GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,751
COMMITMENTS
7,850 4,469 1,609 39,314 43,424 48,773 49,502 978 249
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -6,630)
-2,190 -1,020 -1,125 -3,579 -4,734 -6,894 -6,879 264 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 9.0 3.2 79.0 87.3 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 5 6 36 41 45 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,109
COMMITMENTS
0 0 0 6,109 6,109 6,109 6,109 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 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 18 14 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,209
COMMITMENTS
652 22 691 6,366 7,094 7,709 7,807 500 402
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -845)
-31 -32 -77 -478 -528 -586 -637 -259 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.3 8.4 77.5 86.4 93.9 95.1 6.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 6 30 31 36 37
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,661
COMMITMENTS
1,468 674 535 7,428 8,191 9,431 9,400 230 261
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,088)
0 -656 -106 -1,920 -1,321 -2,026 -2,083 -62 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 7.0 5.5 76.9 84.8 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 7 33 38 41 48
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,698
COMMITMENTS
0 1,078 138 5,122 3,785 5,260 5,001 438 697
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,003)
-215 -412 -107 -643 -734 -965 -1,253 -38 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.9 2.4 89.9 66.4 92.3 87.8 7.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 3 17 14 20 18
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,219
COMMITMENTS
100 230 73 923 861 1,096 1,164 123 55
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -540)
-245 -330 0 -302 -220 -547 -550 7 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 18.9 6.0 75.7 70.6 89.9 95.5 10.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 11 14 13 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,702
COMMITMENTS
384 5,665 502 20,813 15,535 21,699 21,702 3 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -3,406)
125 -1,252 -595 -2,935 -1,539 -3,405 -3,386 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 26.1 2.3 95.9 71.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 2 22 16 26 21
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,969
COMMITMENTS
669 1,959 279 3,455 2,393 4,403 4,631 566 338
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -3,192)
-308 -1,821 -194 -2,676 -1,203 -3,178 -3,218 -14 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 39.4 5.6 69.5 48.2 88.6 93.2 11.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 3 20 18 25 24
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 4,396
COMMITMENTS
10 662 337 3,371 3,177 3,718 4,176 678 220
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -399)
0 16 -35 -372 -407 -407 -426 8 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.1 7.7 76.7 72.3 84.6 95.0 15.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 5 18 17 23 22
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 424,062
COMMITMENTS
74,332 43,348 83,460 218,566 265,738 376,358 392,547 47,704 31,515
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,639)
1,930 -6,659 -4,554 -2,639 15,314 -5,263 4,101 3,624 -5,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 10.2 19.7 51.5 62.7 88.8 92.6 11.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
58 35 58 88 96 171 166
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,014
COMMITMENTS
0 475 250 36,121 37,061 36,371 37,786 5,643 4,228
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -7,849)
-3,250 250 -200 -3,397 -7,716 -6,847 -7,666 -1,002 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.6 86.0 88.2 86.6 89.9 13.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 26 33 27 35
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,121,884
COMMITMENTS
316,891 385,442 363,778 362,606 338,178 1043274 1087398 78,610 34,487
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 38,399)
-3,247 16,943 26,282 18,866 -6,382 41,902 36,842 -3,502 1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 34.4 32.4 32.3 30.1 93.0 96.9 7.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
141 113 168 72 68 307 267
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 630,298
COMMITMENTS
40,283 20,504 172,135 410,901 434,555 623,319 627,195 6,979 3,103
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 12,707)
-1,414 1,587 6,064 7,621 5,010 12,271 12,661 436 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.3 27.3 65.2 68.9 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
53 27 61 60 59 135 125
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 284,550
COMMITMENTS
108,933 116,113 36,213 129,336 122,555 274,482 274,881 10,068 9,669
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -27,289)
-3,986 -8,972 -9,979 -14,253 -9,609 -28,218 -28,560 928 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 40.8 12.7 45.5 43.1 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 14 23 28 33 59 57
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,144
COMMITMENTS
15,524 11,514 12,233 72,775 77,760 100,532 101,507 7,612 6,637
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -37,939)
-23,188 -21,260 -2,512 -13,801 -16,869 -39,501 -40,641 1,562 2,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.6 11.3 67.3 71.9 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 12 19 26 27 47 47
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,324,749
COMMITMENTS
572,634 55,245 88,722 628,776 1159567 1290132 1303534 34,617 21,215
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -53,159)
-27,490 -7,214 -10,658 -22,447 -35,308 -60,595 -53,180 7,436 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 4.2 6.7 47.5 87.5 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 7 21 47 45 72 69
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 286,889
COMMITMENTS
9,707 36,404 26,355 250,425 219,309 286,487 282,068 402 4,821
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -32,922)
-5,701 -24,360 -1,092 -25,471 -6,546 -32,264 -31,998 -658 -924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.7 9.2 87.3 76.4 99.9 98.3 0.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
12 17 19 36 34 60 58
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 85,722
COMMITMENTS
31,434 29,547 13,120 40,023 41,639 84,577 84,306 1,145 1,416
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -10,128)
-4,080 -4,907 -778 -5,311 -5,177 -10,169 -10,862 41 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 34.5 15.3 46.7 48.6 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 17 21 22 18 49 46
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,389
COMMITMENTS
12,252 2,741 2,975 2,519 12,482 17,746 18,198 643 191
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,282)
-1,669 -1,478 -336 -484 -489 -2,489 -2,303 207 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 14.9 16.2 13.7 67.9 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 5 10 11 11 29 21
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,510
COMMITMENTS
814 1,597 4,296 5,365 4,609 10,475 10,503 35 8
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 524)
24 -103 384 96 242 503 523 21 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 15.2 40.9 51.0 43.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 17 13 12 34 31
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,817
COMMITMENTS
4,303 2,653 7,011 37,131 38,863 48,445 48,527 372 290
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -11,134)
-897 -1,195 -810 -9,527 -9,095 -11,234 -11,100 101 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.4 14.4 76.1 79.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 9 14 51 59 71 79
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,429
COMMITMENTS
410 638 111 1,362 1,507 1,883 2,256 546 173
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,257)
-277 -127 -25 -897 -1,068 -1,199 -1,220 -58 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 26.3 4.6 56.1 62.0 77.5 92.9 22.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 4 19 23 27 31
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 256,782
COMMITMENTS
17,668 275 4,366 234,675 252,125 256,709 256,766 73 16
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,438)
-562 -108 164 -1,021 -1,494 -1,419 -1,438 -19 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.1 1.7 91.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 19 24 22
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,823,290
COMMITMENTS
380,690 15,860 26,250 2416350 2781180 2823290 2823290 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -121,817)
-8,160 0 0 -113,657 -121,817 -121,817 -121,817 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.6 0.9 85.6 98.5 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,712
COMMITMENTS
3,825 0 0 41,845 45,712 45,670 45,712 42 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,856)
0 0 0 -2,835 -2,856 -2,835 -2,856 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 91.5 100.0 99.9 100.0 0.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 897,987
COMMITMENTS
0 0 0 897,987 897,987 897,987 897,987 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -101,671)
0 0 0 -101,671 -101,671 -101,671 -101,671 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 16 12 16 12
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 170,368
COMMITMENTS
7,040 0 0 162,976 170,368 170,016 170,368 352 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 159,040)
6,400 0 0 152,320 159,040 158,720 159,040 320 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 95.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 8 13 8
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,882
COMMITMENTS
58 456 294 22,530 21,439 22,882 22,189 0 693
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -4,343)
58 -412 17 -4,413 -3,968 -4,338 -4,363 -5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.0 1.3 98.5 93.7 100.0 97.0 0.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 3 22 28 25 32
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 144,721
COMMITMENTS
7,747 2,164 4,697 131,365 137,091 143,809 143,952 912 769
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,046)
618 19 337 3,096 3,730 4,051 4,086 -5 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.5 3.2 90.8 94.7 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
11 11 13 61 63 80 79
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 96,602
COMMITMENTS
12,528 9,086 1 84,034 86,954 96,563 96,041 39 561
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -769)
-396 -66 0 -263 -179 -659 -245 -110 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 9.4 0.0 87.0 90.0 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 1 26 30 30 35
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,212
COMMITMENTS
1,984 1,335 391 31,599 31,988 33,974 33,714 238 498
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,190)
-192 -450 202 -1,185 -980 -1,175 -1,228 -15 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.9 1.1 92.4 93.5 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 1 3 33 38 43 42
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,702
COMMITMENTS
2,412 1,630 647 12,256 12,865 15,315 15,142 387 560
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -3,120)
-432 -206 -262 -2,488 -2,790 -3,182 -3,258 62 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.4 4.1 78.1 81.9 97.5 96.4 2.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 27 22 32 26
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,063
COMMITMENTS
505 196 136 13,391 14,388 14,032 14,720 1,031 343
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,522)
-68 -12 1 -1,252 -1,487 -1,319 -1,498 -203 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.3 0.9 88.9 95.5 93.2 97.7 6.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 2 27 19 31 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,672,540
COMMITMENTS
585,247 183,237 970,899 1003563 1396389 2559709 2550525 112,831 122,015
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 103,235)
38,229 -33,671 61,028 7,630 62,359 106,887 89,717 -3,652 13,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 6.9 36.3 37.6 52.2 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
170 150 245 105 129 403 413
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 232,585
COMMITMENTS
82,211 43,096 54,917 94,622 132,647 231,751 230,660 834 1,925
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,703)
-14,202 -1,058 813 19,113 3,872 5,724 3,628 -2,021 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 18.5 23.6 40.7 57.0 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 5 18 17 25 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,911
COMMITMENTS
57,066 15,273 1,815 30,719 56,773 89,600 73,861 23,311 39,050
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -5,977)
-5,633 378 -105 -932 -3,360 -6,670 -3,087 693 -2,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 13.5 1.6 27.2 50.3 79.4 65.4 20.6 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 3 8 12 14 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,848
COMMITMENTS
1,438 578 1,249 7,282 8,598 9,969 10,425 1,878 1,423
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,120)
-279 189 23 1,255 857 999 1,068 121 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.9 10.5 61.5 72.6 84.1 88.0 15.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 5 10 11 19 16
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,981
COMMITMENTS
21,218 0 10,185 46,531 62,544 77,934 72,729 5,047 10,252
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -10,048)
-1,486 -1,711 -740 -7,861 -7,811 -10,087 -10,261 39 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 0.0 12.3 56.1 75.4 93.9 87.6 6.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 0 8 20 20 28 28
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,242
COMMITMENTS
14,942 51,948 56,853 75,224 36,469 147,019 145,271 7,222 8,971
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -5,633)
-1,995 2,669 -2,746 -1,381 -5,718 -6,122 -5,796 490 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 33.7 36.9 48.8 23.6 95.3 94.2 4.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 21 30 20 20 54 52
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,647
COMMITMENTS
52,127 9,983 34,187 20,551 61,956 106,864 106,126 782 1,521
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 197)
513 -255 -1,270 988 1,739 230 213 -33 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 9.3 31.8 19.1 57.6 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 8 9 9 11 18 20
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,438
COMMITMENTS
120 0 0 11,273 11,423 11,393 11,423 45 15
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -245)
0 0 0 -260 -260 -260 -260 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.6 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 18 20 19 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,805
COMMITMENTS
20,933 7,070 917 4,534 19,513 26,384 27,500 2,421 1,305
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,994)
1,428 969 127 397 824 1,951 1,920 43 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 24.5 3.2 15.7 67.7 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
84 40 21 26 37 121 88
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,732
COMMITMENTS
50,640 18,325 2,202 11,156 47,884 63,998 68,411 7,734 3,322
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -712)
-454 4,146 -1,421 1,340 -3,772 -535 -1,047 -177 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 25.5 3.1 15.6 66.8 89.2 95.4 10.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
136 50 26 30 39 180 102
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 392,680
COMMITMENTS
127,937 64,513 70,520 169,735 240,082 368,192 375,115 24,487 17,565
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -744)
8,967 9,361 -6,305 -7,677 -2,291 -5,015 765 4,271 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 16.4 18.0 43.2 61.1 93.8 95.5 6.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
97 49 68 84 110 207 203
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,336
COMMITMENTS
2,223 1,892 13 7,793 8,222 10,029 10,127 2,307 2,209
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,040)
-732 -88 0 -937 -1,290 -1,669 -1,378 -371 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 15.3 0.1 63.2 66.7 81.3 82.1 18.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 12 12 15 15
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 7,528
COMMITMENTS
1,442 547 743 4,574 4,843 6,759 6,133 769 1,395
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,690)
570 -248 -727 -2,419 -1,683 -2,576 -2,658 -114 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.3 9.9 60.8 64.3 89.8 81.5 10.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 13 13 18 19
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,143
COMMITMENTS
0 172 165 11,898 11,865 12,063 12,202 1,080 941
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -6,072)
0 -425 -200 -5,367 -5,297 -5,567 -5,922 -505 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.3 90.5 90.3 91.8 92.8 8.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 11 18 12 19
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,745
COMMITMENTS
1,780 5,034 746 10,686 9,879 13,212 15,659 5,533 3,086
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 26.9 4.0 57.0 52.7 70.5 83.5 29.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 11 13 16 16
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,085
COMMITMENTS
7,487 16,849 470 10,104 651 18,061 17,970 24 115
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -867)
124 -380 -334 -625 -112 -835 -826 -32 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 93.2 2.6 55.9 3.6 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 4 10 4 21 11
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,125
COMMITMENTS
8,205 8,888 4,984 5,610 4,567 18,799 18,439 326 686
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,392)
-125 -846 -1,077 -1,056 -680 -2,258 -2,603 -134 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 46.5 26.1 29.3 23.9 98.3 96.4 1.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 16 25 13 14 45 44
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 8,785
COMMITMENTS
2,057 1,107 5,247 1,435 2,396 8,740 8,750 46 35
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -616)
-37 -205 -280 -325 -147 -642 -632 26 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 12.6 59.7 16.3 27.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 10 8 7 20 17
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,765
COMMITMENTS
2,528 589 171 31,650 33,924 34,349 34,684 416 81
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -5,085)
-66 15 -5 -5,014 -5,155 -5,085 -5,145 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.7 0.5 91.0 97.6 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 2 26 17 30 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,839
COMMITMENTS
1,294 5,711 784 15,536 12,203 17,614 18,698 1,225 141
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,444)
-243 -556 -272 -1,434 -635 -1,949 -1,463 505 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 30.3 4.2 82.5 64.8 93.5 99.3 6.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 6 6 28 23 37 32
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 4,219
COMMITMENTS
80 2,438 50 3,011 1,097 3,141 3,585 1,078 634
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -542)
-122 -379 -35 -540 -253 -697 -667 155 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 57.8 1.2 71.4 26.0 74.4 85.0 25.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 17 15 19 19
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,424
COMMITMENTS
867 2,604 263 5,977 4,557 7,107 7,424 317 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -753)
-261 172 -17 -519 -888 -797 -733 44 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 35.1 3.5 80.5 61.4 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 9 4 23 24 29 35
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 716
COMMITMENTS
390 160 20 90 355 500 535 216 181
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -464)
120 -60 -120 -455 -190 -455 -370 -9 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 22.3 2.8 12.6 49.6 69.8 74.7 30.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 2 3 8 12 12
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,025
COMMITMENTS
1,815 5,035 1,410 9,238 8,826 12,463 15,271 6,562 3,754
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -4,579)
-535 -2,519 265 -5,684 -2,432 -5,954 -4,686 1,375 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 26.5 7.4 48.6 46.4 65.5 80.3 34.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 11 14 15 18
Updated October 7, 2016