GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,084
COMMITMENTS
20,901 3,394 2,947 39,663 57,457 63,511 63,798 573 286
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -625)
-208 -375 25 -442 -267 -625 -617 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 5.3 4.6 61.9 89.7 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 7 7 37 41 45 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,803
COMMITMENTS
450 0 0 5,353 5,803 5,803 5,803 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 81)
0 0 0 81 81 81 81 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 92.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 16 19 16
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,715
COMMITMENTS
466 388 541 7,961 8,070 8,968 8,999 747 716
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 359)
59 -36 49 253 346 361 359 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.0 5.6 81.9 83.1 92.3 92.6 7.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 5 35 33 41 39
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,945
COMMITMENTS
222 126 315 1,045 966 1,582 1,407 363 538
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 141)
6 -10 93 93 48 192 131 -51 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.5 16.2 53.7 49.7 81.3 72.3 18.7 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 3 5 14 14 20 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,440
COMMITMENTS
884 440 316 4,672 5,342 5,872 6,098 568 342
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 173)
-47 -10 140 109 60 202 190 -29 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 6.8 4.9 72.5 83.0 91.2 94.7 8.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 5 34 33 41 41
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,457
COMMITMENTS
2,161 3,377 361 5,429 4,235 7,951 7,973 506 484
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 925)
125 744 -46 809 392 888 1,090 37 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 39.9 4.3 64.2 50.1 94.0 94.3 6.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 6 8 29 24 41 34
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,295
COMMITMENTS
160 521 53 801 609 1,014 1,183 281 112
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 243)
10 155 48 161 60 219 263 24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 40.2 4.1 61.9 47.0 78.3 91.4 21.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 6 3 13 11 18 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,759
COMMITMENTS
325 8,920 2,112 28,256 19,487 30,693 30,519 66 240
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 856)
0 -105 230 626 731 856 856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 29.0 6.9 91.9 63.4 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 25 22 29 24
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,081
COMMITMENTS
446 1,266 271 2,619 2,043 3,336 3,580 745 501
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 180)
2 17 18 120 168 140 203 40 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 31.0 6.6 64.2 50.1 81.7 87.7 18.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 5 18 15 28 22
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 400,364
COMMITMENTS
55,070 70,181 75,859 218,148 207,800 349,077 353,840 51,287 46,524
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -18,330)
-2,624 1,771 -11,057 -5,474 -9,193 -19,156 -18,479 826 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 17.5 18.9 54.5 51.9 87.2 88.4 12.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
33 67 54 76 77 148 163
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,949
COMMITMENTS
2,025 800 225 39,704 49,499 41,954 50,524 13,995 5,425
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,902)
100 300 -225 2,202 1,242 2,077 1,317 -175 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.4 0.4 71.0 88.5 75.0 90.3 25.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 21 25 24 28
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,027,156
COMMITMENTS
261,876 479,769 297,968 395,729 205,918 955,573 983,656 71,583 43,500
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -1,079)
-4,180 -4,412 -2,233 4,531 7,419 -1,882 775 803 -1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 46.7 29.0 38.5 20.0 93.0 95.8 7.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
99 153 147 63 49 249 272
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 761,399
COMMITMENTS
33,576 49,909 240,292 483,247 467,073 757,115 757,275 4,284 4,124
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -21,364)
-4,176 5,606 -8,594 -8,582 -18,410 -21,351 -21,397 -13 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.6 31.6 63.5 61.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
42 31 59 52 51 122 113
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 371,983
COMMITMENTS
131,252 152,389 57,594 176,750 156,314 365,596 366,298 6,387 5,685
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 8,252)
-4,540 5,820 2,659 9,342 126 7,460 8,605 792 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 41.0 15.5 47.5 42.0 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 15 29 42 39 81 68
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 118,469
COMMITMENTS
31,846 28,008 18,707 61,494 68,477 112,047 115,192 6,422 3,277
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 27,513)
19,226 15,087 4,240 4,980 9,699 28,446 29,026 -933 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 23.6 15.8 51.9 57.8 94.6 97.2 5.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 17 27 24 23 56 51
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,635,678
COMMITMENTS
658,789 63,578 129,733 812,474 1415752 1600996 1609063 34,682 26,615
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 5,785)
-12,152 1,195 5,676 15,119 -3,486 8,643 3,385 -2,858 2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 3.9 7.9 49.7 86.6 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
29 12 30 59 60 99 94
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,066
COMMITMENTS
27,813 62,799 54,478 316,317 282,718 398,608 399,995 2,458 1,071
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 19,971)
6,826 6,197 3,631 9,152 10,128 19,609 19,956 362 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 15.7 13.6 78.9 70.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 23 30 42 35 78 70
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 151,544
COMMITMENTS
61,359 51,232 32,129 57,165 67,338 150,653 150,699 891 845
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,513)
468 30 963 242 870 1,673 1,863 -160 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 33.8 21.2 37.7 44.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 19 26 20 21 53 51
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,662
COMMITMENTS
22,390 10,320 6,353 10,294 22,559 39,037 39,232 625 430
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 116)
-299 566 90 275 -390 66 266 50 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 26.0 16.0 26.0 56.9 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 13 16 17 12 38 32
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 14,308
COMMITMENTS
2,175 3,654 5,296 6,829 5,356 14,300 14,306 8 2
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 42)
87 59 -68 23 52 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 25.5 37.0 47.7 37.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 9 17 14 11 34 29
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 16,377
COMMITMENTS
2,733 8,914 5,971 7,673 1,492 16,377 16,377 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 209)
139 432 -114 183 -110 209 209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 54.4 36.5 46.9 9.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 8 8 4 19 13
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 47,900
COMMITMENTS
4,939 1,157 7,260 35,059 39,033 47,258 47,451 642 449
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,794)
1,338 -23 860 -403 856 1,795 1,693 0 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.4 15.2 73.2 81.5 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 8 11 48 60 70 77
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,399
COMMITMENTS
757 471 588 3,221 3,965 4,566 5,024 833 375
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 382)
-2 3 27 357 282 382 312 0 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.7 10.9 59.7 73.4 84.6 93.1 15.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 4 26 28 31 34
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 411,171
COMMITMENTS
1,987 0 0 409,184 411,171 411,171 411,171 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 12 14 12
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 162,619
COMMITMENTS
10,978 1,485 2,855 148,531 158,279 162,364 162,619 255 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,767)
14 0 15 3,737 3,751 3,767 3,767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.9 1.8 91.3 97.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 20 28 22
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,150,817
COMMITMENTS
46,800 0 0 3104017 3150787 3150817 3150787 0 30
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 84,528)
0 0 0 84,528 84,528 84,528 84,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 24 20 25 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,113
COMMITMENTS
461 0 0 69,652 70,113 70,113 70,113 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 17 16 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,673,625
COMMITMENTS
5,422 0 0 1668203 1673625 1673625 1673625 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 43,160)
0 0 0 43,160 43,160 43,160 43,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 12 19 12
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 265,230
COMMITMENTS
0 0 0 265,230 265,230 265,230 265,230 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -660)
0 0 0 -660 -660 -660 -660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 10 15 10
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,129
COMMITMENTS
546 0 9 23,442 23,777 23,997 23,786 132 343
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 294)
-45 0 9 330 285 294 294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.2 98.5 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 29 27 31 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 87,815
COMMITMENTS
1,569 8,518 1,435 83,711 77,393 86,715 87,346 1,100 469
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,079)
438 -93 -14 2,631 3,181 3,055 3,074 24 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.7 1.6 95.3 88.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
8 4 6 57 54 67 63
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,293
COMMITMENTS
0 480 0 22,408 22,593 22,408 23,073 885 220
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -255 -75 -255 -75 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.2 97.0 96.2 99.1 3.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 17 17 17 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,579
COMMITMENTS
2,606 6,664 215 33,407 29,014 36,228 35,893 351 686
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,340)
-172 45 59 1,453 1,223 1,340 1,327 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 18.2 0.6 91.3 79.3 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 3 34 31 40 38
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,074
COMMITMENTS
380 793 521 8,062 7,466 8,963 8,780 111 294
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 450)
0 375 -62 512 317 450 630 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.7 5.7 88.8 82.3 98.8 96.8 1.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 4 26 19 32 23
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,171
COMMITMENTS
0 1,265 110 11,982 11,583 12,092 12,958 1,079 213
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 780)
0 267 -13 736 487 723 741 57 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.8 91.0 87.9 91.8 98.4 8.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 20 19 22 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,500,495
COMMITMENTS
519,920 224,152 955,383 928,852 1233472 2404155 2413007 96,340 87,488
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 93,510)
11,998 26,219 54,130 22,354 2,561 88,482 82,910 5,028 10,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 9.0 38.2 37.1 49.3 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
185 127 230 97 108 382 380
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,951
COMMITMENTS
45,475 15,154 24,026 42,258 72,895 111,758 112,074 2,193 1,877
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 9,390)
2,802 3,968 2,119 4,540 3,528 9,461 9,614 -71 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 13.3 21.1 37.1 64.0 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 10 17 18 28 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,442
COMMITMENTS
73,327 10,687 4,177 42,847 64,618 120,351 79,482 16,091 56,960
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -120)
-191 -8 -54 125 -463 -120 -525 0 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 7.8 3.1 31.4 47.4 88.2 58.3 11.8 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 5 13 16 22 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,281
COMMITMENTS
2,774 342 9,750 4,862 6,886 17,386 16,978 895 1,303
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 417)
391 47 177 -139 249 429 473 -11 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.9 53.3 26.6 37.7 95.1 92.9 4.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 1 9 9 12 22 21
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,957
COMMITMENTS
26,249 1,536 31,763 107,123 124,457 165,135 157,757 5,822 13,201
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,983)
80 91 1,020 1,522 1,225 2,622 2,336 361 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.9 18.6 62.7 72.8 96.6 92.3 3.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 2 11 23 23 34 34
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,619
COMMITMENTS
15,901 73,624 74,776 85,068 25,804 175,745 174,204 7,874 9,415
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 925)
0 -162 -1,414 2,127 289 712 -1,287 212 2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 40.1 40.7 46.3 14.1 95.7 94.9 4.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 10 25 16 16 44 42
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,532
COMMITMENTS
3,910 727 705 862 4,026 5,477 5,458 55 74
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -92)
-192 220 63 24 -279 -105 4 13 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.7 13.1 12.7 15.6 72.8 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 5 10 14 15 20
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 161,281
COMMITMENTS
30,381 7,665 96,857 33,160 55,536 160,398 160,058 884 1,223
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 14,128)
6,754 847 6,371 424 6,807 13,550 14,025 578 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 4.8 60.1 20.6 34.4 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 6 8 11 15 19 25
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,681
COMMITMENTS
630 0 0 13,981 14,666 14,611 14,666 70 15
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,130)
270 0 0 1,860 2,130 2,130 2,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 95.2 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 18 19 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,255
COMMITMENTS
19,612 6,242 946 6,309 19,667 26,866 26,854 1,389 1,401
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -484)
1,487 -197 -479 -928 201 80 -474 -564 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 22.1 3.3 22.3 69.6 95.1 95.0 4.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
56 42 17 31 35 96 88
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,267
COMMITMENTS
51,747 18,173 2,188 12,618 48,719 66,553 69,081 5,714 3,186
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 122)
1,387 -1,929 -329 -1,024 2,450 34 191 89 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 25.1 3.0 17.5 67.4 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
106 64 25 32 40 153 116
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 341,048
COMMITMENTS
109,601 55,470 63,643 149,933 198,548 323,177 317,661 17,872 23,388
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -13,851)
-1,717 330 -2,828 -9,067 -12,100 -13,612 -14,598 -239 747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 16.3 18.7 44.0 58.2 94.8 93.1 5.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
68 56 68 81 88 183 181
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,501
COMMITMENTS
3,910 0 1,471 4,597 9,125 9,978 10,596 3,523 2,905
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 851)
133 0 80 250 583 463 663 388 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 0.0 10.9 34.0 67.6 73.9 78.5 26.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 2 6 10 13 12
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,085
COMMITMENTS
150 2,430 120 17,500 13,760 17,770 16,310 315 1,775
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,585)
150 275 120 1,255 955 1,525 1,350 60 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.4 0.7 96.8 76.1 98.3 90.2 1.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 15 21 17 24
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,142
COMMITMENTS
1,763 3,602 2,160 11,387 9,522 15,310 15,284 2,832 2,858
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,225)
-426 506 584 1,092 35 1,250 1,125 -25 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 19.9 11.9 62.8 52.5 84.4 84.2 15.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 5 15 16 21 21
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,394
COMMITMENTS
12,476 17,953 1,426 10,414 5,015 24,316 24,394 78 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 460)
430 16 0 30 444 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 73.6 5.8 42.7 20.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 3 10 8 19 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,498
COMMITMENTS
6,762 6,092 7,354 3,836 4,487 17,952 17,933 546 565
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 269)
-82 413 518 43 -452 479 479 -210 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 32.9 39.8 20.7 24.3 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 20 28 6 10 38 46
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 12,894
COMMITMENTS
1,991 3,390 8,235 2,668 1,270 12,894 12,894 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 26.3 63.9 20.7 9.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 11 11 5 4 17 18
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,927
COMMITMENTS
2,600 0 120 34,852 37,807 37,572 37,927 355 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,240)
-175 0 0 2,415 2,240 2,240 2,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.3 91.9 99.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 1 24 21 28 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,890
COMMITMENTS
2,520 2,751 146 6,213 5,993 8,879 8,890 11 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 50)
0 25 0 50 25 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 30.9 1.6 69.9 67.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 2 10 10 14 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,037
COMMITMENTS
1,963 6,467 346 12,875 9,143 15,184 15,956 853 81
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 214)
192 372 0 22 -126 214 246 0 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 40.3 2.2 80.3 57.0 94.7 99.5 5.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 4 24 16 31 26
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,631
COMMITMENTS
1,053 2,694 466 10,737 8,953 12,256 12,113 375 518
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 192)
0 301 -2 194 -116 192 183 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 21.3 3.7 85.0 70.9 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 4 24 21 32 30
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,689
COMMITMENTS
750 385 230 524 874 1,504 1,489 185 200
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 120)
40 0 30 30 90 100 120 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 22.8 13.6 31.0 51.7 89.0 88.2 11.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 5 3 8 14 14 22
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,674
COMMITMENTS
1,662 1,789 98 7,491 7,754 9,251 9,641 423 33
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 18.5 1.0 77.4 80.2 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 4 11 11 15 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,601
COMMITMENTS
4,694 461 3,959 18,398 20,582 27,051 25,002 5,550 7,599
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 520)
-188 0 75 359 496 246 571 274 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.4 12.1 56.4 63.1 83.0 76.7 17.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 4 16 16 21 20
Updated October 30, 2015