GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,410
COMMITMENTS
22,456 3,767 1,656 33,778 52,731 57,890 58,154 520 256
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -5,674)
1,555 373 -1,291 -5,885 -4,726 -5,621 -5,644 -53 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 6.4 2.8 57.8 90.3 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 7 5 36 41 43 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,129
COMMITMENTS
450 0 0 4,679 5,129 5,129 5,129 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -674)
0 0 0 -674 -674 -674 -674 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 91.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 18 20 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,323
COMMITMENTS
494 373 390 6,674 6,876 7,558 7,639 765 684
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,392)
28 -15 -151 -1,287 -1,194 -1,410 -1,360 18 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.5 4.7 80.2 82.6 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 4 32 32 37 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,564
COMMITMENTS
97 44 312 899 804 1,308 1,160 256 404
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -381)
-125 -82 -3 -146 -162 -274 -247 -107 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.8 19.9 57.5 51.4 83.6 74.2 16.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 6 14 15 20 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,186
COMMITMENTS
776 212 288 3,500 4,156 4,564 4,656 622 530
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,254)
-108 -228 -28 -1,172 -1,186 -1,308 -1,442 54 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.1 5.6 67.5 80.1 88.0 89.8 12.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 5 29 28 34 35
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,284
COMMITMENTS
909 2,087 369 4,655 3,359 5,933 5,815 351 469
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,173)
-1,252 -1,290 8 -774 -876 -2,018 -2,158 -155 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 33.2 5.9 74.1 53.5 94.4 92.5 5.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 6 6 25 21 36 29
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 899
COMMITMENTS
30 370 40 664 278 734 688 165 211
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -396)
-130 -151 -13 -137 -331 -280 -495 -116 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 41.2 4.4 73.9 30.9 81.6 76.5 18.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 1 12 7 14 12
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,385
COMMITMENTS
225 10,231 1,076 27,006 16,838 28,307 28,145 78 240
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,374)
-100 1,311 -1,036 -1,250 -2,649 -2,386 -2,374 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 36.0 3.8 95.1 59.3 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 25 21 28 23
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,759
COMMITMENTS
549 1,257 270 2,343 1,888 3,162 3,415 597 344
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -322)
103 -9 -1 -276 -155 -174 -165 -148 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 33.4 7.2 62.3 50.2 84.1 90.8 15.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 4 16 14 25 22
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,918
COMMITMENTS
53,934 68,385 71,917 207,234 199,925 333,085 340,227 46,832 39,691
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -20,447)
-1,136 -1,796 -3,942 -10,914 -7,876 -15,992 -13,613 -4,454 -6,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 18.0 18.9 54.5 52.6 87.7 89.6 12.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
37 59 51 80 81 150 158
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,159
COMMITMENTS
1,075 850 225 30,680 36,262 31,980 37,337 12,179 6,822
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -11,790)
-950 50 0 -9,024 -13,237 -9,974 -13,187 -1,816 1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 0.5 69.5 82.1 72.4 84.6 27.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 20 25 22 29
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,092,365
COMMITMENTS
271,631 490,895 328,997 419,247 225,386 1019874 1045278 72,491 47,087
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 65,209)
9,755 11,126 31,028 23,518 19,468 64,301 61,622 908 3,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 44.9 30.1 38.4 20.6 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
113 158 162 65 52 271 289
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 820,932
COMMITMENTS
35,672 51,750 271,624 509,287 493,614 816,582 816,987 4,350 3,945
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 59,533)
2,096 1,841 31,331 26,040 26,541 59,467 59,713 66 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.3 33.1 62.0 60.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
45 31 64 54 51 129 116
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 347,457
COMMITMENTS
117,673 138,726 53,880 169,200 149,537 340,753 342,144 6,704 5,314
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -24,526)
-13,580 -13,664 -3,714 -7,549 -6,777 -24,843 -24,154 317 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 39.9 15.5 48.7 43.0 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 11 25 34 34 66 60
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,338
COMMITMENTS
9,660 10,772 14,280 60,083 59,101 84,023 84,153 7,315 7,185
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -27,131)
-22,186 -17,236 -4,427 -1,411 -9,376 -28,024 -31,039 893 3,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.8 15.6 65.8 64.7 92.0 92.1 8.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 14 22 19 21 42 44
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,550,364
COMMITMENTS
596,879 56,147 127,923 786,663 1338611 1511465 1522681 38,899 27,683
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -85,314)
-61,910 -7,431 -1,810 -25,811 -77,141 -89,531 -86,382 4,217 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 3.6 8.3 50.7 86.3 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 12 27 55 56 92 87
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 388,680
COMMITMENTS
23,541 58,683 52,077 311,302 276,346 386,920 387,106 1,760 1,574
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -12,386)
-4,272 -4,116 -2,401 -5,015 -6,372 -11,688 -12,889 -698 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 15.1 13.4 80.1 71.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 20 26 42 34 72 65
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 144,135
COMMITMENTS
64,766 49,783 27,005 51,590 66,476 143,361 143,264 774 871
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -7,409)
3,407 -1,449 -5,124 -5,575 -862 -7,292 -7,435 -117 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 34.5 18.7 35.8 46.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 17 26 21 21 55 50
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 37,700
COMMITMENTS
21,508 10,623 5,057 10,755 21,665 37,320 37,345 380 355
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,962)
-882 303 -1,296 461 -894 -1,717 -1,887 -245 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 28.2 13.4 28.5 57.5 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 13 17 19 13 38 35
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 13,798
COMMITMENTS
2,250 3,708 4,878 6,664 5,211 13,792 13,797 6 1
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -510)
74 54 -418 -164 -146 -508 -509 -2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 26.9 35.4 48.3 37.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 8 17 14 11 35 29
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 16,522
COMMITMENTS
2,820 8,785 6,282 7,420 1,455 16,522 16,522 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 145)
87 -129 312 -253 -38 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 53.2 38.0 44.9 8.8 100.0 100.0 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 39,219
COMMITMENTS
4,514 984 5,904 28,303 31,902 38,722 38,790 497 429
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -8,681)
-424 -174 -1,356 -6,756 -7,132 -8,536 -8,661 -144 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.5 15.1 72.2 81.3 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 11 11 48 59 70 75
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,527
COMMITMENTS
419 608 462 1,964 2,154 2,845 3,224 682 303
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,872)
-338 137 -126 -1,257 -1,811 -1,721 -1,800 -151 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 17.2 13.1 55.7 61.1 80.7 91.4 19.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 3 23 20 28 25
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 401,068
COMMITMENTS
784 0 0 400,284 401,068 401,068 401,068 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -10,103)
-1,203 0 0 -8,900 -10,103 -10,103 -10,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 157,347
COMMITMENTS
10,998 1,385 2,875 143,219 153,087 157,092 157,347 255 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -5,273)
20 -100 20 -5,313 -5,193 -5,273 -5,273 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.9 1.8 91.0 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,068,612
COMMITMENTS
46,800 0 0 3021812 3068582 3068612 3068582 0 30
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -82,205)
0 0 0 -82,205 -82,205 -82,205 -82,205 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: 30)
1 0 0 24 19 25 19
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,303
COMMITMENTS
441 0 0 70,862 71,303 71,303 71,303 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,190)
-20 0 0 1,210 1,190 1,190 1,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,574,356
COMMITMENTS
5,021 0 0 1569335 1574356 1574356 1574356 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -99,269)
-401 0 0 -98,868 -99,269 -99,269 -99,269 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 11 19 11
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 239,566
COMMITMENTS
0 0 0 239,566 239,566 239,566 239,566 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -25,664)
0 0 0 -25,664 -25,664 -25,664 -25,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 10 14 10
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 75,440
COMMITMENTS
0 0 0 74,704 74,704 74,704 74,704 736 736
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,569
COMMITMENTS
356 0 0 22,093 22,128 22,449 22,128 120 441
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,560)
-190 0 -9 -1,349 -1,649 -1,548 -1,658 -12 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 97.9 98.0 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 24 26 25 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 94,137
COMMITMENTS
1,615 8,719 1,333 90,107 83,666 93,055 93,718 1,082 419
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,322)
46 201 -102 6,396 6,273 6,340 6,372 -18 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.3 1.4 95.7 88.9 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 5 6 58 56 68 65
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,334
COMMITMENTS
0 480 0 21,469 21,699 21,469 22,179 865 155
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -959)
0 0 0 -939 -894 -939 -894 -20 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.1 97.2 96.1 99.3 3.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 17 16 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,267
COMMITMENTS
2,405 6,104 199 31,234 27,380 33,838 33,683 429 584
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,312)
-201 -560 -16 -2,173 -1,634 -2,390 -2,210 78 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 17.8 0.6 91.1 79.9 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 3 31 30 36 37
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,526
COMMITMENTS
300 564 439 6,679 6,217 7,418 7,220 108 306
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,548)
-80 -229 -82 -1,383 -1,249 -1,545 -1,560 -3 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 7.5 5.8 88.7 82.6 98.6 95.9 1.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 23 18 28 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,141
COMMITMENTS
0 1,162 51 11,140 10,760 11,191 11,973 950 168
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,030)
0 -103 -59 -842 -823 -901 -985 -129 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.4 91.8 88.6 92.2 98.6 7.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 19 18 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,516,868
COMMITMENTS
512,938 211,328 969,540 944,513 1242350 2426991 2423217 89,877 93,650
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 16,373)
-6,981 -12,824 14,157 15,660 8,877 22,836 10,210 -6,463 6,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 8.4 38.5 37.5 49.4 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
162 150 229 100 112 389 381
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,427
COMMITMENTS
42,842 15,144 26,372 43,990 71,724 113,204 113,240 2,223 2,187
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,475)
-2,633 -10 2,346 1,732 -1,171 1,446 1,165 30 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 13.1 22.8 38.1 62.1 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 11 18 19 30 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,973
COMMITMENTS
72,604 11,425 3,346 38,420 60,111 114,370 74,882 14,603 54,091
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -7,469)
-723 738 -831 -4,427 -4,507 -5,981 -4,600 -1,488 -2,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 8.9 2.6 29.8 46.6 88.7 58.1 11.3 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 5 12 16 21 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,615
COMMITMENTS
3,160 360 9,320 5,254 7,690 17,734 17,371 881 1,244
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 334)
386 18 -429 392 804 349 393 -14 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 1.9 50.1 28.2 41.3 95.3 93.3 4.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 2 9 9 12 22 21
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,155
COMMITMENTS
24,748 1,301 26,261 97,665 114,468 148,674 142,029 4,481 11,127
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -17,802)
-1,501 -236 -5,503 -9,457 -9,990 -16,461 -15,728 -1,341 -2,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.8 17.1 63.8 74.7 97.1 92.7 2.9 7.3
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,189
COMMITMENTS
19,872 75,804 74,985 83,280 27,149 178,137 177,938 7,053 7,252
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,570)
3,970 2,180 209 -1,788 1,345 2,392 3,734 -821 -2,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 40.9 40.5 45.0 14.7 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 12 27 15 15 46 43
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,814
COMMITMENTS
3,811 467 385 602 3,875 4,798 4,727 15 87
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -719)
-99 -261 -320 -260 -151 -679 -732 -40 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.2 9.7 8.0 12.5 80.5 99.7 98.2 0.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 5 9 13 14 19
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,114
COMMITMENTS
35,608 8,523 94,836 34,340 61,180 164,784 164,538 330 576
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,833)
5,228 857 -2,021 1,180 5,644 4,386 4,480 -553 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 5.2 57.4 20.8 37.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 6 8 13 17 21 27
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,866
COMMITMENTS
630 0 0 14,117 14,716 14,747 14,716 119 150
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 185)
0 0 0 136 50 136 50 49 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 95.0 99.0 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 16 19 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,768
COMMITMENTS
19,774 7,109 995 6,555 19,144 27,324 27,247 1,444 1,521
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 513)
162 867 48 247 -523 458 393 55 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 24.7 3.5 22.8 66.5 95.0 94.7 5.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
54 50 20 31 34 97 96
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,263
COMMITMENTS
51,351 16,162 1,682 12,502 49,404 65,535 67,247 5,728 4,016
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,004)
-395 -2,012 -506 -116 684 -1,017 -1,833 14 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 22.7 2.4 17.5 69.3 92.0 94.4 8.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
106 60 21 31 37 149 107
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 348,282
COMMITMENTS
110,205 53,981 66,599 150,996 209,131 327,800 329,711 20,482 18,571
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 7,233)
604 -1,489 2,956 1,063 10,583 4,623 12,050 2,610 -4,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 15.5 19.1 43.4 60.0 94.1 94.7 5.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
73 56 75 82 90 194 184
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,285
COMMITMENTS
0 2,385 120 15,025 11,330 15,145 13,835 140 1,450
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,800)
-150 -45 0 -2,475 -2,430 -2,625 -2,475 -175 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.6 0.8 98.3 74.1 99.1 90.5 0.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 14 19 15 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,938
COMMITMENTS
1,612 3,675 2,191 11,035 8,807 14,838 14,673 2,100 2,265
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,204)
-151 73 31 -352 -715 -472 -611 -732 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 21.7 12.9 65.1 52.0 87.6 86.6 12.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 5 17 17 24 22
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 22,864
COMMITMENTS
11,828 16,738 1,451 9,505 4,625 22,784 22,814 80 50
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,530)
-648 -1,215 25 -909 -390 -1,532 -1,580 2 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 73.2 6.3 41.6 20.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 3 10 8 18 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,401
COMMITMENTS
5,636 6,168 7,162 3,083 2,563 15,881 15,893 520 508
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,097)
-1,126 76 -192 -753 -1,924 -2,071 -2,040 -26 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 37.6 43.7 18.8 15.6 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 19 26 6 9 37 42
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 13,329
COMMITMENTS
2,001 3,572 8,375 2,953 1,382 13,329 13,329 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 435)
10 182 140 285 113 435 435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 26.8 62.8 22.2 10.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 9 12 5 4 17 19
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,280
COMMITMENTS
2,212 0 120 29,628 32,160 31,960 32,280 320 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -5,647)
-388 0 0 -5,224 -5,647 -5,612 -5,647 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.4 91.8 99.6 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 24 21 27 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,748
COMMITMENTS
1,889 6,155 254 11,682 8,258 13,825 14,667 923 81
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,289)
-74 -312 -92 -1,193 -885 -1,359 -1,289 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 41.7 1.7 79.2 56.0 93.7 99.5 6.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 3 23 15 30 24
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,858
COMMITMENTS
944 1,870 439 8,735 8,121 10,118 10,430 740 428
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,773)
-109 -824 -27 -2,002 -832 -2,138 -1,683 365 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 17.2 4.0 80.4 74.8 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 4 21 19 29 26
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,225
COMMITMENTS
410 295 230 345 510 985 1,035 240 190
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -464)
-340 -90 0 -179 -364 -519 -454 55 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 24.1 18.8 28.2 41.6 80.4 84.5 19.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 2 6 11 10 19
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,117
COMMITMENTS
1,692 1,746 60 6,963 7,285 8,715 9,091 402 26
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -557)
30 -43 -38 -528 -469 -536 -550 -21 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 19.2 0.7 76.4 79.9 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 3 11 10 14 17
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,154
COMMITMENTS
4,394 302 3,983 15,428 17,586 23,805 21,871 5,349 7,283
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -3,447)
-300 -159 24 -2,970 -2,996 -3,246 -3,131 -201 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 1.0 13.7 52.9 60.3 81.7 75.0 18.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 4 15 15 20 19
Updated November 6, 2015