GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,012
COMMITMENTS
23,199 4,135 1,653 25,422 44,745 50,274 50,533 738 479
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -8,727)
-1,581 -60 -237 -7,139 -8,644 -8,957 -8,941 230 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 8.1 3.2 49.8 87.7 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 7 6 36 36 43 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,895
COMMITMENTS
625 200 600 4,659 5,084 5,884 5,884 11 11
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,648)
0 0 0 -1,659 -1,659 -1,659 -1,659 11 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.4 10.2 79.0 86.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 14 16 16
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,559
COMMITMENTS
990 447 725 4,921 5,750 6,636 6,922 923 637
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,600)
111 -107 -264 -1,521 -1,161 -1,674 -1,532 74 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 5.9 9.6 65.1 76.1 87.8 91.6 12.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 24 25 31 32
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,055
COMMITMENTS
1,118 258 280 4,194 5,245 5,592 5,783 463 272
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,632)
164 -375 -166 -1,584 -1,114 -1,586 -1,655 -46 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 4.3 4.6 69.3 86.6 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 5 29 35 35 42
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,755
COMMITMENTS
643 1,265 479 4,341 2,956 5,463 4,700 292 1,055
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -2,126)
-430 -519 -308 -1,439 -1,927 -2,177 -2,754 51 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 22.0 8.3 75.4 51.4 94.9 81.7 5.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 5 22 15 29 22
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,171
COMMITMENTS
85 347 105 921 649 1,111 1,101 60 70
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -609)
35 -365 -85 -572 -147 -622 -597 13 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 29.6 9.0 78.7 55.4 94.9 94.0 5.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 6 2 13 12 16 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,473
COMMITMENTS
151 12,272 120 25,190 12,815 25,461 25,207 12 266
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -2,846)
0 -370 -5 -2,823 -2,477 -2,828 -2,852 -18 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 48.2 0.5 98.9 50.3 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 22 11 24 14
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,122
COMMITMENTS
851 1,728 70 2,592 1,997 3,513 3,795 609 327
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,086)
-321 -578 -25 -689 -441 -1,035 -1,044 -51 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 41.9 1.7 62.9 48.4 85.2 92.1 14.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 6 2 19 15 25 21
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 362,808
COMMITMENTS
65,499 67,122 65,056 186,288 189,626 316,843 321,803 45,966 41,005
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 4,381)
3,098 -2,170 7,904 -7,165 1,214 3,837 6,949 544 -2,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 18.5 17.9 51.3 52.3 87.3 88.7 12.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
40 54 59 78 81 154 163
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,037
COMMITMENTS
0 325 350 24,322 29,968 24,672 30,643 11,365 5,394
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -9,634)
0 -645 0 -9,042 -9,905 -9,042 -10,550 -592 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.0 67.5 83.2 68.5 85.0 31.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 18 26 19 27
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 972,327
COMMITMENTS
211,621 405,970 285,001 409,378 237,388 906,000 928,359 66,327 43,969
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -46,531)
-14,220 -27,614 841 -33,856 -21,463 -47,235 -48,235 704 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 41.8 29.3 42.1 24.4 93.2 95.5 6.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
91 133 140 65 51 242 245
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 725,631
COMMITMENTS
35,062 34,480 244,800 441,387 444,131 721,249 723,410 4,382 2,220
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 21,896)
3,581 3,346 9,456 8,901 9,130 21,939 21,932 -43 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.8 33.7 60.8 61.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 30 57 50 53 115 117
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 301,515
COMMITMENTS
64,024 98,189 68,199 162,076 128,908 294,298 295,296 7,216 6,218
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -29,360)
-7,601 -8,194 -8,515 -12,301 -10,907 -28,417 -27,616 -943 -1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 32.6 22.6 53.8 42.8 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 14 25 34 32 64 59
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 101,476
COMMITMENTS
21,506 20,624 14,023 56,785 59,341 92,314 93,988 9,162 7,488
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 5,509)
1,577 2,908 260 2,820 1,969 4,657 5,137 852 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 20.3 13.8 56.0 58.5 91.0 92.6 9.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 14 22 19 20 41 47
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,432,907
COMMITMENTS
526,239 58,978 99,037 767,610 1242668 1392886 1400683 40,021 32,224
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -77,721)
-38,364 -9,018 -10,866 -24,001 -59,613 -73,231 -79,497 -4,490 1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 4.1 6.9 53.6 86.7 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
23 14 30 56 50 91 83
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,476
COMMITMENTS
11,142 39,686 44,679 264,383 235,165 320,204 319,530 1,272 1,946
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 7,866)
2,096 794 3,788 2,471 3,573 8,355 8,155 -489 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.3 13.9 82.2 73.2 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 19 24 37 28 63 57
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 119,637
COMMITMENTS
40,328 65,959 14,510 63,849 38,311 118,687 118,780 950 857
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -6,734)
-2,374 -3,177 -639 -3,676 -2,873 -6,689 -6,689 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 55.1 12.1 53.4 32.0 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 22 14 21 18 44 45
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,465
COMMITMENTS
17,463 6,388 3,360 9,099 20,412 29,922 30,160 543 305
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -3,937)
-184 -1,729 -964 -2,579 -1,194 -3,727 -3,887 -210 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 21.0 11.0 29.9 67.0 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 8 11 12 10 31 24
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,809
COMMITMENTS
498 191 628 1,682 1,989 2,809 2,809 0 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 164)
-17 -37 63 117 137 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 6.8 22.4 59.9 70.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 8 6 7 19 15
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,530
COMMITMENTS
5,035 1,698 3,957 32,166 35,563 41,158 41,218 372 312
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -3,479)
146 75 -103 -3,524 -3,438 -3,481 -3,466 3 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.1 9.5 77.5 85.6 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 10 15 46 53 68 73
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,564
COMMITMENTS
351 872 355 1,932 1,984 2,638 3,211 926 353
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,338)
-291 111 -78 -829 -1,256 -1,198 -1,223 -140 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 24.5 10.0 54.2 55.7 74.0 90.1 26.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 4 17 19 23 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 166,471
COMMITMENTS
10,832 1,405 2,321 153,082 162,744 166,236 166,471 235 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -7,734)
414 -100 -385 -7,743 -7,249 -7,714 -7,734 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.8 1.4 92.0 97.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 18 21 20
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,250,331
COMMITMENTS
187,200 0 0 3063131 3250331 3250331 3250331 0 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -198,336)
0 0 0 -198,336 -198,336 -198,336 -198,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 94.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 16 20 16
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,022
COMMITMENTS
319 0 0 73,703 74,022 74,022 74,022 0 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -2,780)
-100 0 0 -2,680 -2,780 -2,780 -2,780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 16 16 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,562,223
COMMITMENTS
3,357 0 0 1558866 1562223 1562223 1562223 0 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -87,344)
-1,272 0 0 -86,072 -87,344 -87,344 -87,344 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: 23)
1 0 0 17 11 18 11
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 133,816
COMMITMENTS
0 0 0 133,472 133,816 133,472 133,816 344 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 7 14 7
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,889
COMMITMENTS
843 0 62 19,844 20,447 20,749 20,509 140 380
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -4,687)
-124 0 0 -4,563 -4,649 -4,687 -4,649 0 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.3 95.0 97.9 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 18 23 20 24
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,114
COMMITMENTS
2,119 9,429 789 98,239 91,514 101,147 101,732 967 382
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 1,611)
-15 145 -29 1,546 1,450 1,502 1,566 109 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.2 0.8 96.2 89.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
7 10 7 58 53 70 66
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,312
COMMITMENTS
2,454 4,080 300 26,119 24,571 28,873 28,951 439 361
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -4,243)
-49 -1,263 58 -4,175 -2,976 -4,166 -4,181 -77 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.9 1.0 89.1 83.8 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 4 33 32 40 40
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,085
COMMITMENTS
140 409 377 7,191 7,046 7,708 7,832 377 253
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,283)
20 -387 -82 -1,180 -802 -1,242 -1,271 -41 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.1 4.7 88.9 87.1 95.3 96.9 4.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 2 24 19 27 24
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,998
COMMITMENTS
54 666 93 11,072 11,110 11,219 11,869 779 129
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,360)
54 -331 35 -1,234 -954 -1,145 -1,250 -215 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.6 0.8 92.3 92.6 93.5 98.9 6.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 24 20 27 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,335,212
COMMITMENTS
479,540 261,293 931,062 824,477 1050286 2235079 2242642 100,133 92,570
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 86,583)
14,428 25,704 52,801 11,847 10,041 79,077 88,546 7,506 -1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 11.2 39.9 35.3 45.0 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
155 147 224 96 104 367 371
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,892
COMMITMENTS
33,160 4,678 31,324 35,741 65,770 100,225 101,772 2,667 1,120
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 9,485)
-516 819 3,078 7,030 5,686 9,593 9,583 -108 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 4.5 30.4 34.7 63.9 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 3 17 13 21 17
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,029
COMMITMENTS
69,082 11,009 789 33,135 54,058 103,006 65,856 13,023 50,173
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -9,724)
-4,879 -110 -698 -1,888 -4,457 -7,465 -5,265 -2,259 -4,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 9.5 0.7 28.6 46.6 88.8 56.8 11.2 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 3 12 16 20 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,692
COMMITMENTS
8,689 6,651 7,140 2,157 4,324 17,985 18,115 707 577
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 3,147)
2,012 1,877 1,027 32 260 3,071 3,164 76 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 35.6 38.2 11.5 23.1 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 10 8 9 24 20
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,609
COMMITMENTS
21,068 1,803 26,814 76,800 88,060 124,682 116,677 10,926 18,932
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -16,800)
-2,933 242 -4,832 -14,367 -19,501 -22,132 -24,091 5,332 7,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.3 19.8 56.6 64.9 91.9 86.0 8.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 8 18 18 26 26
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,986
COMMITMENTS
22,953 78,012 77,782 81,438 26,400 182,173 182,195 4,813 4,791
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 1,003)
1,350 2,108 862 1,119 -138 3,331 2,832 -2,328 -1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 41.7 41.6 43.6 14.1 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 15 26 16 14 44 42
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,337
COMMITMENTS
600 60 30 13,662 14,090 14,292 14,180 45 157
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 666)
0 60 30 651 576 681 666 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.4 0.2 95.3 98.3 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 17 15 19 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,459
COMMITMENTS
17,364 10,564 357 5,933 12,782 23,655 23,704 1,804 1,755
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 910)
453 1,642 27 231 -915 711 755 199 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 41.5 1.4 23.3 50.2 92.9 93.1 7.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
71 58 14 28 26 104 93
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,425
COMMITMENTS
46,364 21,959 1,879 10,616 39,112 58,859 62,950 7,566 3,475
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -626)
-423 -1,295 87 -424 521 -761 -687 134 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 33.1 2.8 16.0 58.9 88.6 94.8 11.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
117 67 20 33 36 163 111
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 366,807
COMMITMENTS
122,245 45,298 74,110 148,216 227,068 344,571 346,477 22,236 20,331
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 1,151)
1,530 579 -593 -854 -619 83 -632 1,068 1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 12.3 20.2 40.4 61.9 93.9 94.5 6.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
69 47 55 79 88 176 164
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,137
COMMITMENTS
2,157 777 1,218 6,575 8,442 9,950 10,437 2,187 1,700
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -5,130)
-1,172 -714 -330 -3,516 -3,945 -5,018 -4,989 -112 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.4 10.0 54.2 69.6 82.0 86.0 18.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 5 10 13 16 19
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,214
COMMITMENTS
1,631 5,510 2,474 10,491 7,923 14,596 15,907 3,618 2,307
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -4,049)
-350 -1,291 207 -5,213 -3,212 -5,356 -4,296 1,307 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 30.3 13.6 57.6 43.5 80.1 87.3 19.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 3 6 14 16 21 22
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 22,645
COMMITMENTS
9,992 17,389 1,768 10,698 3,488 22,458 22,645 187 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -2,621)
-1,413 -1,473 -290 -1,059 -858 -2,762 -2,621 141 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 76.8 7.8 47.2 15.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 1 12 6 17 11
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,678
COMMITMENTS
7,579 7,491 5,046 4,599 4,827 17,224 17,364 454 314
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -3,462)
424 1,082 -3,186 -459 -969 -3,221 -3,073 -241 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 42.4 28.5 26.0 27.3 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 16 19 10 10 37 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,677
COMMITMENTS
2,109 50 0 25,183 27,627 27,292 27,677 385 0
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -4,275)
-231 0 0 -4,299 -4,275 -4,530 -4,275 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.2 0.0 91.0 99.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 25 25 27 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,010
COMMITMENTS
1,910 6,409 661 10,201 6,605 12,772 13,675 1,238 335
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,618)
-361 -821 -89 -1,323 -885 -1,773 -1,795 155 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 45.7 4.7 72.8 47.1 91.2 97.6 8.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 6 4 16 11 24 18
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,511
COMMITMENTS
361 1,705 607 8,008 6,726 8,976 9,038 535 473
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,271)
-227 -153 -18 -978 -1,188 -1,223 -1,359 -48 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 17.9 6.4 84.2 70.7 94.4 95.0 5.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 7 7 19 17 28 28
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,053
COMMITMENTS
545 140 80 358 668 983 888 70 165
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -924)
-360 -85 -225 -269 -535 -854 -845 -70 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 13.3 7.6 34.0 63.4 93.4 84.3 6.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 3 6 12 13 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,913
COMMITMENTS
0 5,769 2,313 20,080 13,800 22,393 21,882 5,520 6,031
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -5,218)
-320 1,752 -1,872 -3,974 -6,629 -6,166 -6,749 948 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.7 8.3 71.9 49.4 80.2 78.4 19.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 15 19 18
Updated January 8, 2016