NYME HEAT OIL CRACK SPRD CAL SWAP Bank Participation

Bank positions in NYME HEAT OIL CRACK SPRD CAL SWAP: all-bank net +510 contracts, positions as of Tue 11 Jul 2017.

Positions as of Tue 11 Jul 2017 - report month 2017-07

Market	NYME HEAT OIL CRACK SPRD CAL SWAP
Months in dataset	33
Coverage	2014-11 to 2017-07
Months with a suppressed bank count	33
Latest US bank net, contracts	-810
Latest non-US bank net, contracts	+1,320
Latest all-bank net, contracts	+510

Bank positions, last 24 months

Month	US banks	US long	US short	US net	Non-US banks	Non-US long	Non-US short	Non-US net	All banks	All net
2017-07	suppressed	255	1,065	-810	suppressed	1,620	300	+1,320	5	+510
2017-06	suppressed	555	1,180	-625	suppressed	1,346	300	+1,046	5	+421
2017-05	suppressed	855	1,295	-440	suppressed	1,342	300	+1,042	5	+602
2017-04	suppressed	1,155	1,410	-255	suppressed	1,338	300	+1,038	5	+783
2017-03	suppressed	1,155	1,425	-270	suppressed	1,200	300	+900	5	+630
2017-02	suppressed	1,155	1,440	-285	suppressed	1,332	300	+1,032	5	+747
2017-01	suppressed	1,155	1,455	-300	suppressed	1,704	300	+1,404	6	+1,104
2016-12	suppressed	1,195	1,480	-285	suppressed	2,111	300	+1,811	6	+1,526
2016-11	suppressed	1,235	1,505	-270	suppressed	1,966	648	+1,318	6	+1,048
2016-10	suppressed	1,275	1,410	-135	suppressed	2,925	0	+2,925	6	+2,790
2016-09	suppressed	1,315	1,460	-145	suppressed	3,332	0	+3,332	6	+3,187
2016-08	suppressed	1,506	1,549	-43	suppressed	3,739	0	+3,739	6	+3,696
2016-07	suppressed	1,591	1,464	+127	suppressed	3,546	348	+3,198	6	+3,325
2016-06	suppressed	1,613	2,270	-657	suppressed	3,911	348	+3,563	6	+2,906
2016-05	suppressed	953	1,095	-142	suppressed	4,252	48	+4,204	6	+4,062
2016-04	suppressed	320	1,095	-775	suppressed	4,581	48	+4,533	6	+3,758
2016-03	suppressed	360	1,120	-760	suppressed	4,353	48	+4,305	6	+3,545
2016-02	suppressed	400	1,145	-745	suppressed	4,725	48	+4,677	6	+3,932
2016-01	suppressed	440	379	+61	suppressed	5,097	48	+5,049	6	+5,110
2015-12	suppressed	491	608	-117	suppressed	2,495	948	+1,547	6	+1,430
2015-11	suppressed	542	628	-86	suppressed	2,851	948	+1,903	6	+1,817
2015-10	suppressed	428	413	+15	suppressed	2,643	174	+2,469	6	+2,484
2015-09	suppressed	479	433	+46	suppressed	2,910	174	+2,736	6	+2,782
2015-08	suppressed	596	400	+196	suppressed	3,237	174	+3,063	6	+3,259

Net is gross long minus gross short; the report publishes gross positions and the net is computed here. A suppressed bank count means the group held fewer than four banks that month; the split was withheld, not zero. Months where the split was withheld are part of the record and stay in the table.

Source: CFTC Bank Participation Report, monthly, futures. Positions as of Tue 11 Jul 2017.