GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,461
COMMITMENTS
20,233 3,904 1,503 38,177 54,996 59,913 60,403 548 58
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,112)
-909 189 819 2,202 1,104 2,112 2,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 6.5 2.5 63.1 91.0 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 6 6 41 43 49 53
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,515
COMMITMENTS
450 0 0 5,065 5,515 5,515 5,515 0 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 576)
450 0 0 126 576 576 576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 91.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 17 15 17
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,516
COMMITMENTS
890 188 598 7,361 8,077 8,849 8,863 667 653
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 191)
-28 5 -4 321 249 289 250 -98 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.0 6.3 77.4 84.9 93.0 93.1 7.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 7 32 31 40 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,116
COMMITMENTS
160 27 270 1,117 1,223 1,547 1,520 569 596
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 35)
-26 27 -18 32 55 -12 64 47 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.3 12.8 52.8 57.8 73.1 71.8 26.9 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 13 17 16 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,159
COMMITMENTS
1,341 587 93 4,958 5,986 6,392 6,666 767 493
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 261)
157 -50 -1 61 276 217 225 44 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 8.2 1.3 69.3 83.6 89.3 93.1 10.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 4 33 36 38 41
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,660
COMMITMENTS
2,160 3,211 515 5,476 4,160 8,151 7,886 509 774
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 741)
277 499 -119 500 346 658 726 83 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 37.1 5.9 63.2 48.0 94.1 91.1 5.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 7 27 20 37 29
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,239
COMMITMENTS
330 342 38 628 752 996 1,132 243 107
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 118)
50 100 -2 100 20 148 118 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 27.6 3.1 50.7 60.7 80.4 91.4 19.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 8 9 15 14
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,308
COMMITMENTS
305 9,888 1,239 27,667 17,941 29,211 29,068 97 240
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 573)
80 -961 599 -26 955 653 593 -80 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 33.7 4.2 94.4 61.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 23 23 27 27
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,328
COMMITMENTS
594 1,132 307 2,788 2,337 3,689 3,776 639 552
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 414)
-21 -26 60 322 340 361 374 53 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 26.2 7.1 64.4 54.0 85.2 87.2 14.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 5 5 20 20 30 27
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 415,317
COMMITMENTS
56,542 63,227 93,577 223,603 215,288 373,723 372,093 41,594 43,224
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -21,009)
-1,039 257 -12,261 -9,058 -12,080 -22,357 -24,084 1,348 3,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.2 22.5 53.8 51.8 90.0 89.6 10.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 46 61 84 87 157 164
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,905
COMMITMENTS
1,675 750 400 41,673 50,532 43,748 51,682 13,157 5,223
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 631)
650 250 300 -544 1,726 406 2,276 225 -1,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 0.7 73.2 88.8 76.9 90.8 23.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 22 27 25 30
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 946,077
COMMITMENTS
257,598 474,310 247,683 371,019 181,245 876,300 903,238 69,777 42,839
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 5,322)
25,877 31,923 -13,461 -5,979 -15,818 6,436 2,644 -1,114 2,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 50.1 26.2 39.2 19.2 92.6 95.5 7.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
104 131 145 66 57 258 258
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 803,123
COMMITMENTS
57,950 70,664 233,827 505,674 495,170 797,450 799,661 5,673 3,463
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 65,736)
9,949 12,658 26,611 28,440 26,156 65,000 65,425 736 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.8 29.1 63.0 61.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
46 36 65 51 51 125 124
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 384,652
COMMITMENTS
160,792 130,555 59,470 158,043 188,527 378,305 378,552 6,347 6,100
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,763)
-5,578 421 -1,275 9,717 3,547 2,864 2,693 -101 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 33.9 15.5 41.1 49.0 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 11 26 37 36 69 62
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 100,511
COMMITMENTS
16,836 22,682 12,391 63,429 58,691 92,656 93,764 7,855 6,747
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 7,059)
4,106 -354 1,890 1,755 5,108 7,751 6,644 -692 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 22.6 12.3 63.1 58.4 92.2 93.3 7.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 13 19 18 18 42 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,673,785
COMMITMENTS
712,995 71,029 117,761 809,523 1455918 1640279 1644708 33,506 29,077
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 27,211)
11,288 7,583 2,473 14,643 16,349 28,404 26,405 -1,193 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 4.2 7.0 48.4 87.0 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
30 12 33 56 57 98 93
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 440,523
COMMITMENTS
33,193 53,845 73,815 330,647 309,675 437,655 437,335 2,868 3,188
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 9,640)
3,478 1,998 1,066 5,007 5,472 9,551 8,536 89 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 12.2 16.8 75.1 70.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 24 25 41 36 71 72
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 144,925
COMMITMENTS
52,955 46,468 31,245 59,268 65,991 143,468 143,704 1,457 1,221
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,031)
-5,249 -2,227 6,360 1,881 -937 2,992 3,196 39 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 32.1 21.6 40.9 45.5 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 19 21 22 21 50 48
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 35,589
COMMITMENTS
21,966 10,248 3,821 9,268 21,146 35,055 35,215 534 374
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,924)
585 -225 958 442 1,382 1,985 2,115 -61 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 28.8 10.7 26.0 59.4 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 12 14 15 15 34 33
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,126
COMMITMENTS
1,791 3,251 4,388 5,943 4,486 12,122 12,125 4 1
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 454)
17 71 199 238 185 454 454 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 26.8 36.2 49.0 37.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 18 14 12 32 32
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS) OPEN INTEREST: 3,238
COMMITMENTS
20 439 40 3,028 2,619 3,088 3,098 150 140
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 248)
0 30 0 248 218 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.6 1.2 93.5 80.9 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 17 19 19 23
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,961
COMMITMENTS
2,849 1,027 5,631 41,859 43,965 50,339 50,623 622 338
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,567)
146 -13 77 2,294 2,428 2,518 2,493 50 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.0 11.1 82.1 86.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 10 11 44 59 64 76
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,791
COMMITMENTS
868 595 562 2,920 3,325 4,350 4,482 441 309
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 497)
-221 85 31 511 355 321 471 176 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 12.4 11.7 60.9 69.4 90.8 93.6 9.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 5 22 22 28 30
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 411,428
COMMITMENTS
3,163 9,088 0 408,265 402,340 411,428 411,428 0 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 214,207)
0 0 0 214,207 214,207 214,207 214,207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.2 0.0 99.2 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 11 14 12
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 146,977
COMMITMENTS
10,369 1,595 4,026 132,327 141,356 146,722 146,977 255 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 7,546)
23 0 25 7,498 7,521 7,546 7,546 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.1 2.7 90.0 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 27 19 29 22
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,996,063
COMMITMENTS
0 169,560 0 2996063 2826473 2996063 2996033 0 30
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 99,727)
0 0 0 99,727 99,726 99,727 99,726 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 100.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 20 22 21
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,882
COMMITMENTS
1,428 0 1,915 62,539 63,967 65,882 65,882 0 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,130)
0 0 0 3,130 3,130 3,130 3,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 2.9 94.9 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 15 18 17 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,289,552
COMMITMENTS
29,614 0 70,560 1189378 1218992 1289552 1289552 0 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 34,152)
0 0 0 34,152 34,152 34,152 34,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 5.5 92.2 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 11 19 12
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,135
COMMITMENTS
359 62 13 17,621 17,925 17,993 18,000 142 135
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,469)
36 0 -12 3,485 3,481 3,509 3,469 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.3 0.1 97.2 98.8 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 23 26 24 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 81,386
COMMITMENTS
1,428 8,415 1,491 77,478 71,019 80,397 80,925 989 461
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 8,351)
39 90 331 8,126 8,005 8,496 8,426 -145 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 10.3 1.8 95.2 87.3 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
5 7 8 56 52 66 64
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,611
COMMITMENTS
0 526 0 21,016 20,861 21,016 21,387 595 224
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 365)
0 0 0 365 365 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.2 96.5 97.2 99.0 2.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 17 16 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,398
COMMITMENTS
2,918 7,029 146 29,955 25,556 33,019 32,731 379 667
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,622)
16 20 63 3,665 3,276 3,744 3,359 -122 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 21.0 0.4 89.7 76.5 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 5 3 31 31 39 38
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,476
COMMITMENTS
405 872 890 8,089 7,315 9,384 9,077 92 399
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 331)
120 -25 96 115 260 331 331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.2 9.4 85.4 77.2 99.0 95.8 1.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 4 24 21 30 25
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,677
COMMITMENTS
0 859 138 9,494 9,521 9,632 10,518 1,045 159
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 741)
0 0 0 614 723 614 723 127 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 1.3 88.9 89.2 90.2 98.5 9.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 22 22 24 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,435,709
COMMITMENTS
501,887 203,970 957,340 898,413 1187515 2357640 2348825 78,069 86,884
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -182,405)
12,508 -6,219 -125,388 -59,110 -50,529 -171,990 -182,136 -10,415 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 8.4 39.3 36.9 48.8 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
148 130 206 101 110 352 357
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,227
COMMITMENTS
39,376 16,905 29,191 53,395 76,478 121,962 122,574 3,265 2,653
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -20,350)
1,621 -5,563 -9,288 -13,198 -5,555 -20,865 -20,405 515 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 13.5 23.3 42.6 61.1 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 7 10 17 17 27 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,498
COMMITMENTS
71,170 8,466 2,617 46,885 73,735 120,672 84,818 16,826 52,680
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 386)
308 9 -111 162 722 359 620 27 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 6.2 1.9 34.1 53.6 87.8 61.7 12.2 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 4 3 15 18 22 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,606
COMMITMENTS
3,365 267 9,450 5,197 7,893 18,013 17,610 593 996
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -4,832)
-2,277 267 -2,378 -226 -2,760 -4,881 -4,871 49 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 1.4 50.8 27.9 42.4 96.8 94.6 3.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 2 10 10 11 24 21
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,550
COMMITMENTS
24,994 998 34,552 111,320 127,912 170,866 163,461 6,684 14,089
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -521)
33 -87 -322 -180 -58 -469 -467 -52 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.6 19.5 62.7 72.0 96.2 92.1 3.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 10 23 23 33 33
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 172,710
COMMITMENTS
16,513 75,109 64,262 86,380 27,415 167,155 166,786 5,555 5,925
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -5,275)
3,761 -2,460 307 -6,738 -926 -2,670 -3,080 -2,605 -2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 43.5 37.2 50.0 15.9 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 10 25 19 18 48 43
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,660
COMMITMENTS
3,228 845 7,336 33,005 30,430 43,569 38,611 10,092 15,049
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -1,196)
70 1 -417 -834 -746 -1,180 -1,161 -16 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.6 13.7 61.5 56.7 81.2 72.0 18.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 4 14 14 20 18
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,683
COMMITMENTS
31,658 7,895 76,067 38,554 61,728 146,279 145,690 404 993
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 10,318)
2,699 1,129 12,723 -4,888 -3,420 10,534 10,432 -217 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 5.4 51.9 26.3 42.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 7 9 14 16 24
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,926
COMMITMENTS
360 0 0 12,471 12,896 12,831 12,896 95 30
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -2,183)
0 0 0 -2,158 -2,168 -2,158 -2,168 -25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 96.5 99.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 14 19 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,613
COMMITMENTS
18,180 12,050 1,276 7,850 13,276 27,307 26,602 1,306 2,011
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -435)
-293 -1,326 -55 -67 671 -416 -710 -20 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 42.1 4.5 27.4 46.4 95.4 93.0 4.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
45 60 9 30 32 80 96
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 79,693
COMMITMENTS
54,384 31,841 2,872 15,998 40,350 73,254 75,063 6,439 4,630
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 5,324)
3,481 3,891 -103 617 997 3,996 4,785 1,328 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 40.0 3.6 20.1 50.6 91.9 94.2 8.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
111 80 26 34 40 161 136
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 396,935
COMMITMENTS
115,616 49,848 77,521 185,205 248,879 378,343 376,248 18,592 20,686
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 18,153)
4,137 4,131 5,932 7,539 9,234 17,608 19,297 545 -1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 12.6 19.5 46.7 62.7 95.3 94.8 4.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
76 52 70 86 99 200 191
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,877
COMMITMENTS
4,399 501 933 6,088 9,435 11,420 10,869 2,457 3,008
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 10)
143 -185 -170 68 464 41 109 -31 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 3.6 6.7 43.9 68.0 82.3 78.3 17.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 4 12 10 19 14
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,620
COMMITMENTS
0 2,645 0 17,700 13,965 17,700 16,610 920 2,010
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 595)
0 0 0 555 255 555 255 40 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.2 0.0 95.1 75.0 95.1 89.2 4.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 13 19 13 21
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 7,907
COMMITMENTS
0 458 570 6,236 5,244 6,806 6,272 1,101 1,635
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 7.2 78.9 66.3 86.1 79.3 13.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 12 18 15
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,337
COMMITMENTS
3,302 1,749 3,835 9,444 12,216 16,581 17,800 2,756 1,537
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -58)
150 0 0 -225 150 -75 150 17 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 9.0 19.8 48.8 63.2 85.7 92.1 14.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 5 13 17 19 22
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,103
COMMITMENTS
507 194 495 3,510 4,464 4,512 5,153 2,591 1,950
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 306)
-32 -180 27 195 444 190 291 116 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.7 7.0 49.4 62.8 63.5 72.5 36.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 4 11 13 16 17
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,843
COMMITMENTS
11,777 17,477 665 9,334 3,701 21,776 21,843 67 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 615)
-300 -100 565 350 150 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 80.0 3.0 42.7 16.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 7 2 11 8 21 16
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,365
COMMITMENTS
7,789 7,372 6,083 3,751 4,390 17,623 17,845 742 520
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -158)
-210 -110 -156 88 162 -278 -104 120 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 40.1 33.1 20.4 23.9 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 22 27 5 9 38 45
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 12,408
COMMITMENTS
2,156 2,882 7,825 2,407 1,701 12,388 12,408 20 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -103)
3 13 -107 -2 -9 -105 -103 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 23.2 63.1 19.4 13.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 10 13 5 6 18 22
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,987
COMMITMENTS
3,568 0 0 32,239 35,977 35,807 35,977 180 10
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 530)
-165 0 0 580 520 415 520 115 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 89.6 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 0 0 24 22 30 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,059
COMMITMENTS
2,540 2,746 184 6,323 6,129 9,047 9,059 12 0
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -40)
0 0 -40 0 0 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 30.3 2.0 69.8 67.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 5 3 11 10 16 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,517
COMMITMENTS
1,679 5,210 323 12,548 9,888 14,550 15,421 967 96
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -340)
158 217 -600 307 43 -135 -340 -205 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 33.6 2.1 80.9 63.7 93.8 99.4 6.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 6 4 22 18 29 26
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,934
COMMITMENTS
1,708 2,312 538 10,093 9,826 12,339 12,676 595 258
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 179)
0 45 18 147 65 165 128 14 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 17.9 4.2 78.0 76.0 95.4 98.0 4.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 8 7 18 23 30 33
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,190
COMMITMENTS
871 480 290 884 1,170 2,045 1,940 145 250
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 60)
-50 20 20 30 30 0 70 60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 21.9 13.2 40.4 53.4 93.4 88.6 6.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 9 5 13 12 21 23
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,832
COMMITMENTS
1,632 1,732 152 7,604 7,908 9,388 9,792 444 40
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 17.6 1.5 77.3 80.4 95.5 99.6 4.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 11 10 15 16
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,484
COMMITMENTS
4,406 2,378 3,254 19,792 20,954 27,452 26,586 5,032 5,898
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 630)
0 -417 448 165 1,007 613 1,038 17 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.3 10.0 60.9 64.5 84.5 81.8 15.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 5 17 19 23 24
Updated September 25, 2015