GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,056
COMMITMENTS
4,663 1,837 565 28,313 31,595 33,541 33,997 515 59
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,304)
-270 -133 100 -3,192 -3,258 -3,362 -3,291 58 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.4 1.7 83.1 92.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 6 1 33 44 37 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,270
COMMITMENTS
0 50 0 5,210 5,210 5,210 5,260 60 10
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,495)
0 25 0 -1,485 -1,500 -1,485 -1,475 -10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.9 98.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 17 15 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,109
COMMITMENTS
334 255 215 8,922 9,098 9,471 9,568 638 541
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,789)
-323 25 -50 -1,302 -1,727 -1,675 -1,752 -114 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.5 2.1 88.3 90.0 93.7 94.6 6.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 3 28 29 34 33
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,914
COMMITMENTS
352 180 48 2,920 3,057 3,320 3,285 594 629
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -489)
-142 -180 -45 -368 -321 -555 -546 66 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.6 1.2 74.6 78.1 84.8 83.9 15.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 19 24 23 28
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,736
COMMITMENTS
307 55 66 2,599 2,854 2,972 2,975 764 761
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -767)
-1 -35 -5 -772 -726 -778 -766 11 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.5 1.8 69.6 76.4 79.6 79.6 20.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 19 21 22 24
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,648
COMMITMENTS
769 830 94 5,556 5,435 6,419 6,359 229 289
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -583)
77 13 -11 -592 -669 -526 -667 -57 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 12.5 1.4 83.6 81.8 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 3 20 20 26 26
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,174
COMMITMENTS
208 2,905 640 22,090 19,629 22,938 23,174 236 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,213)
-25 -663 225 -2,391 -1,775 -2,191 -2,213 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 12.5 2.8 95.3 84.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 1 25 19 27 22
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,604
COMMITMENTS
758 835 31 3,506 3,927 4,295 4,793 1,309 811
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 98)
87 -19 -135 -486 -466 -534 -620 632 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 14.9 0.6 62.6 70.1 76.6 85.5 23.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 4 2 18 13 24 18
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 389,073
COMMITMENTS
50,044 79,685 98,245 199,517 172,277 347,806 350,207 41,267 38,865
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -10,614)
-3,601 3,601 -1,719 -5,758 -11,248 -11,078 -9,366 464 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 20.5 25.3 51.3 44.3 89.4 90.0 10.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
37 49 63 76 82 161 159
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,472
COMMITMENTS
0 0 0 37,101 44,239 37,101 44,239 11,371 4,233
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -6,504)
0 0 0 -6,919 -6,877 -6,919 -6,877 415 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.5 91.3 76.5 91.3 23.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 20 20 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,010,631
COMMITMENTS
253,997 460,292 294,329 394,463 230,176 942,790 984,798 67,842 25,833
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 13,230)
-27,151 -9,122 11,358 29,845 9,741 14,052 11,977 -821 1,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 45.5 29.1 39.0 22.8 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
118 90 134 70 61 264 218
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 993,746
COMMITMENTS
57,122 28,108 361,703 569,396 599,132 988,222 988,943 5,524 4,803
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 41,082)
-2,820 9,611 17,097 26,588 14,034 40,865 40,742 217 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.8 36.4 57.3 60.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
38 26 54 51 50 111 108
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 427,059
COMMITMENTS
208,665 133,057 81,018 131,253 204,045 420,935 418,120 6,124 8,939
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -25,436)
-5,162 6,094 -11,326 -6,816 -20,019 -23,304 -25,251 -2,132 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 31.2 19.0 30.7 47.8 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 12 23 30 33 59 59
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 73,266
COMMITMENTS
7,959 12,016 16,287 44,205 39,392 68,451 67,695 4,815 5,571
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,645)
1,443 1,932 -102 175 -345 1,516 1,485 129 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 16.4 22.2 60.3 53.8 93.4 92.4 6.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 16 18 18 35 36
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 45,746
COMMITMENTS
6,240 10,888 28,619 10,763 6,098 45,622 45,604 124 142
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -4,512)
2,187 636 -4,478 -2,237 -660 -4,528 -4,502 16 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 23.8 62.6 23.5 13.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 10 14 11 12 26 32
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,784,026
COMMITMENTS
767,799 62,028 261,301 693,690 1425082 1722790 1748411 61,236 35,615
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -64,229)
-1,064 -1,861 -22,617 -51,030 -38,198 -74,711 -62,676 10,482 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 3.5 14.6 38.9 79.9 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 16 36 55 54 94 95
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 567,269
COMMITMENTS
24,901 102,702 112,664 424,674 348,367 562,239 563,733 5,030 3,536
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 3,723)
1,444 1,431 2,261 4,226 -51 7,931 3,641 -4,208 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 18.1 19.9 74.9 61.4 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
15 17 26 37 34 67 62
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 86,587
COMMITMENTS
57,045 39,401 9,319 19,299 36,875 85,663 85,595 924 992
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -5,969)
-1,267 -1,713 -609 -3,823 -3,250 -5,699 -5,572 -270 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 45.5 10.8 22.3 42.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 18 23 19 18 47 49
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,292
COMMITMENTS
17,440 22,212 2,563 13,649 8,552 33,652 33,327 640 965
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,538)
-1,021 -1,609 -724 -1,623 -1,060 -3,368 -3,393 -170 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 64.8 7.5 39.8 24.9 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 16 13 13 12 32 34
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,847
COMMITMENTS
2,718 2,807 3,884 29,050 28,935 35,653 35,626 195 221
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -6,572)
-874 -585 -1,030 -4,370 -4,634 -6,275 -6,249 -297 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.8 10.8 81.0 80.7 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 12 12 50 64 68 82
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,869
COMMITMENTS
936 542 641 2,931 3,476 4,508 4,659 361 210
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,845)
-912 -33 -257 -849 -1,667 -2,018 -1,957 173 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 11.1 13.2 60.2 71.4 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 5 6 23 26 34 34
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,730
COMMITMENTS
977 0 221 15,715 16,595 16,913 16,816 2,817 2,914
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,845)
89 0 -89 -2,667 -2,512 -2,667 -2,601 -178 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 1.1 79.7 84.1 85.7 85.2 14.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 23 21 26 23
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,982
COMMITMENTS
1,239 2,475 0 9,443 8,507 10,682 10,982 300 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,356)
-76 -38 0 -1,242 -1,318 -1,318 -1,356 -38 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 22.5 0.0 86.0 77.5 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 12 12 13 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 195,103
COMMITMENTS
16,303 39,623 0 178,800 155,480 195,103 195,103 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -41,700)
-1,251 -1,251 0 -40,449 -40,449 -41,700 -41,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 20.3 0.0 91.6 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 12 14 13
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,413,377
COMMITMENTS
0 0 0 1413377 1413377 1413377 1413377 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -37,947)
0 0 0 -37,947 -37,947 -37,947 -37,947 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: 22)
0 0 0 13 16 13 16
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 145,930
COMMITMENTS
4,065 2,533 2,892 138,973 140,505 145,930 145,930 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -4,674)
-190 19 -304 -4,180 -4,389 -4,674 -4,674 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.7 2.0 95.2 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 25 23 27 25
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,025,340
COMMITMENTS
784 308,720 0 3024556 2716620 3025340 3025340 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -65,102)
-834 0 0 -64,268 -65,102 -65,102 -65,102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 26 22 27 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,344
COMMITMENTS
0 2,243 440 19,904 17,406 20,344 20,089 0 255
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,641)
0 -399 -380 -1,261 -862 -1,641 -1,641 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 2.2 97.8 85.6 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 13 11 14 13
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,951
COMMITMENTS
3,412 0 418 29,121 32,533 32,951 32,951 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,268)
418 0 -418 -3,268 -2,850 -3,268 -3,268 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 1.3 88.4 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 11 16 12
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,880
COMMITMENTS
725 147 3,949 56,206 55,738 60,880 59,834 0 1,046
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,857)
-19 0 -190 -3,553 -3,648 -3,762 -3,838 -95 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 6.5 92.3 91.6 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 17 20 19
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,987
COMMITMENTS
2,172 0 2,268 33,547 35,697 37,987 37,965 0 22
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,482)
-95 0 0 -1,387 -1,463 -1,482 -1,463 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 6.0 88.3 94.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 16 17 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,198
COMMITMENTS
0 0 0 22,198 22,176 22,198 22,176 0 22
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,919)
0 0 0 -1,919 -1,900 -1,919 -1,900 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 12 18 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 354,229
COMMITMENTS
4,544 3,920 23,480 326,205 326,829 354,229 354,229 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -27,989)
-5,004 -4,170 0 -22,985 -23,819 -27,989 -27,989 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 6.6 92.1 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 12 14 14
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 650,870
COMMITMENTS
114,456 0 3,920 532,494 646,950 650,870 650,870 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -52,125)
4,170 0 -4,170 -52,125 -47,955 -52,125 -52,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.6 81.8 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 16 19 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,573,587
COMMITMENTS
182,853 0 71,320 1319414 1502267 1573587 1573587 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -42,534)
-4,587 0 0 -37,947 -42,534 -42,534 -42,534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 4.5 83.8 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 20 14 22 16
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 547,659
COMMITMENTS
207,586 0 0 340,073 547,659 547,659 547,659 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -29,607)
-10,008 0 0 -19,599 -29,607 -29,607 -29,607 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 0.0 0.0 62.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 14 17 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 338,800
COMMITMENTS
0 0 0 338,800 338,800 338,800 338,800 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -27,182)
0 0 0 -27,182 -27,182 -27,182 -27,182 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 12 13 12 13
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,080
COMMITMENTS
289 162 35 4,651 4,743 4,975 4,940 105 140
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -637)
-76 0 -22 -554 -605 -652 -627 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.2 0.7 91.6 93.4 97.9 97.2 2.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 15 15 17
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 71,323
COMMITMENTS
3,127 6,477 739 66,476 63,320 70,342 70,536 981 787
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -4,613)
28 -3 -775 -3,908 -3,819 -4,655 -4,597 42 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.1 1.0 93.2 88.8 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 3 9 47 43 60 54
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,276
COMMITMENTS
660 4,271 688 19,444 15,889 20,792 20,848 484 428
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,166)
-18 -683 -138 -3,027 -2,620 -3,183 -3,441 17 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 20.1 3.2 91.4 74.7 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 4 28 27 33 33
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,215
COMMITMENTS
385 2,041 1,696 11,020 9,229 13,101 12,966 114 249
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -758)
-25 -102 -15 -728 -666 -768 -783 10 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 15.4 12.8 83.4 69.8 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 4 25 20 30 24
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,895
COMMITMENTS
451 735 9 8,920 9,264 9,380 10,008 1,515 887
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 14)
0 -45 0 -656 -730 -656 -775 670 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.7 0.1 81.9 85.0 86.1 91.9 13.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 17 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,211,505
COMMITMENTS
402,027 110,670 1006234 716,213 1017694 2124474 2134597 87,031 76,907
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 159,125)
4,870 -16,478 125,708 31,830 41,965 162,408 151,195 -3,283 7,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.0 45.5 32.4 46.0 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
134 118 206 89 101 336 331
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,384
COMMITMENTS
72,729 15,956 5,082 33,315 78,439 111,126 99,477 25,258 36,907
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -11,192)
-7,941 -1,707 -152 -1,895 -6,795 -9,988 -8,654 -1,204 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 11.7 3.7 24.4 57.5 81.5 72.9 18.5 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 8 9 12 12 26 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,008
COMMITMENTS
7,003 322 9,296 7,796 14,183 24,095 23,801 914 1,208
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 497)
271 -49 942 -532 -362 681 531 -184 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 1.3 37.2 31.2 56.7 96.3 95.2 3.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 11 10 9 25 21
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,189
COMMITMENTS
19,332 4,660 54,025 119,947 133,332 193,305 192,018 12,884 14,171
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,325)
-2,054 1,219 -817 67 -1,973 -2,804 -1,571 1,480 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.3 26.2 58.2 64.7 93.8 93.1 6.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 13 24 24 37 37
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,733
COMMITMENTS
11,783 71,729 79,963 84,787 23,257 176,533 174,948 5,199 6,785
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 5,622)
1,139 1,423 4,788 478 -212 6,405 5,999 -783 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 39.5 44.0 46.7 12.8 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 16 30 14 13 44 45
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,002
COMMITMENTS
1,550 3,862 22,164 65,773 66,672 89,487 92,697 12,516 9,305
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,661)
-3,237 1,555 -1,060 858 -4,133 -3,439 -3,638 -222 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.8 21.7 64.5 65.4 87.7 90.9 12.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 6 9 18 17 27 27
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,687
COMMITMENTS
500 90 45 13,917 14,516 14,462 14,651 225 36
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 405)
360 0 -90 90 495 360 405 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.3 94.8 98.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 12 19 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,093
COMMITMENTS
24,411 3,281 694 5,942 28,122 31,047 32,097 2,046 996
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,346)
-352 119 18 -747 -1,451 -1,081 -1,314 -265 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.8 9.9 2.1 18.0 85.0 93.8 97.0 6.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
86 30 15 26 39 119 78
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,899
COMMITMENTS
43,399 16,603 1,293 15,203 44,794 59,896 62,691 6,004 3,209
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -78)
4 -3,491 206 -303 3,488 -93 203 15 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 25.2 2.0 23.1 68.0 90.9 95.1 9.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
107 54 28 35 44 151 122
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 336,048
COMMITMENTS
98,112 31,249 79,139 136,884 204,946 314,136 315,334 21,912 20,713
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 8,885)
-3,294 -803 9,579 625 394 6,910 9,170 1,976 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 9.3 23.6 40.7 61.0 93.5 93.8 6.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
69 47 72 76 86 179 174
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,235
COMMITMENTS
6,664 2,750 1,988 3,237 6,801 11,889 11,539 3,346 3,696
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,349)
-1,402 -629 128 -1,954 -1,741 -3,228 -2,242 -121 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 18.1 13.0 21.2 44.6 78.0 75.7 22.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 7 6 9 14 18
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 21,992
COMMITMENTS
575 0 375 20,250 20,575 21,200 20,950 792 1,042
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,466)
100 -375 -250 -1,417 -1,243 -1,567 -1,868 101 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 1.7 92.1 93.6 96.4 95.3 3.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 18 19 20 21
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,819
COMMITMENTS
2,242 2,288 3,567 6,773 8,363 12,582 14,218 3,237 1,601
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,442)
-1,365 636 -854 -1,553 -2,382 -3,772 -2,600 330 -842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.5 22.5 42.8 52.9 79.5 89.9 20.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 4 7 9 14 17 21
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,543
COMMITMENTS
10,444 17,743 20 10,870 2,489 21,334 20,252 209 1,291
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,000)
-389 -436 -10 -576 -689 -975 -1,135 -25 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 82.4 0.1 50.5 11.6 99.0 94.0 1.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 1 13 6 21 9
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,471
COMMITMENTS
1,075 356 980 3,320 4,135 5,375 5,471 96 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 216)
443 -222 -150 -77 588 216 216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 6.5 17.9 60.7 75.6 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 18 15 23 19
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,357
COMMITMENTS
5,153 0 0 32,204 37,357 37,357 37,357 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -5,353)
-692 0 0 -4,661 -5,353 -5,353 -5,353 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 0.0 86.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 0 27 25 31 25
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,900
COMMITMENTS
285 825 0 2,615 2,050 2,900 2,875 0 25
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,125)
-210 -575 0 -915 -525 -1,125 -1,100 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 28.4 0.0 90.2 70.7 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 12 10 14 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,325
COMMITMENTS
1,605 901 877 13,613 14,234 16,095 16,012 230 313
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,993)
-341 22 -129 -1,493 -1,948 -1,963 -2,055 -30 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.5 5.4 83.4 87.2 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 8 5 27 20 35 29
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,842
COMMITMENTS
1,123 832 488 11,085 11,416 12,696 12,736 146 106
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,927)
55 -623 -228 -2,783 -2,101 -2,956 -2,952 29 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.5 3.8 86.3 88.9 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 4 3 28 32 38 38
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,625
COMMITMENTS
840 140 280 455 1,115 1,575 1,535 50 90
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -845)
-180 -135 -185 -410 -515 -775 -835 -70 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 8.6 17.2 28.0 68.6 96.9 94.5 3.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 3 12 14 18 20
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,828
COMMITMENTS
2,082 2,055 632 12,566 12,994 15,280 15,681 548 147
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -969)
-270 96 -176 -503 -874 -949 -954 -20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.0 4.0 79.4 82.1 96.5 99.1 3.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 5 12 15 18 22
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,665
COMMITMENTS
1,906 1,774 847 23,189 23,221 25,942 25,842 3,723 3,823
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,350)
-497 -665 0 -3,037 -3,296 -3,534 -3,961 184 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.0 2.9 78.2 78.3 87.4 87.1 12.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 15 22 18 27
Updated December 6, 2014