GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,544
COMMITMENTS
8,279 2,932 2,423 45,320 50,895 56,022 56,250 522 294
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,038)
1,279 -664 239 172 1,463 1,690 1,038 -652 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 5.2 4.3 80.1 90.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 6 10 39 43 52 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,179
COMMITMENTS
0 0 0 7,179 7,179 7,179 7,179 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 98)
0 0 0 98 98 98 98 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 19 14 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,909
COMMITMENTS
504 306 1,026 9,819 10,179 11,349 11,511 560 398
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 672)
30 10 9 652 676 691 695 -19 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 2.6 8.6 82.5 85.5 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 3 11 35 34 46 46
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,269
COMMITMENTS
1,497 334 1,020 10,313 11,505 12,830 12,859 439 410
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 870)
269 30 138 538 739 945 907 -75 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 2.5 7.7 77.7 86.7 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 10 37 41 47 52
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,469
COMMITMENTS
310 64 0 1,121 1,369 1,431 1,433 38 36
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 19)
0 0 0 0 19 0 19 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 4.4 0.0 76.3 93.2 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 12 11 13
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,521
COMMITMENTS
175 1,870 118 8,704 7,120 8,997 9,108 524 413
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,000)
0 10 15 992 1,027 1,007 1,052 -7 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 19.6 1.2 91.4 74.8 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 5 24 23 32 30
MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE Code-021A18
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,376
COMMITMENTS
463 1,161 45 833 125 1,341 1,331 35 45
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 84.4 3.3 60.5 9.1 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 3 11 3 15 11
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,162
COMMITMENTS
248 467 215 1,615 1,283 2,078 1,965 84 197
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 237)
125 165 80 32 72 237 317 0 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 21.6 9.9 74.7 59.3 96.1 90.9 3.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 5 4 15 14 20 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,271
COMMITMENTS
245 4,331 825 22,139 18,094 23,209 23,250 62 21
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 181)
-10 120 75 116 -14 181 181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 18.6 3.5 95.1 77.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 5 24 20 30 26
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,049
COMMITMENTS
1,104 1,967 387 4,885 4,393 6,376 6,747 673 302
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 568)
181 268 -4 476 319 653 583 -85 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 27.9 5.5 69.3 62.3 90.5 95.7 9.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 5 8 25 30 38 39
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 6,722
COMMITMENTS
45 939 240 5,716 5,327 6,001 6,506 721 216
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 439)
25 4 7 383 428 415 439 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 14.0 3.6 85.0 79.2 89.3 96.8 10.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 5 20 21 25 26
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 388,453
COMMITMENTS
78,389 47,020 80,961 189,281 229,817 348,631 357,798 39,822 30,655
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -9,832)
-269 -6,106 -3,685 -5,582 1,316 -9,536 -8,475 -296 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 12.1 20.8 48.7 59.2 89.7 92.1 10.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
42 47 60 86 90 167 162
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,341
COMMITMENTS
0 1,175 0 45,031 45,782 45,031 46,957 7,310 5,384
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,606)
0 150 -150 2,621 2,683 2,471 2,683 135 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.0 86.0 87.5 86.0 89.7 14.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 25 29 25 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,153,565
COMMITMENTS
287,723 365,399 369,799 432,202 379,874 1089724 1115072 63,841 38,493
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -4,198)
-7,122 -19,114 14,648 -7,921 8,059 -395 3,593 -3,803 -7,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 31.7 32.1 37.5 32.9 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
125 97 137 78 61 277 234
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 294,068
COMMITMENTS
108,366 135,067 37,094 139,647 115,871 285,107 288,032 8,961 6,036
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -26,418)
-11,414 -9,248 -4,971 -9,758 -12,365 -26,143 -26,584 -275 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 45.9 12.6 47.5 39.4 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 14 23 33 37 63 61
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,503
COMMITMENTS
10,907 16,789 15,383 75,331 72,246 101,621 104,418 6,882 4,085
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -29,241)
-5,428 1,486 -12,299 -11,087 -18,502 -28,814 -29,315 -427 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 15.5 14.2 69.4 66.6 93.7 96.2 6.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 17 19 29 28 51 55
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,325,306
COMMITMENTS
603,809 36,710 68,753 621,608 1199764 1294170 1305227 31,136 20,079
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -65,644)
-30,691 -19,065 -8,112 -27,213 -39,930 -66,016 -67,107 372 1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 2.8 5.2 46.9 90.5 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 7 20 48 48 74 69
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,124
COMMITMENTS
18,348 41,622 15,691 249,608 231,518 283,647 288,831 8,477 3,293
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -25,957)
-1,038 -3,982 -11,727 -15,308 -10,425 -28,073 -26,134 2,116 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 14.2 5.4 85.4 79.3 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 15 21 30 31 55 56
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 77,045
COMMITMENTS
31,188 25,437 11,436 33,699 39,275 76,323 76,148 722 897
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -6,554)
412 -2,054 -1,745 -5,115 -2,779 -6,448 -6,578 -106 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 33.0 14.8 43.7 51.0 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 16 21 23 20 52 45
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,954
COMMITMENTS
11,683 3,643 1,248 2,570 10,948 15,501 15,839 453 115
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -2,035)
-1,112 299 -732 -61 -1,581 -1,905 -2,014 -130 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.2 22.8 7.8 16.1 68.6 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 8 12 14 28 23
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 57,334
COMMITMENTS
8,286 6,046 8,523 40,188 42,319 56,997 56,888 337 446
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 349)
832 425 27 -544 -173 315 279 34 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 10.5 14.9 70.1 73.8 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 15 16 45 65 68 89
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,346
COMMITMENTS
740 1,144 488 2,577 2,558 3,805 4,190 541 156
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 295)
103 142 3 114 109 220 254 75 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 26.3 11.2 59.3 58.9 87.6 96.4 12.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 7 22 22 31 36
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,044,203
COMMITMENTS
816 0 0 1043387 1044203 1044203 1044203 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 8 14 8
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 165,273
COMMITMENTS
26,530 105 1,836 136,886 163,332 165,252 165,273 21 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,968)
0 0 0 1,968 1,968 1,968 1,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 0.1 1.1 82.8 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 22 16 23 18
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,602,641
COMMITMENTS
372,990 8,160 26,250 2203401 2568231 2602641 2602641 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 37,245)
0 0 0 37,245 37,245 37,245 37,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 0.3 1.0 84.7 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 17 19 19
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,394
COMMITMENTS
3,825 0 0 39,548 43,394 43,373 43,394 21 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 0.0 91.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 13 17 13
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,607
COMMITMENTS
0 0 0 902,607 902,607 902,607 902,607 0 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 16 12 16 12
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 7,904
COMMITMENTS
320 400 0 7,568 7,504 7,888 7,904 16 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -51,376)
-2,080 -2,000 0 -49,192 -49,376 -51,272 -51,376 -104 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 5.1 0.0 95.7 94.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 12 8 13 9
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,872
COMMITMENTS
2,029 936 238 36,605 37,235 38,872 38,409 0 463
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 759)
212 0 0 547 759 759 759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.4 0.6 94.2 95.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 2 26 28 33 31
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,929
COMMITMENTS
9,814 1,945 5,056 125,423 133,435 140,293 140,436 636 493
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,537)
-244 -214 410 -1,508 -1,663 -1,342 -1,467 -195 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.4 3.6 89.0 94.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
20 10 14 62 62 89 80
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 105,608
COMMITMENTS
14,772 7,110 308 90,388 97,308 105,468 104,726 140 882
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,207)
0 -75 0 3,207 3,282 3,207 3,207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 6.7 0.3 85.6 92.1 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 6 3 27 30 33 38
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,962
COMMITMENTS
2,050 995 690 34,027 34,531 36,767 36,216 195 746
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,456)
-144 0 172 1,388 1,167 1,416 1,339 40 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.7 1.9 92.1 93.4 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 1 5 35 39 46 45
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,461
COMMITMENTS
2,812 108 98 13,349 15,331 16,259 15,537 202 924
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 0.7 0.6 81.1 93.1 98.8 94.4 1.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 30 25 35 27
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,599
COMMITMENTS
442 540 285 16,284 16,244 17,011 17,069 588 530
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 165)
137 62 43 30 60 210 165 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 3.1 1.6 92.5 92.3 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 3 30 22 36 28
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,020,026
COMMITMENTS
551,697 263,816 644,218 714,264 1018949 1910179 1926983 109,847 93,043
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 24,522)
-8,876 -20,437 23,594 3,233 25,989 17,951 29,146 6,571 -4,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 13.1 31.9 35.4 50.4 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
155 102 180 88 109 350 314
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,542
COMMITMENTS
55,748 17,263 2,904 36,449 46,500 95,101 66,667 21,441 49,875
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,188)
-356 1,266 246 7,468 -3,311 7,358 -1,799 -4,170 4,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 14.8 2.5 31.3 39.9 81.6 57.2 18.4 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 5 10 10 17 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,920
COMMITMENTS
24,615 44,530 32,223 35,571 20,189 92,409 96,942 13,511 8,978
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,853)
589 840 -2,435 2,222 1,747 376 152 1,477 1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 42.0 30.4 33.6 19.1 87.2 91.5 12.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 12 25 14 15 44 43
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,790
COMMITMENTS
315 0 0 10,475 10,715 10,790 10,715 0 75
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.0 97.1 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 15 20 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,153
COMMITMENTS
19,390 5,131 220 4,527 19,499 24,137 24,850 2,016 1,303
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,365)
2,178 286 -1,759 -1,557 198 -1,138 -1,275 -227 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.1 19.6 0.8 17.3 74.6 92.3 95.0 7.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
81 33 8 25 32 108 71
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,551
COMMITMENTS
48,487 24,319 1,487 11,212 38,404 61,186 64,210 8,365 5,341
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,148)
2,015 2,656 -83 500 128 2,432 2,701 1,716 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 35.0 2.1 16.1 55.2 88.0 92.3 12.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
125 45 18 33 35 166 92
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,464
COMMITMENTS
106,808 51,390 63,278 174,511 233,271 344,597 347,939 20,867 17,525
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -19,990)
115 -3,445 -7,930 -10,959 -6,408 -18,774 -17,783 -1,216 -2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 14.1 17.3 47.8 63.8 94.3 95.2 5.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
77 58 67 90 105 203 197
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,620
COMMITMENTS
2,484 871 355 9,073 9,695 11,912 10,921 1,708 2,699
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 634)
100 -25 25 534 480 659 480 -25 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 6.4 2.6 66.6 71.2 87.5 80.2 12.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 4 14 14 21 19
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 21,404
COMMITMENTS
2,014 23 7,573 10,871 12,208 20,458 19,804 946 1,600
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,103)
175 0 458 620 695 1,253 1,153 -150 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.1 35.4 50.8 57.0 95.6 92.5 4.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 4 15 17 20 21
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,056
COMMITMENTS
0 0 0 13,096 13,216 13,096 13,216 960 840
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 100)
-40 0 -230 250 450 -20 220 120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.2 94.0 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 22 14 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,991
COMMITMENTS
2,864 4,809 624 15,900 13,802 19,388 19,235 3,603 3,756
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,161)
130 375 50 2,648 575 2,828 1,000 -1,667 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 20.9 2.7 69.2 60.0 84.3 83.7 15.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 3 15 17 20 21
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,038
COMMITMENTS
1,880 654 957 5,311 6,113 8,148 7,724 1,890 2,314
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 6.5 9.5 52.9 60.9 81.2 76.9 18.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 5 13 13 19 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,151
COMMITMENTS
6,148 15,549 900 9,813 572 16,861 17,021 290 130
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -63)
-110 -161 80 -33 0 -63 -81 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 90.7 5.2 57.2 3.3 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 5 5 10 4 21 11
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,049
COMMITMENTS
8,619 8,153 5,279 5,634 6,269 19,532 19,701 517 348
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,072)
319 106 470 254 491 1,043 1,067 29 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 40.7 26.3 28.1 31.3 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 16 25 15 14 50 48
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,820
COMMITMENTS
2,413 83 464 32,626 35,233 35,503 35,780 317 40
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 760)
-30 -150 0 790 910 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.2 1.3 91.1 98.4 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 23 17 28 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,785
COMMITMENTS
0 720 395 3,365 2,645 3,760 3,760 25 25
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 120)
-25 0 0 120 95 95 95 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 19.0 10.4 88.9 69.9 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 5 14 9 19 15
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,272
COMMITMENTS
1,549 1,033 50 3,665 4,189 5,264 5,272 8 0
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 250)
0 -50 50 200 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 19.6 0.9 69.5 79.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 1 11 12 18 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,666
COMMITMENTS
897 4,106 947 16,453 14,383 18,297 19,436 1,369 230
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -27)
-226 -50 140 59 -117 -27 -27 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 20.9 4.8 83.7 73.1 93.0 98.8 7.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 5 5 29 27 37 35
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 5,448
COMMITMENTS
191 2,184 130 4,417 2,621 4,738 4,935 710 513
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 108)
65 -53 6 -7 138 64 91 44 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 40.1 2.4 81.1 48.1 87.0 90.6 13.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 4 24 23 28 30
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,812
COMMITMENTS
90 892 335 3,067 2,465 3,492 3,692 320 120
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5)
0 90 -50 55 -35 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 23.4 8.8 80.5 64.7 91.6 96.9 8.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 6 8 10 15 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,410
COMMITMENTS
1,353 3,500 713 9,144 7,143 11,210 11,356 200 54
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 540)
155 -128 61 334 640 550 573 -10 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 30.7 6.2 80.1 62.6 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 9 9 28 30 39 43
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,156
COMMITMENTS
1,045 493 394 621 1,130 2,060 2,017 96 139
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 205)
225 15 40 -60 170 205 225 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 22.9 18.3 28.8 52.4 95.5 93.6 4.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 6 7 11 20 25 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,855
COMMITMENTS
1,842 4,574 4,501 12,019 11,727 18,362 20,802 5,493 3,053
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 319)
0 210 226 -24 -133 202 303 117 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 19.2 18.9 50.4 49.2 77.0 87.2 23.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 4 15 15 20 19
Updated December 2, 2016