GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,854
COMMITMENTS
22,960 4,803 1,971 38,418 56,814 63,349 63,588 505 266
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 4,670)
611 590 280 3,779 3,820 4,670 4,690 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 7.5 3.1 60.2 89.0 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 8 6 38 41 45 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,373
COMMITMENTS
450 0 600 6,323 6,773 7,373 7,373 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 477)
0 0 0 477 477 477 477 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 8.1 85.8 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 21 18 22 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,198
COMMITMENTS
823 458 558 6,963 7,499 8,344 8,515 854 683
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 75)
133 -8 13 78 73 224 78 -149 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.0 6.1 75.7 81.5 90.7 92.6 9.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 7 33 32 42 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,886
COMMITMENTS
121 144 338 1,159 1,074 1,618 1,556 268 330
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 155)
-10 40 25 120 160 135 225 20 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 7.6 17.9 61.5 56.9 85.8 82.5 14.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 6 16 18 23 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,517
COMMITMENTS
620 373 447 4,854 5,223 5,921 6,043 596 474
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 832)
12 220 36 816 642 864 898 -32 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.7 6.9 74.5 80.1 90.9 92.7 9.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 4 8 31 32 40 43
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,350
COMMITMENTS
1,471 2,290 542 6,034 5,050 8,047 7,882 303 468
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 325)
-55 -155 55 343 322 343 222 -18 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 27.4 6.5 72.3 60.5 96.4 94.4 3.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 5 6 31 25 43 33
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,312
COMMITMENTS
60 607 70 1,037 483 1,167 1,160 145 152
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 30)
30 -20 0 0 54 30 34 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 46.3 5.3 79.0 36.8 88.9 88.4 11.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 7 2 14 10 17 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,282
COMMITMENTS
340 10,771 1,081 27,813 17,190 29,234 29,042 48 240
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 530)
0 25 5 525 500 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 36.8 3.7 95.0 58.7 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 26 22 30 24
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,720
COMMITMENTS
813 1,712 349 3,006 2,295 4,168 4,356 552 364
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 126)
-120 73 40 166 35 86 148 40 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 36.3 7.4 63.7 48.6 88.3 92.3 11.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 7 5 15 17 25 25
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 375,046
COMMITMENTS
54,606 78,246 66,468 210,595 187,133 331,669 331,847 43,377 43,200
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -23,933)
-426 5,229 -7,810 -16,878 -18,906 -25,114 -21,487 1,181 -2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 20.9 17.7 56.2 49.9 88.4 88.5 11.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
33 63 52 82 81 153 162
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,545
COMMITMENTS
750 600 225 34,588 40,696 35,563 41,521 11,982 6,024
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,070)
0 -250 0 1,063 1,247 1,063 997 7 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.3 0.5 72.7 85.6 74.8 87.3 25.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 24 28 26 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,021,957
COMMITMENTS
243,427 456,418 313,655 391,352 206,348 948,434 976,421 73,523 45,536
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -28,857)
-6,782 -12,234 -12,400 -11,080 -3,660 -30,261 -28,293 1,405 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 44.7 30.7 38.3 20.2 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
98 148 145 66 53 249 273
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 707,705
COMMITMENTS
32,720 46,810 225,456 445,854 432,058 704,030 704,324 3,675 3,381
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -138,691)
-2,022 -749 -60,685 -75,283 -76,443 -137,990 -137,878 -701 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.6 31.9 63.0 61.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
49 24 61 51 48 119 114
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 342,698
COMMITMENTS
93,116 129,490 54,138 187,620 153,781 334,874 337,409 7,824 5,289
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,818)
-14,949 -5,556 1,649 9,678 1,250 -3,623 -2,657 804 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 37.8 15.8 54.7 44.9 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 14 27 44 38 77 67
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 116,736
COMMITMENTS
14,681 19,411 24,331 71,251 67,463 110,263 111,205 6,473 5,531
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 8,870)
3,436 5,003 1,335 5,612 3,642 10,383 9,980 -1,513 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 16.6 20.8 61.0 57.8 94.5 95.3 5.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 17 25 24 26 51 56
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,571,648
COMMITMENTS
609,521 57,207 120,348 801,418 1363606 1531287 1541161 40,361 30,487
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,019)
8,247 -3,432 -3,010 -714 7,585 4,523 1,143 496 3,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 3.6 7.7 51.0 86.8 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 12 27 59 59 95 90
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,083
COMMITMENTS
30,048 60,099 53,423 309,219 279,192 392,690 392,714 2,393 2,369
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,646)
-159 1,934 -1,534 -94 -2,570 -1,787 -2,170 141 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 15.2 13.5 78.3 70.7 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 18 25 42 33 71 63
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 148,722
COMMITMENTS
71,526 54,672 25,095 51,023 68,073 147,644 147,840 1,078 882
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,573)
524 1,435 -9 913 258 1,428 1,684 145 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 36.8 16.9 34.3 45.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 18 27 22 21 57 50
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 42,161
COMMITMENTS
23,918 9,533 5,803 11,627 26,430 41,348 41,766 813 395
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,721)
1,605 -1,280 631 295 3,330 2,531 2,681 190 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 22.6 13.8 27.6 62.7 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 13 16 17 14 37 34
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 15,767
COMMITMENTS
2,468 4,077 6,042 7,243 5,648 15,752 15,767 15 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 167)
13 21 138 17 9 167 167 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 25.9 38.3 45.9 35.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 10 17 14 11 34 29
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,161
COMMITMENTS
5,293 998 5,345 33,126 37,399 43,763 43,741 399 420
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,360)
483 77 8 906 1,275 1,397 1,360 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.3 12.1 75.0 84.7 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 9 13 46 61 66 80
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,909
COMMITMENTS
389 555 952 2,704 3,163 4,045 4,670 864 239
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 449)
10 -28 24 377 497 411 493 38 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.3 19.4 55.1 64.4 82.4 95.1 17.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 4 25 25 31 30
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 455,828
COMMITMENTS
784 0 0 455,044 455,828 455,828 455,828 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,288)
0 0 0 6,288 6,288 6,288 6,288 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 14 12 15 12
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 165,628
COMMITMENTS
11,007 1,385 2,886 151,480 161,357 165,373 165,628 255 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 469)
27 0 25 418 444 469 469 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.8 1.7 91.5 97.4 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 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,063,859
COMMITMENTS
46,800 0 0 3017059 3063829 3063859 3063829 0 30
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,597)
0 0 0 6,597 6,597 6,597 6,597 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 20 25 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,609
COMMITMENTS
441 0 0 74,168 74,609 74,609 74,609 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,666)
0 0 0 1,666 1,666 1,666 1,666 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: 24)
1 0 0 15 18 16 18
NYISO ZONE G 5 MW PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,995
COMMITMENTS
0 0 0 22,740 22,995 22,740 22,995 255 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 10 15 10
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,281,006
COMMITMENTS
0 70,200 0 1281006 1210806 1281006 1281006 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 8,784)
0 0 0 8,784 8,784 8,784 8,784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 16 14 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,653,516
COMMITMENTS
5,021 0 0 1648495 1653516 1653516 1653516 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 12 20 12
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 243,486
COMMITMENTS
0 0 0 243,486 243,486 243,486 243,486 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 21,320
COMMITMENTS
0 0 0 21,112 21,112 21,112 21,112 208 208
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -18,040)
0 0 0 -17,864 -17,864 -17,864 -17,864 -176 -176
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 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,397
COMMITMENTS
565 0 62 24,630 24,894 25,257 24,956 140 441
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,247)
170 0 0 1,069 1,262 1,239 1,262 8 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.2 97.0 98.0 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 27 27 29 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 89,498
COMMITMENTS
1,880 8,813 820 85,810 79,538 88,510 89,171 988 327
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,693)
328 195 -549 1,914 2,063 1,693 1,709 0 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.8 0.9 95.9 88.9 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
6 8 5 58 55 67 65
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,764
COMMITMENTS
0 480 0 21,899 22,129 21,899 22,609 865 155
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -115)
0 0 0 -115 -115 -115 -115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.2 97.2 96.2 99.3 3.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 18 17 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,425
COMMITMENTS
2,419 6,124 247 29,146 25,463 31,812 31,834 613 591
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -150)
38 30 24 -384 -204 -322 -150 172 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 18.9 0.8 89.9 78.5 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 3 32 32 37 39
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,737
COMMITMENTS
200 1,037 449 7,700 6,945 8,349 8,431 388 306
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 298)
-100 -139 223 165 214 288 298 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 11.9 5.1 88.1 79.5 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 5 25 21 31 26
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,923
COMMITMENTS
116 1,178 73 11,786 11,412 11,975 12,663 948 260
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 320)
116 9 9 227 313 352 331 -32 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.1 0.6 91.2 88.3 92.7 98.0 7.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 20 20 23 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,223,349
COMMITMENTS
490,972 246,026 817,962 821,027 1069476 2129961 2133464 93,388 89,884
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 8,071)
-20,428 -6,281 22,579 11,909 -9,511 14,059 6,787 -5,988 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.1 36.8 36.9 48.1 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
147 158 214 99 103 369 365
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,158
COMMITMENTS
39,098 7,194 23,433 35,573 67,948 98,104 98,575 2,054 1,583
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -34,506)
-2,820 -10,711 -9,122 -22,369 -14,418 -34,311 -34,251 -195 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 7.2 23.4 35.5 67.8 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 6 6 17 14 24 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,034
COMMITMENTS
73,067 10,825 3,558 39,767 62,081 116,392 76,464 15,642 55,570
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 870)
-373 20 114 527 -62 268 72 602 798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 8.2 2.7 30.1 47.0 88.2 57.9 11.8 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 5 13 16 21 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,437
COMMITMENTS
4,414 1,861 3,410 1,803 4,360 9,626 9,631 811 806
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,380)
-207 -667 1,354 110 478 1,257 1,165 123 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 17.8 32.7 17.3 41.8 92.2 92.3 7.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 2 9 7 8 22 18
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,787
COMMITMENTS
25,332 1,235 28,299 101,690 119,436 155,321 148,970 5,466 11,817
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 77)
725 -184 -690 849 1,489 885 616 -807 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.8 17.6 63.2 74.3 96.6 92.7 3.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 2 11 24 24 35 35
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,017
COMMITMENTS
20,357 61,079 84,326 69,699 29,539 174,381 174,944 6,636 6,073
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 8,295)
3,504 2,671 1,702 2,269 3,162 7,476 7,536 819 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 33.7 46.6 38.5 16.3 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 11 24 15 17 42 43
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,340
COMMITMENTS
630 0 0 13,590 14,340 14,220 14,340 120 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,876)
0 0 0 -1,896 -1,861 -1,896 -1,861 20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 94.8 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 11 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,336
COMMITMENTS
17,145 10,629 587 9,297 15,758 27,029 26,974 2,307 2,362
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -247)
218 866 -1,137 -127 -723 -1,046 -994 799 747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 36.2 2.0 31.7 53.7 92.1 91.9 7.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
65 55 15 40 32 111 97
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,483
COMMITMENTS
51,026 32,357 2,128 15,102 37,708 68,256 72,193 8,226 4,290
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -745)
-1,143 3,496 -500 376 -3,801 -1,267 -806 521 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 42.3 2.8 19.7 49.3 89.2 94.4 10.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
116 80 26 32 34 161 128
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 373,857
COMMITMENTS
118,402 53,027 74,227 159,203 228,198 351,832 355,452 22,026 18,405
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,320)
8,152 -8,303 448 -6,660 12,485 1,940 4,629 381 -2,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 14.2 19.9 42.6 61.0 94.1 95.1 5.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
81 54 76 88 96 203 196
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,333
COMMITMENTS
2,348 31 1,657 6,181 8,822 10,186 10,510 3,147 2,823
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,143)
0 -90 30 1,178 1,120 1,208 1,060 -65 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.2 12.4 46.4 66.2 76.4 78.8 23.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 4 12 12 18 16
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,680
COMMITMENTS
0 2,763 120 19,310 15,397 19,430 18,280 250 1,400
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,405)
0 170 0 1,480 1,465 1,480 1,635 -75 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 0.6 98.1 78.2 98.7 92.9 1.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 17 22 18 25
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,154
COMMITMENTS
791 4,734 3,278 14,083 11,011 18,152 19,023 3,002 2,131
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,471)
-154 -98 291 1,164 1,021 1,301 1,214 170 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 22.4 15.5 66.6 52.1 85.8 89.9 14.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 6 19 19 26 25
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,375
COMMITMENTS
12,163 18,918 2,032 11,120 4,425 25,315 25,375 60 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 775)
75 100 475 225 200 775 775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 74.6 8.0 43.8 17.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 5 3 11 7 19 14
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,921
COMMITMENTS
7,217 7,993 7,102 4,025 3,199 18,344 18,294 577 627
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,197)
807 1,066 -17 342 -7 1,132 1,042 65 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 42.2 37.5 21.3 16.9 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 20 28 8 9 40 46
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 15,168
COMMITMENTS
2,252 3,859 9,568 3,340 1,742 15,159 15,168 10 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,241)
160 15 921 213 305 1,294 1,241 -53 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 25.4 63.1 22.0 11.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 11 11 4 4 15 20
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,034
COMMITMENTS
2,862 0 120 29,637 32,914 32,619 33,034 415 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,455)
620 0 0 740 1,455 1,360 1,455 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.4 89.7 99.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 1 24 23 28 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,836
COMMITMENTS
2,097 7,961 337 13,582 8,158 16,016 16,456 820 380
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 166)
92 -54 0 74 220 166 166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 47.3 2.0 80.7 48.5 95.1 97.7 4.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 8 4 25 16 34 26
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,245
COMMITMENTS
583 2,142 452 9,574 8,258 10,609 10,852 636 393
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 383)
128 335 13 242 75 383 423 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 19.0 4.0 85.1 73.4 94.3 96.5 5.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 6 4 23 22 30 30
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,666
COMMITMENTS
710 355 320 426 761 1,456 1,436 210 230
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 321)
270 80 80 -29 141 321 301 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 21.3 19.2 25.6 45.7 87.4 86.2 12.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 5 7 13 13 23
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| 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 11/17/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,891
COMMITMENTS
4,231 660 4,272 19,455 21,537 27,958 26,469 4,933 6,422
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,638)
-541 89 172 2,099 2,500 1,730 2,761 -92 -1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.0 13.0 59.1 65.5 85.0 80.5 15.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 4 18 18 23 22
Updated November 30, 2015