108 226 201
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,940
COMMITMENTS
2,774 1,139 793 7,333 8,806 10,900 10,738 2,040 2,202
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,219)
1,500 676 433 1,387 2,134 3,320 3,243 -101 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 8.8 6.1 56.7 68.1 84.2 83.0 15.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 6 14 11 22 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 20,679
COMMITMENTS
2,050 417 6,050 11,311 12,603 19,411 19,070 1,268 1,609
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 655)
200 0 100 185 535 485 635 170 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.0 29.3 54.7 60.9 93.9 92.2 6.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 5 13 16 19 21
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,330
COMMITMENTS
0 390 0 16,790 17,210 16,790 17,600 1,540 730
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,305)
0 0 0 750 1,075 750 1,075 555 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 91.6 93.9 91.6 96.0 8.4 4.0
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,515
COMMITMENTS
3,313 3,871 1,763 9,882 11,191 14,958 16,825 5,557 3,690
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 871)
0 -160 75 724 1,583 799 1,498 72 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 18.9 8.6 48.2 54.6 72.9 82.0 27.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 6 10 12 17 20
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,260
COMMITMENTS
5,659 13,807 824 8,489 441 14,972 15,072 288 188
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 53)
75 65 106 -128 -148 53 23 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 90.5 5.4 55.6 2.9 98.1 98.8 1.9 1.2
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,874
COMMITMENTS
8,676 7,762 5,194 4,609 5,447 18,479 18,403 395 471
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 563)
-186 -108 481 255 103 550 476 13 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 41.1 27.5 24.4 28.9 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 16 26 14 15 48 50
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,788
COMMITMENTS
3,700 1,755 7,327 762 2,701 11,788 11,783 0 6
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -72)
-6 4 -40 -26 -31 -72 -67 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 14.9 62.2 6.5 22.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 9 7 5 6 15 18
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,953
COMMITMENTS
2,648 814 431 32,592 34,688 35,671 35,933 282 20
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 856)
0 2 31 825 873 856 906 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.3 1.2 90.7 96.5 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 20 20 25 23
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,650
COMMITMENTS
100 1,620 835 4,595 3,195 5,530 5,650 120 0
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 105)
0 0 75 30 30 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 28.7 14.8 81.3 56.5 97.9 100.0 2.1 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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,792
COMMITMENTS
1,389 864 377 6,022 6,536 7,788 7,777 4 15
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.1 4.8 77.3 83.9 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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,546
COMMITMENTS
2,635 3,328 948 13,647 13,979 17,230 18,255 1,316 291
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 7)
20 -58 0 -13 20 7 -38 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.9 5.1 73.6 75.4 92.9 98.4 7.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 6 6 29 26 38 35
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 5,195
COMMITMENTS
250 1,866 192 3,861 2,643 4,303 4,701 892 494
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 53)
-6 -15 9 5 59 8 53 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 35.9 3.7 74.3 50.9 82.8 90.5 17.2 9.5
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,321
COMMITMENTS
177 1,075 320 3,679 2,906 4,176 4,301 145 20
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 113)
0 28 0 113 85 113 113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 24.9 7.4 85.1 67.3 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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,993
COMMITMENTS
891 2,859 942 8,839 7,069 10,672 10,870 321 123
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 127)
18 -38 11 39 145 68 118 59 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 26.0 8.6 80.4 64.3 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 9 7 26 29 36 40
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,022
COMMITMENTS
1,071 556 283 593 1,107 1,947 1,946 75 76
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 80)
180 40 -60 -20 120 100 100 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 27.5 14.0 29.3 54.7 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 6 12 20 24 28
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,178
COMMITMENTS
2,354 8,708 4,675 16,076 10,692 23,105 24,075 4,073 3,103
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 125)
94 -347 -113 -76 240 -95 -220 220 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 32.0 17.2 59.2 39.3 85.0 88.6 15.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 6 17 14 24 21
Updated December 30, 2016