GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,788
COMMITMENTS
8,329 4,296 1,784 41,634 46,424 51,747 52,504 1,041 284
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,028)
409 32 194 425 767 1,028 993 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.1 3.4 78.9 87.9 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 6 8 36 41 47 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,816
COMMITMENTS
0 0 0 6,816 6,816 6,816 6,816 0 0
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 569)
0 0 0 569 569 569 569 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 15 19 15 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,180
COMMITMENTS
667 29 866 6,974 7,852 8,507 8,747 673 433
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 445)
30 12 124 265 303 419 439 26 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.3 9.4 76.0 85.5 92.7 95.3 7.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 7 30 32 37 39
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,060
COMMITMENTS
1,549 704 605 8,677 9,467 10,831 10,776 229 284
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 709)
16 0 70 674 723 760 793 -51 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 6.4 5.5 78.5 85.6 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 4 7 35 40 44 50
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,232
COMMITMENTS
40 1,293 190 6,442 5,043 6,672 6,526 560 706
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,010)
40 138 5 936 869 981 1,012 29 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 17.9 2.6 89.1 69.7 92.3 90.2 7.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 3 20 15 24 20
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,626
COMMITMENTS
341 348 40 1,155 1,216 1,536 1,604 90 22
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 186)
173 118 -43 112 134 242 209 -56 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 21.4 2.5 71.0 74.8 94.5 98.6 5.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 5 2 13 16 18 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,493
COMMITMENTS
439 5,640 502 21,489 16,351 22,430 22,493 63 0
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 566)
65 -100 -10 451 676 506 566 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 25.1 2.2 95.5 72.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 2 23 18 27 23
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,116
COMMITMENTS
856 2,191 227 4,377 3,263 5,460 5,681 656 435
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 533)
38 80 -58 438 386 418 408 115 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 35.8 3.7 71.6 53.4 89.3 92.9 10.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 8 4 22 20 28 28
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 5,059
COMMITMENTS
0 796 305 4,051 3,646 4,356 4,747 703 312
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 505)
0 65 0 443 392 443 457 62 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.7 6.0 80.1 72.1 86.1 93.8 13.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 4 18 18 22 22
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 458,825
COMMITMENTS
80,308 50,652 101,085 226,306 276,600 407,699 428,337 51,125 30,488
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 9,285)
4,506 7,690 -648 5,236 -423 9,094 6,619 191 2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 11.0 22.0 49.3 60.3 88.9 93.4 11.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
54 40 64 89 91 177 166
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,360
COMMITMENTS
0 925 400 41,033 41,817 41,433 43,142 5,927 4,218
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,145)
0 300 250 2,976 2,705 3,226 3,255 -81 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.8 86.6 88.3 87.5 91.1 12.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 2 28 31 30 34
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,213,639
COMMITMENTS
351,484 382,836 416,997 360,369 378,883 1128850 1178716 84,789 34,923
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 52,117)
9,405 -13,851 23,091 16,541 46,990 49,037 56,231 3,080 -4,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 31.5 34.4 29.7 31.2 93.0 97.1 7.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
158 110 173 72 63 327 260
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 756,909
COMMITMENTS
52,142 27,569 216,720 479,949 509,013 748,812 753,302 8,097 3,607
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 63,196)
3,286 3,559 23,633 35,986 35,920 62,906 63,112 290 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.6 28.6 63.4 67.2 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
51 29 65 57 59 134 127
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 295,960
COMMITMENTS
120,262 120,560 34,701 131,355 130,652 286,319 285,914 9,642 10,047
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,728)
2,834 -1,130 300 -66 3,002 3,068 2,172 -339 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 40.7 11.7 44.4 44.1 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 13 24 31 35 62 60
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 122,959
COMMITMENTS
19,889 19,845 15,522 81,167 83,449 116,578 118,816 6,381 4,143
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,344)
1,365 4,117 2,725 6,072 4,783 10,162 11,625 182 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.1 12.6 66.0 67.9 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 12 21 29 30 53 53
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,349,848
COMMITMENTS
606,043 57,109 79,867 629,702 1191473 1315612 1328449 34,236 21,399
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 16,947)
17,567 303 -4,413 4,515 20,827 17,669 16,717 -722 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 4.2 5.9 46.6 88.3 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 7 20 50 48 75 70
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,929
COMMITMENTS
6,206 40,106 25,703 260,492 222,887 292,401 288,696 528 4,233
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 397)
-2,323 2,836 -1,320 3,886 -125 243 1,391 154 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.7 8.8 88.9 76.1 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 21 23 37 34 63 60
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 86,866
COMMITMENTS
31,966 34,002 11,786 42,298 40,475 86,050 86,263 816 603
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 641)
-149 1,771 -149 1,083 -699 785 923 -144 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 39.1 13.6 48.7 46.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 19 25 22 18 53 49
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,742
COMMITMENTS
12,822 2,407 3,544 2,643 13,620 19,009 19,571 733 171
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 295)
195 -190 -74 94 524 215 260 80 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 12.2 18.0 13.4 69.0 96.3 99.1 3.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 2 12 11 11 30 23
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,832
COMMITMENTS
983 1,589 4,405 5,434 4,830 10,822 10,824 10 9
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 353)
95 -69 187 74 233 356 351 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 14.7 40.7 50.2 44.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 8 15 12 12 31 28
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 55,335
COMMITMENTS
5,600 3,188 9,295 40,044 42,221 54,939 54,704 396 631
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,088)
468 240 1,442 2,156 2,330 4,067 4,013 21 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.8 16.8 72.4 76.3 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
15 11 15 49 57 70 79
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,860
COMMITMENTS
445 797 161 1,734 1,738 2,340 2,696 520 164
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 242)
-40 58 50 254 124 264 232 -22 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 27.9 5.6 60.6 60.8 81.8 94.3 18.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 8 4 22 24 30 33
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 256,864
COMMITMENTS
29,340 228 5,011 222,284 251,622 256,635 256,861 229 3
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -9,315)
141 18 -132 -9,493 -9,197 -9,484 -9,311 169 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.1 2.0 86.5 98.0 99.9 100.0 0.1 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 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,755,586
COMMITMENTS
380,690 15,860 26,250 2348646 2713476 2755586 2755586 0 0
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -4,584)
0 0 0 -4,584 -4,584 -4,584 -4,584 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.6 1.0 85.2 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 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,269
COMMITMENTS
3,825 0 0 43,402 47,269 47,227 47,269 42 0
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 91.8 100.0 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 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 925,237
COMMITMENTS
0 0 0 925,237 925,237 925,237 925,237 0 0
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 27,250)
0 0 0 27,250 27,250 27,250 27,250 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 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 85,184
COMMITMENTS
3,520 0 0 81,488 85,184 85,008 85,184 176 0
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -42,592)
-1,760 0 0 -40,744 -42,592 -42,504 -42,592 -88 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 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,215
COMMITMENTS
384 576 332 25,499 24,647 26,215 25,555 0 660
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,248)
263 0 25 1,960 2,223 2,248 2,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.2 1.3 97.3 94.0 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 4 21 27 25 32
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 138,424
COMMITMENTS
8,049 1,931 4,526 125,022 131,510 137,597 137,967 827 457
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,089)
-557 225 -110 3,715 3,132 3,048 3,247 41 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.4 3.3 90.3 95.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
13 11 13 61 62 81 79
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 95,747
COMMITMENTS
12,643 9,151 1 83,002 86,090 95,646 95,242 101 505
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -680)
90 65 -15 -755 -730 -680 -680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.6 0.0 86.7 89.9 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 1 26 30 31 36
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,466
COMMITMENTS
2,069 1,378 461 32,684 32,929 35,214 34,768 252 698
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 885)
78 35 -34 791 824 835 825 50 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.9 1.3 92.2 92.8 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 2 4 33 37 44 42
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,640
COMMITMENTS
2,513 79 181 13,574 15,820 16,268 16,080 372 560
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 170)
65 -1,826 -457 562 2,453 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.5 1.1 81.6 95.1 97.8 96.6 2.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 30 22 34 25
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,640
COMMITMENTS
542 224 149 13,919 14,901 14,610 15,274 1,030 366
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 610)
63 8 -23 540 595 580 580 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.4 1.0 89.0 95.3 93.4 97.7 6.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 3 27 19 32 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,596,994
COMMITMENTS
587,797 133,393 966,602 929,754 1384523 2484154 2484518 112,841 112,476
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -171,472)
-17,398 -13,026 -93,845 -56,132 -51,569 -167,375 -158,440 -4,097 -13,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 5.1 37.2 35.8 53.3 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
168 117 224 105 127 383 376
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 214,183
COMMITMENTS
73,193 33,645 52,073 88,406 126,600 213,673 212,319 510 1,864
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,007)
-343 3,102 -712 184 -3,230 -871 -840 -136 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 15.7 24.3 41.3 59.1 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 6 18 17 26 24
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,728
COMMITMENTS
58,022 16,914 2,371 30,022 51,280 90,415 70,565 25,313 45,163
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 985)
-5 324 210 159 110 364 644 621 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 14.6 2.0 25.9 44.3 78.1 61.0 21.9 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 5 7 10 14 19
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,779
COMMITMENTS
22,757 524 11,811 48,753 64,785 83,321 77,120 5,458 11,659
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 451)
539 518 87 -135 -51 490 553 -40 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 0.6 13.3 54.9 73.0 93.9 86.9 6.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 1 8 20 20 29 28
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 155,503
COMMITMENTS
18,810 49,988 59,858 69,923 36,916 148,591 146,762 6,912 8,741
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -3,200)
1,526 -819 -1,431 -2,760 -734 -2,664 -2,984 -535 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 32.1 38.5 45.0 23.7 95.6 94.4 4.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 20 31 20 20 54 54
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,736
COMMITMENTS
49,892 6,403 32,417 19,855 62,677 102,163 101,496 573 1,240
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,504)
3,392 -970 1,075 1,032 5,769 5,499 5,874 5 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 6.2 31.6 19.3 61.0 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 7 8 9 13 17 21
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,970
COMMITMENTS
345 0 0 12,595 12,970 12,940 12,970 30 0
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,410)
225 0 0 1,200 1,425 1,425 1,425 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.1 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 22 23 24 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,099
COMMITMENTS
15,818 6,282 1,033 5,196 15,455 22,048 22,770 2,051 1,329
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -2,034)
-3,357 -455 100 1,117 -1,564 -2,139 -1,918 106 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 26.1 4.3 21.6 64.1 91.5 94.5 8.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
65 38 16 27 35 103 80
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,829
COMMITMENTS
47,471 27,089 2,702 13,460 38,515 63,633 68,306 8,196 3,523
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -173)
-805 4,141 67 202 -4,341 -537 -133 364 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 37.7 3.8 18.7 53.6 88.6 95.1 11.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
129 58 29 32 35 176 108
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 431,127
COMMITMENTS
137,375 72,028 75,027 192,617 264,733 405,019 411,788 26,108 19,339
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 16,508)
7,614 6,876 3,312 5,273 5,185 16,199 15,372 310 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 16.7 17.4 44.7 61.4 93.9 95.5 6.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
97 53 66 87 102 219 191
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,348
COMMITMENTS
2,953 2,671 63 8,977 9,274 11,993 12,008 2,355 2,340
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,184)
0 800 50 984 284 1,034 1,134 150 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 18.6 0.4 62.6 64.6 83.6 83.7 16.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 3 14 14 20 18
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 11,045
COMMITMENTS
1,795 687 2,101 6,150 6,802 10,046 9,590 999 1,455
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,739)
100 140 683 826 1,106 1,609 1,929 130 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.2 19.0 55.7 61.6 91.0 86.8 9.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 5 14 14 20 20
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,018
COMMITMENTS
0 172 165 12,888 12,776 13,053 13,113 965 905
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 500)
0 0 0 590 461 590 461 -90 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.2 91.9 91.1 93.1 93.5 6.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 12 19 13 20
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,372
COMMITMENTS
2,870 4,494 340 13,950 14,172 17,160 19,006 5,212 3,366
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,126)
553 -300 -21 1,593 2,240 2,125 1,919 1 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 20.1 1.5 62.4 63.3 76.7 85.0 23.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 2 13 16 18 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,498
COMMITMENTS
8,239 17,879 730 10,496 814 19,465 19,423 33 75
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 946)
572 642 180 190 209 942 1,031 4 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 91.7 3.7 53.8 4.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 5 5 10 5 22 12
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 19,356
COMMITMENTS
8,567 9,024 4,774 5,660 4,886 19,001 18,684 355 672
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -17)
316 188 -293 -30 149 -7 44 -10 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 46.6 24.7 29.2 25.2 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 17 26 14 15 48 47
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 9,207
COMMITMENTS
2,370 1,177 5,552 1,242 2,430 9,164 9,159 43 48
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 283)
134 14 191 -40 63 285 268 -2 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 12.8 60.3 13.5 26.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 9 8 7 19 17
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,566
COMMITMENTS
2,852 300 75 32,223 35,110 35,150 35,485 416 81
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -882)
30 -289 -60 -852 -533 -882 -882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.8 0.2 90.6 98.7 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 26 16 30 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,930
COMMITMENTS
1,403 1,152 0 3,515 3,760 4,918 4,912 12 18
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 48)
0 0 0 88 35 88 35 -40 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 23.4 0.0 71.3 76.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 0 11 9 15 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,100
COMMITMENTS
1,373 5,477 1,050 16,436 13,336 18,859 19,863 1,241 237
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 659)
-15 -160 213 461 606 659 659 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 27.2 5.2 81.8 66.3 93.8 98.8 6.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 6 7 29 25 38 35
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 4,743
COMMITMENTS
183 2,516 50 3,432 1,601 3,665 4,167 1,078 576
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 194)
55 67 -21 101 104 135 150 59 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 53.0 1.1 72.4 33.8 77.3 87.9 22.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 1 18 18 21 22
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,066
COMMITMENTS
1,216 3,490 308 7,278 5,247 8,802 9,045 264 21
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 652)
316 422 -12 336 221 640 631 12 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 38.5 3.4 80.3 57.9 97.1 99.8 2.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 9 5 25 28 32 40
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,234
COMMITMENTS
529 290 151 338 565 1,018 1,006 216 228
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 20)
70 -120 0 10 140 80 20 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 23.5 12.2 27.4 45.8 82.5 81.5 17.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 5 3 6 13 18 20
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,821
COMMITMENTS
1,960 4,758 1,992 11,697 10,295 15,649 17,045 5,172 3,776
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,338)
192 -387 421 1,810 1,308 2,423 1,342 -1,085 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 22.9 9.6 56.2 49.4 75.2 81.9 24.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 3 14 16 18 20
Updated October 21, 2016