GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,123
COMMITMENTS
9,877 4,841 1,590 45,615 51,397 57,082 57,828 1,041 295
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 3,433)
967 365 81 2,385 2,987 3,433 3,433 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.3 2.7 78.5 88.4 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 5 9 36 43 47 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,158
COMMITMENTS
0 0 0 7,158 7,158 7,158 7,158 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 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 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,732
COMMITMENTS
739 249 1,340 8,109 8,746 10,188 10,335 544 397
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 823)
41 75 311 501 447 853 833 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.3 12.5 75.6 81.5 94.9 96.3 5.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 10 33 33 43 44
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,918
COMMITMENTS
1,547 849 625 9,423 10,096 11,595 11,570 323 348
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 520)
9 105 -3 467 365 473 467 47 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.1 5.2 79.1 84.7 97.3 97.1 2.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 4 7 36 42 45 51
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,431
COMMITMENTS
135 1,562 208 7,486 5,885 7,829 7,655 602 776
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 701)
95 181 -5 562 505 652 681 49 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.5 2.5 88.8 69.8 92.9 90.8 7.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 4 24 20 30 26
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,063
COMMITMENTS
208 408 70 1,508 1,473 1,786 1,951 277 112
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 327)
-128 5 -5 293 244 160 244 167 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.8 3.4 73.1 71.4 86.6 94.6 13.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 1 16 15 19 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,869
COMMITMENTS
439 5,895 502 22,865 17,472 23,806 23,869 63 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 763)
0 115 0 763 648 763 763 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 24.7 2.1 95.8 73.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 2 23 20 27 25
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,972
COMMITMENTS
820 2,204 278 5,062 4,006 6,160 6,488 812 484
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 571)
34 -22 30 441 543 505 551 66 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 31.6 4.0 72.6 57.5 88.4 93.1 11.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 7 6 28 26 36 35
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tons OPEN INTEREST: 5,583
COMMITMENTS
5 851 385 4,496 4,019 4,886 5,255 697 328
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 232)
5 -55 40 197 242 242 227 -10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 15.2 6.9 80.5 72.0 87.5 94.1 12.5 5.9
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 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 420,635
COMMITMENTS
81,830 45,483 86,190 208,245 258,400 376,265 390,073 44,370 30,562
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -30,257)
1,379 -3,568 -8,180 -19,414 -17,236 -26,215 -28,983 -4,043 -1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 10.8 20.5 49.5 61.4 89.5 92.7 10.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 42 65 86 92 171 170
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,088
COMMITMENTS
0 1,165 160 47,570 47,735 47,730 49,060 6,358 5,028
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 5,861)
0 90 -90 5,640 4,781 5,550 4,781 311 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.3 87.9 88.3 88.2 90.7 11.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 2 31 34 33 37
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,178,858
COMMITMENTS
301,587 370,343 396,689 402,826 374,676 1101102 1141707 77,757 37,151
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 4,966)
-41,811 7,685 4,523 43,649 -10,761 6,360 1,447 -1,394 3,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 31.4 33.7 34.2 31.8 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
143 116 171 74 62 311 266
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 642,128
COMMITMENTS
37,577 18,834 184,515 413,060 435,977 635,153 639,327 6,975 2,801
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -137,014)
-23,281 -11,618 -48,192 -64,685 -76,627 -136,159 -136,437 -856 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.9 28.7 64.3 67.9 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
51 24 61 58 55 130 119
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 289,150
COMMITMENTS
113,962 128,796 32,787 131,248 117,219 277,997 278,802 11,153 10,347
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -22,184)
-5,209 4,414 -12,842 -6,040 -15,313 -24,090 -23,740 1,906 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 44.5 11.3 45.4 40.5 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 19 25 29 34 60 61
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,959
COMMITMENTS
12,837 10,015 17,827 72,220 78,075 102,884 105,917 6,075 3,042
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -32,954)
-9,457 -16,985 -2,636 -21,020 -12,758 -33,113 -32,379 159 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 9.2 16.4 66.3 71.7 94.4 97.2 5.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 8 16 33 32 51 51
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,358,107
COMMITMENTS
616,299 45,398 90,911 617,546 1201906 1324756 1338215 33,351 19,892
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -35,644)
-19,431 -11,021 -1,126 -15,050 -23,394 -35,607 -35,541 -37 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 3.3 6.7 45.5 88.5 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 6 21 50 48 75 71
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,103
COMMITMENTS
15,516 41,362 19,762 248,451 219,210 283,729 280,334 374 3,769
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -9,897)
8,932 663 -6,133 -12,464 -3,995 -9,665 -9,465 -232 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 14.6 7.0 87.5 77.2 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 20 20 35 34 59 62
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 80,138
COMMITMENTS
29,766 28,189 11,443 37,958 39,810 79,167 79,442 971 696
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,971)
-1,340 -4,162 -258 -6,223 -3,251 -7,821 -7,671 -150 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 35.2 14.3 47.4 49.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 18 23 23 18 50 48
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,568
COMMITMENTS
11,767 2,699 2,935 2,176 11,765 16,878 17,399 690 169
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,322)
-1,144 302 -560 -550 -2,062 -2,254 -2,320 -68 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 15.4 16.7 12.4 67.0 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 3 12 11 12 29 24
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,097
COMMITMENTS
994 1,614 4,526 5,567 4,948 11,087 11,088 10 9
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 242)
45 27 125 72 90 242 241 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.5 40.8 50.2 44.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 9 16 13 13 32 30
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 56,475
COMMITMENTS
6,364 4,184 10,209 39,576 41,638 56,149 56,032 325 443
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,840)
-19 615 -17 -3,580 -4,292 -3,616 -3,694 -223 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.4 18.1 70.1 73.7 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 13 17 50 59 74 83
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,075
COMMITMENTS
318 582 153 1,215 1,193 1,686 1,928 389 147
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,041)
-109 -266 10 -794 -758 -893 -1,014 -148 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 28.0 7.4 58.6 57.5 81.3 92.9 18.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 6 5 18 16 25 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 249,384
COMMITMENTS
28,839 184 5,065 215,265 244,132 249,168 249,381 216 3
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -8,303)
-566 -128 106 -7,821 -8,279 -8,281 -8,301 -22 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.1 2.0 86.3 97.9 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 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,565,396
COMMITMENTS
372,990 8,160 26,250 2166156 2530986 2565396 2565396 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -190,190)
-7,700 -7,700 0 -182,490 -182,490 -190,190 -190,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.3 1.0 84.4 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 17 19 19
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,731
COMMITMENTS
3,825 0 0 40,885 44,731 44,710 44,731 21 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,709)
0 0 0 -2,688 -2,709 -2,688 -2,709 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 91.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 13 17 13
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,807
COMMITMENTS
0 0 0 879,807 879,807 879,807 879,807 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -45,430)
0 0 0 -45,430 -45,430 -45,430 -45,430 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 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 190,190
COMMITMENTS
7,700 7,700 0 182,490 182,490 190,190 190,190 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 147,598)
5,940 7,700 0 141,746 139,898 147,686 147,598 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.0 0.0 96.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 8 14 9
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,015
COMMITMENTS
445 936 194 27,353 26,242 27,992 27,372 23 643
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 975)
-98 -38 -92 1,165 1,140 975 1,010 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.3 0.7 97.6 93.7 99.9 97.7 0.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 22 22 25 26
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 140,664
COMMITMENTS
9,619 2,003 4,836 125,539 133,186 139,994 140,025 670 639
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 3,816)
1,114 203 338 2,379 3,275 3,831 3,816 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.4 3.4 89.2 94.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 10 13 61 60 83 76
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 94,681
COMMITMENTS
12,856 8,006 15 81,800 86,034 94,671 94,055 10 626
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,063)
203 -377 14 -3,141 -2,953 -2,924 -3,316 -139 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.5 0.0 86.4 90.9 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 2 26 30 33 36
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,558
COMMITMENTS
2,394 995 540 29,439 30,454 32,373 31,989 185 569
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,896)
401 -340 80 -4,308 -3,517 -3,827 -3,777 -69 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.1 1.7 90.4 93.5 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 1 5 32 37 44 43
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,583
COMMITMENTS
2,142 108 107 12,117 13,624 14,366 13,839 217 744
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,324)
-436 14 -59 -1,704 -2,253 -2,199 -2,298 -125 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.7 0.7 83.1 93.4 98.5 94.9 1.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 29 23 33 26
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,537
COMMITMENTS
432 291 309 13,886 14,407 14,627 15,007 910 530
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,049)
-65 67 60 -944 -1,305 -949 -1,178 -100 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.9 2.0 89.4 92.7 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 3 27 20 32 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,654,648
COMMITMENTS
538,885 132,945 1035380 944,238 1377339 2518503 2545663 136,145 108,985
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 37,369)
-33,108 11,399 35,661 17,983 -11,591 20,536 35,469 16,833 1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 5.0 39.0 35.6 51.9 94.9 95.9 5.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
191 108 240 109 126 405 387
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,746
COMMITMENTS
54,203 21,832 56,616 91,518 123,544 202,337 201,992 1,409 1,754
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 775)
-3,228 -163 1,876 2,267 -912 915 801 -140 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 10.7 27.8 44.9 60.6 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 3 6 16 19 27 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,681
COMMITMENTS
55,643 15,714 1,267 28,787 49,629 85,697 66,610 23,984 43,071
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -6,365)
-2,197 -1,938 -1,186 -1,447 -1,155 -4,830 -4,279 -1,535 -2,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 14.3 1.2 26.2 45.2 78.1 60.7 21.9 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 3 10 11 17 18
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,695
COMMITMENTS
22,395 0 11,280 44,622 61,893 78,297 73,173 5,398 10,522
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -6,382)
-1,324 -612 -908 -4,036 -3,886 -6,268 -5,405 -114 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 0.0 13.5 53.3 74.0 93.6 87.4 6.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 0 9 20 21 30 30
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,673
COMMITMENTS
21,578 41,021 48,432 43,136 28,509 113,146 117,962 12,527 7,711
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -25,628)
835 -10,127 -4,925 -27,146 -8,517 -31,236 -23,570 5,609 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 32.6 38.5 34.3 22.7 90.0 93.9 10.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 12 28 16 16 48 45
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,572
COMMITMENTS
57,618 6,828 26,598 21,656 72,176 105,872 105,602 700 970
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 10,251)
5,016 -250 2,104 3,149 8,662 10,269 10,516 -18 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 6.4 25.0 20.3 67.7 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 8 11 16 20 24
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,615
COMMITMENTS
285 0 0 11,315 11,600 11,600 11,600 15 15
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.4 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 21 23 23 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,657
COMMITMENTS
13,510 8,162 745 7,276 13,204 21,531 22,111 2,126 1,547
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,303)
-639 2,007 28 1,829 -837 1,218 1,198 85 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 34.5 3.1 30.8 55.8 91.0 93.5 9.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
59 45 13 31 33 99 84
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 73,441
COMMITMENTS
50,817 27,929 3,007 11,331 39,045 65,155 69,981 8,286 3,460
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 877)
1,820 -1,541 220 -1,188 2,443 852 1,122 25 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 38.0 4.1 15.4 53.2 88.7 95.3 11.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
139 46 32 31 33 186 97
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 392,276
COMMITMENTS
133,398 74,397 65,762 167,488 235,312 366,648 375,470 25,628 16,806
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -39,711)
-2,043 481 -7,402 -30,256 -30,961 -39,701 -37,883 -10 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 19.0 16.8 42.7 60.0 93.5 95.7 6.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
96 50 77 87 105 222 205
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,253
COMMITMENTS
2,476 863 13 5,661 6,941 8,150 7,817 2,103 2,436
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,922)
-477 -958 -110 -3,016 -2,850 -3,603 -3,918 -319 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 8.4 0.1 55.2 67.7 79.5 76.2 20.5 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 2 10 12 16 15
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 11,411
COMMITMENTS
1,956 300 2,734 5,865 7,112 10,555 10,146 856 1,265
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 121)
-189 -387 608 -155 120 264 341 -143 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 2.6 24.0 51.4 62.3 92.5 88.9 7.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 5 12 14 18 20
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,766
COMMITMENTS
0 0 0 10,046 9,856 10,046 9,856 720 910
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,807)
0 -722 -95 -3,342 -2,995 -3,437 -3,812 -370 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 91.5 93.3 91.5 6.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 20 12 20
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,403
COMMITMENTS
2,799 4,273 417 10,952 10,826 14,168 15,516 5,235 3,887
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -4,453)
-552 -552 -24 -4,169 -4,792 -4,745 -5,368 292 915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 22.0 2.1 56.4 55.8 73.0 80.0 27.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 3 12 13 17 17
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 16,864
COMMITMENTS
7,231 15,611 708 8,892 475 16,831 16,794 33 70
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -2,537)
-900 -2,132 -180 -1,457 -217 -2,537 -2,529 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 92.6 4.2 52.7 2.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 4 9 3 21 9
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,308
COMMITMENTS
8,639 8,940 4,640 5,422 4,845 18,701 18,425 1,607 1,883
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 881)
197 161 -112 -428 -269 -343 -220 1,224 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 44.0 22.8 26.7 23.9 92.1 90.7 7.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 16 22 14 14 50 42
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,742
COMMITMENTS
2,663 279 488 35,321 37,915 38,472 38,682 270 60
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,311)
-169 129 308 2,318 1,895 2,457 2,332 -146 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.7 1.3 91.2 97.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 27 15 32 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,690
COMMITMENTS
0 595 420 3,270 2,675 3,690 3,690 0 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 75)
0 150 0 75 -75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 11.4 88.6 72.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 5 14 9 19 15
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,299
COMMITMENTS
1,517 1,152 0 3,770 4,147 5,287 5,299 12 0
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 224)
114 0 0 110 242 224 242 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 21.7 0.0 71.1 78.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 3 0 13 10 17 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,637
COMMITMENTS
1,064 4,661 799 15,649 12,947 17,512 18,407 1,125 230
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,521)
-80 -861 -206 -1,119 -447 -1,405 -1,514 -116 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 25.0 4.3 84.0 69.5 94.0 98.8 6.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 5 30 24 38 32
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 BARREL OPEN INTEREST: 5,302
COMMITMENTS
128 2,606 121 3,984 1,877 4,233 4,604 1,069 698
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 497)
-40 68 65 420 290 445 423 52 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 49.2 2.3 75.1 35.4 79.8 86.8 20.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 4 19 18 23 25
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,097
COMMITMENTS
249 720 280 3,248 2,977 3,777 3,977 320 120
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 767)
108 -7 29 630 745 767 767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 17.6 6.8 79.3 72.7 92.2 97.1 7.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 5 9 13 15 20
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,190
COMMITMENTS
853 3,171 423 6,621 4,435 7,897 8,029 293 161
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,473)
-378 -510 -35 -1,089 -1,068 -1,502 -1,613 29 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 38.7 5.2 80.8 54.2 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 9 6 18 21 27 32
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 1,607
COMMITMENTS
629 330 294 568 705 1,491 1,329 116 278
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 293)
120 130 143 110 -30 373 243 -80 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 20.5 18.3 35.3 43.9 92.8 82.7 7.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 10 7 11 14 27 26
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,617
COMMITMENTS
1,324 3,605 2,064 9,280 8,713 12,668 14,382 4,949 3,235
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -3,916)
-815 -935 -456 -2,025 -1,755 -3,296 -3,146 -620 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 20.5 11.7 52.7 49.5 71.9 81.6 28.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 4 13 15 18 19
Updated November 4, 2016