GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,343: 7,342 562 456 29,238 36,325 37,036 37,343: 307 0
Old : 37,343: 7,342 562 456 29,238 36,325 37,036 37,343: 307 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -626: 107 -11 -290 -443 -325 -626 -626: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 1.5 1.2 78.3 97.3 99.2 100.0: 0.8 0.0
Old : 100.0: 19.7 1.5 1.2 78.3 97.3 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 4 4 36 41 41 47:
Old : 52: 2 4 4 36 41 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 29.1 69.4 48.3 41.4 25.4 51.9 40.0
Old : 52.8 29.1 69.4 48.3 41.4 25.4 51.9 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,323: 0 162 0 8,241 8,141 8,241 8,303: 82 20
Old : 8,323: 0 162 0 8,241 8,141 8,241 8,303: 82 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 428: 0 50 0 428 378 428 428: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 99.0 97.8 99.0 99.8: 1.0 0.2
Old : 100.0: 0.0 1.9 0.0 99.0 97.8 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 17 22 17 24:
Old : 27: 0 2 0 17 22 17 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 52.0 84.9 74.5 35.6 18.8 41.2 31.7
Old : 62.0 52.0 84.9 74.5 35.6 18.8 41.2 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,286: 576 235 132 7,948 7,984 8,656 8,351: 630 935
Old : 9,286: 576 235 132 7,948 7,984 8,656 8,351: 630 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 375: 107 35 22 293 367 422 424: -47 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.5 1.4 85.6 86.0 93.2 89.9: 6.8 10.1
Old : 100.0: 6.2 2.5 1.4 85.6 86.0 93.2 89.9: 6.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 1 3 32 33 38 37:
Old : 42: 6 1 3 32 33 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 33.9 58.8 52.4 19.9 19.7 27.9 27.2
Old : 40.8 33.9 58.8 52.4 19.9 19.7 27.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,254: 132 132 180 3,989 3,909 4,301 4,221: 953 1,033
Old : 5,254: 132 132 180 3,989 3,909 4,301 4,221: 953 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 346: -69 94 12 387 226 330 332: 16 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.5 3.4 75.9 74.4 81.9 80.3: 18.1 19.7
Old : 100.0: 2.5 2.5 3.4 75.9 74.4 81.9 80.3: 18.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 2 26 34 29 38:
Old : 40: 3 2 2 26 34 29 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 26.1 56.4 38.8 27.6 23.8 38.0 32.0
Old : 34.8 26.1 56.4 38.8 27.6 23.8 38.0 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,077: 236 285 93 4,086 4,346 4,415 4,724: 662 353
Old : 5,077: 236 285 93 4,086 4,346 4,415 4,724: 662 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 416: 40 104 -15 362 362 387 451: 29 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.6 1.8 80.5 85.6 87.0 93.0: 13.0 7.0
Old : 100.0: 4.6 5.6 1.8 80.5 85.6 87.0 93.0: 13.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 4 4 37 37 41 43:
Old : 47: 1 4 4 37 37 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 37.0 54.8 50.5 27.8 26.1 37.7 34.8
Old : 36.3 37.0 54.8 50.5 27.8 26.1 37.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 6,384: 25 0 55 6,064 6,329 6,144 6,384: 240 0
Old : 6,384: 25 0 55 6,064 6,329 6,144 6,384: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 763: 0 0 0 763 763 763 763: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.9 95.0 99.1 96.2 100.0: 3.8 0.0
Old : 100.0: 0.4 0.0 0.9 95.0 99.1 96.2 100.0: 3.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 15 15 16 16:
Old : 24: 1 0 1 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 67.3 80.7 89.5 46.2 67.3 65.7 79.1
Old : 59.2 67.3 80.7 89.5 46.2 67.3 65.7 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 9,009: 182 150 147 8,376 8,524 8,705 8,821: 304 188
Old : 9,009: 182 150 147 8,376 8,524 8,705 8,821: 304 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 831: 80 -81 -42 799 965 837 842: -6 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.7 1.6 93.0 94.6 96.6 97.9: 3.4 2.1
Old : 100.0: 2.0 1.7 1.6 93.0 94.6 96.6 97.9: 3.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 3 3 27 27 32 32:
Old : 41: 4 3 3 27 27 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 62.4 71.1 77.0 56.1 62.1 67.0 69.1
Old : 56.5 62.4 71.1 77.0 56.1 62.1 67.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,192: 176 365 90 2,686 2,617 2,952 3,072: 240 120
Old : 3,192: 176 365 90 2,686 2,617 2,952 3,072: 240 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 95: -40 -25 -20 110 100 50 55: 45 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.4 2.8 84.1 82.0 92.5 96.2: 7.5 3.8
Old : 100.0: 5.5 11.4 2.8 84.1 82.0 92.5 96.2: 7.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 4 1 23 21 27 26:
Old : 41: 3 4 1 23 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 62.2 65.6 75.0 53.4 61.8 63.4 71.2
Old : 53.7 62.2 65.6 75.0 53.4 61.8 63.4 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,554: 0 7,943 150 25,750 18,209 25,900 26,302: 654 252
Old : 26,554: 0 7,943 150 25,750 18,209 25,900 26,302: 654 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 909: -45 -10 0 618 859 573 849: 336 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.9 0.6 97.0 68.6 97.5 99.1: 2.5 0.9
Old : 100.0: 0.0 29.9 0.6 97.0 68.6 97.5 99.1: 2.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 31 15 32 17:
Old : 33: 0 1 1 31 15 32 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 79.3 57.6 95.3 37.6 73.2 54.6 79.6
Old : 38.4 79.3 57.6 95.3 37.6 73.2 54.6 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 5,598: 447 1,244 19 4,054 4,071 4,520 5,334: 1,078 264
Old : 5,598: 447 1,244 19 4,054 4,071 4,520 5,334: 1,078 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 112: 37 -3 0 121 35 158 32: -46 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 22.2 0.3 72.4 72.7 80.7 95.3: 19.3 4.7
Old : 100.0: 8.0 22.2 0.3 72.4 72.7 80.7 95.3: 19.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 2 2 25 18 31 22:
Old : 38: 6 2 2 25 18 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 62.3 52.8 81.7 30.4 57.3 43.0 73.2
Old : 37.3 62.3 52.8 81.7 30.4 57.3 43.0 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 300,144: 42,027 65,947 49,555 165,070 157,128 256,651 272,630: 43,492 27,514
Old : 300,144: 42,027 65,947 49,555 165,070 157,128 256,651 272,630: 43,492 27,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -4,179: 1,458 -5,445 -1,425 -6,633 5,626 -6,600 -1,245: 2,421 -2,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 22.0 16.5 55.0 52.4 85.5 90.8: 14.5 9.2
Old : 100.0: 14.0 22.0 16.5 55.0 52.4 85.5 90.8: 14.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 42 35 52 72 80 143 142:
Old : 166: 42 35 52 72 80 143 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 19.3 24.1 28.8 10.3 15.3 17.6 20.4
Old : 14.5 19.3 24.1 28.8 10.3 15.3 17.6 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,340,996: 327,400 373,441 550,297 382,674 382,546 1,260,371 1,306,283: 80,625 34,713
Old : 1,340,996: 327,400 373,441 550,297 382,674 382,546 1,260,371 1,306,283: 80,625 34,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 11,047: 16,335 1,562 1,092 -6,774 6,778 10,654 9,433: 393 1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 27.8 41.0 28.5 28.5 94.0 97.4: 6.0 2.6
Old : 100.0: 24.4 27.8 41.0 28.5 28.5 94.0 97.4: 6.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 132 121 166 73 67 307 263:
Old : 341: 132 121 166 73 67 307 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 27.7 35.6 43.2 8.7 14.2 12.7 20.4
Old : 22.4 27.7 35.6 43.2 8.7 14.2 12.7 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,260,729: 120,312 31,153 448,037 686,629 777,284 1,254,978 1,256,474: 5,751 4,255
Old : 1,260,729: 120,312 31,153 448,037 686,629 777,284 1,254,978 1,256,474: 5,751 4,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 18,703: 5,696 3,346 8,833 3,450 5,444 17,980 17,623: 724 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.5 35.5 54.5 61.7 99.5 99.7: 0.5 0.3
Old : 100.0: 9.5 2.5 35.5 54.5 61.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 42 30 60 57 54 125 118:
Old : 131: 42 30 60 57 54 125 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 31.9 57.3 54.0 8.1 6.0 11.0 9.2
Old : 33.0 31.9 57.3 54.0 8.1 6.0 11.0 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 458,449: 176,423 125,227 80,104 194,660 247,528 451,187 452,859: 7,262 5,591
Old : 458,449: 176,423 125,227 80,104 194,660 247,528 451,187 452,859: 7,262 5,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 3,897: 574 2,977 82 1,853 -74 2,509 2,985: 1,388 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 27.3 17.5 42.5 54.0 98.4 98.8: 1.6 1.2
Old : 100.0: 38.5 27.3 17.5 42.5 54.0 98.4 98.8: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 22 8 27 31 32 65 59:
Old : 69: 22 8 27 31 32 65 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 45.9 58.7 59.7 32.0 28.4 42.1 36.9
Old : 38.9 45.9 58.7 59.7 32.0 28.4 42.1 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 71,520: 3,545 25,589 14,216 49,489 28,399 67,250 68,204: 4,270 3,316
Old : 71,520: 3,545 25,589 14,216 49,489 28,399 67,250 68,204: 4,270 3,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 5,954: 213 2,916 1,974 5,297 2,019 7,484 6,909: -1,530 -955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 35.8 19.9 69.2 39.7 94.0 95.4: 6.0 4.6
Old : 100.0: 5.0 35.8 19.9 69.2 39.7 94.0 95.4: 6.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 11 10 14 14 24 28:
Old : 28: 3 11 10 14 14 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 47.6 80.0 69.8 37.7 39.8 47.8 47.3
Old : 59.0 47.6 80.0 69.8 37.7 39.8 47.8 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 106,721: 20,461 14,300 60,284 25,640 31,615 106,386 106,199: 335 522
Old : 106,721: 20,461 14,300 60,284 25,640 31,615 106,386 106,199: 335 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 5,238: -4,569 -3,931 8,627 1,013 436 5,072 5,132: 166 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.4 56.5 24.0 29.6 99.7 99.5: 0.3 0.5
Old : 100.0: 19.2 13.4 56.5 24.0 29.6 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 9 22 16 17 40 41:
Old : 44: 17 9 22 16 17 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 42.3 70.0 63.2 18.9 17.5 22.3 23.6
Old : 48.9 42.3 70.0 63.2 18.9 17.5 22.3 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 2,458,319: 907,506 40,039 611,373 905,496 1,771,084 2,424,375 2,422,496: 33,944 35,823
Old : 2,458,319: 907,506 40,039 611,373 905,496 1,771,084 2,424,375 2,422,496: 33,944 35,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 45,607: 7,118 -689 34,274 10,803 13,554 52,195 47,139: -6,588 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 1.6 24.9 36.8 72.0 98.6 98.5: 1.4 1.5
Old : 100.0: 36.9 1.6 24.9 36.8 72.0 98.6 98.5: 1.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 32 14 39 73 68 118 110:
Old : 128: 32 14 39 73 68 118 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 32.1 57.6 49.6 24.5 18.7 29.8 28.3
Old : 43.3 32.1 57.6 49.6 24.5 18.7 29.8 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 853,904: 41,145 243,658 165,230 641,513 440,447 847,888 849,335: 6,016 4,569
Old : 853,904: 41,145 243,658 165,230 641,513 440,447 847,888 849,335: 6,016 4,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 25,520: 6,019 1,996 3,116 15,675 20,608 24,810 25,720: 710 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 28.5 19.3 75.1 51.6 99.3 99.5: 0.7 0.5
Old : 100.0: 4.8 28.5 19.3 75.1 51.6 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 17 23 27 34 33 68 66:
Old : 77: 17 23 27 34 33 68 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 36.6 50.8 60.9 25.0 25.3 32.9 39.9
Old : 33.4 36.6 50.8 60.9 25.0 25.3 32.9 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 72,613: 33,593 14,778 15,069 22,728 41,790 71,390 71,637: 1,223 976
Old : 72,613: 33,593 14,778 15,069 22,728 41,790 71,390 71,637: 1,223 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 906: -246 431 400 850 -115 1,004 716: -98 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 20.4 20.8 31.3 57.6 98.3 98.7: 1.7 1.3
Old : 100.0: 46.3 20.4 20.8 31.3 57.6 98.3 98.7: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 16 26 12 15 44 44:
Old : 51: 19 16 26 12 15 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 48.9 58.4 66.0 38.3 42.1 52.9 55.1
Old : 39.0 48.9 58.4 66.0 38.3 42.1 52.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 34,788: 9,971 20,113 3,298 21,263 10,447 34,532 33,858: 256 930
Old : 34,788: 9,971 20,113 3,298 21,263 10,447 34,532 33,858: 256 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,666: 1,334 1,239 -8 325 480 1,651 1,711: 15 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 57.8 9.5 61.1 30.0 99.3 97.3: 0.7 2.7
Old : 100.0: 28.7 57.8 9.5 61.1 30.0 99.3 97.3: 0.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 15 14 10 9 30 30:
Old : 39: 12 15 14 10 9 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 47.6 81.3 68.3 67.0 42.5 75.5 61.9
Old : 68.7 47.6 81.3 68.3 67.0 42.5 75.5 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 42,456: 2,920 1,049 4,074 34,985 37,040 41,978 42,163: 478 294
Old : 42,456: 2,920 1,049 4,074 34,985 37,040 41,978 42,163: 478 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 3,800: 724 87 636 2,363 3,096 3,723 3,819: 77 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.5 9.6 82.4 87.2 98.9 99.3: 1.1 0.7
Old : 100.0: 6.9 2.5 9.6 82.4 87.2 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 8 8 7 45 45 57 56:
Old : 75: 8 8 7 45 45 57 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 52.0 41.5 65.1 21.3 43.8 31.2 47.3
Old : 24.1 52.0 41.5 65.1 21.3 43.8 31.2 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,959: 69 87 74 1,118 983 1,261 1,144: 698 815
Old : 1,959: 69 87 74 1,118 983 1,261 1,144: 698 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.4 3.8 57.1 50.2 64.4 58.4: 35.6 41.6
Old : 100.0: 3.5 4.4 3.8 57.1 50.2 64.4 58.4: 35.6 41.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 16 15 18 18:
Old : 21: 1 3 1 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 27.1 46.2 40.2 27.0 22.3 38.3 30.2
Old : 29.8 27.1 46.2 40.2 27.0 22.3 38.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,402: 51 275 270 2,762 2,671 3,083 3,216: 319 186
Old : 3,402: 51 275 270 2,762 2,671 3,083 3,216: 319 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 342: -55 45 95 312 192 352 332: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 8.1 7.9 81.2 78.5 90.6 94.5: 9.4 5.5
Old : 100.0: 1.5 8.1 7.9 81.2 78.5 90.6 94.5: 9.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 4 3 26 29 30 35:
Old : 42: 2 4 3 26 29 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 26.9 55.7 43.7 31.7 25.7 42.9 38.6
Old : 38.0 26.9 55.7 43.7 31.7 25.7 42.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,114: 816 1,928 90 32,540 32,385 33,446 34,403: 6,668 5,711
Old : 40,114: 816 1,928 90 32,540 32,385 33,446 34,403: 6,668 5,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,140: 0 0 0 950 1,045 950 1,045: 190 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.8 0.2 81.1 80.7 83.4 85.8: 16.6 14.2
Old : 100.0: 2.0 4.8 0.2 81.1 80.7 83.4 85.8: 16.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 23 23 26 25:
Old : 29: 1 2 2 23 23 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 44.3 56.8 64.4 18.5 23.1 26.3 30.4
Old : 36.8 44.3 56.8 64.4 18.5 23.1 26.3 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 24,135: 955 955 0 22,669 23,180 23,624 24,135: 511 0
Old : 24,135: 955 955 0 22,669 23,180 23,624 24,135: 511 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.0 0.0 93.9 96.0 97.9 100.0: 2.1 0.0
Old : 100.0: 4.0 4.0 0.0 93.9 96.0 97.9 100.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 15 12 16 13:
Old : 25: 1 1 0 15 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 80.3 84.2 93.5 53.1 80.3 82.9 92.2
Old : 54.5 80.3 84.2 93.5 53.1 80.3 82.9 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 516,503: 4,680 4,680 0 511,823 511,823 516,503 516,503: 0 0
Old : 516,503: 4,680 4,680 0 511,823 511,823 516,503 516,503: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 4,576: 0 0 0 4,576 4,576 4,576 4,576: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.9 0.0 99.1 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.9 0.0 99.1 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 16 12 17 13:
Old : 24: 1 1 0 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 91.7 82.8 97.7 56.9 91.7 81.3 96.0
Old : 58.4 91.7 82.8 97.7 56.9 91.7 81.3 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 47,840: 0 0 0 47,585 47,840 47,585 47,840: 255 0
Old : 47,840: 0 0 0 47,585 47,840 47,585 47,840: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 617: 0 0 0 617 617 617 617: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 14 18 14 18:
Old : 25: 0 0 0 14 18 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 55.2 94.8 77.9 63.4 53.2 79.3 73.9
Old : 71.3 55.2 94.8 77.9 63.4 53.2 79.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 MEGAWATT HOURS) :
: : :
All : 779,914: 7,040 0 0 772,874 779,914 779,914 779,914: 0 0
Old : 779,914: 7,040 0 0 772,874 779,914 779,914 779,914: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 5,248: 0 0 0 5,248 5,248 5,248 5,248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 17 20 18 20:
Old : 28: 1 0 0 17 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 50.6 85.4 73.5 45.0 47.2 67.5 65.3
Old : 54.8 50.6 85.4 73.5 45.0 47.2 67.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 105,129: 8,290 1,020 2,705 93,880 101,404 104,875 105,129: 254 0
Old : 105,129: 8,290 1,020 2,705 93,880 101,404 104,875 105,129: 254 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.0 2.6 89.3 96.5 99.8 100.0: 0.2 0.0
Old : 100.0: 7.9 1.0 2.6 89.3 96.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 2 24 22 26 24:
Old : 37: 1 1 2 24 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 46.5 71.3 72.1 43.1 44.2 61.1 67.2
Old : 47.4 46.5 71.3 72.1 43.1 44.2 61.1 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,916,330: 0 198,515 29,026 1,887,304 1,688,789 1,916,330 1,916,330: 0 0
Old : 1,916,330: 0 198,515 29,026 1,887,304 1,688,789 1,916,330 1,916,330: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 23,986: 0 0 0 23,986 23,986 23,986 23,986: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 1.5 98.5 88.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.4 1.5 98.5 88.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 2 2 27 25 29 27:
Old : 37: 0 2 2 27 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 54.5 80.0 77.2 55.9 43.1 66.9 60.4
Old : 59.5 54.5 80.0 77.2 55.9 43.1 66.9 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 26,480: 105 9,382 1,280 25,095 15,563 26,480 26,225: 0 255
Old : 26,480: 105 9,382 1,280 25,095 15,563 26,480 26,225: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 35.4 4.8 94.8 58.8 100.0 99.0: 0.0 1.0
Old : 100.0: 0.4 35.4 4.8 94.8 58.8 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 15 10 17 12:
Old : 22: 1 2 1 15 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 75.8 74.7 93.7 47.9 66.0 71.5 78.8
Old : 48.9 75.8 74.7 93.7 47.9 66.0 71.5 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 58,861: 126 4,364 1,280 57,455 53,217 58,861 58,861: 0 0
Old : 58,861: 126 4,364 1,280 57,455 53,217 58,861 58,861: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.4 2.2 97.6 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 7.4 2.2 97.6 90.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 17 14 19 15:
Old : 25: 1 1 1 17 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 75.0 70.4 93.0 44.6 58.1 61.2 68.6
Old : 49.5 75.0 70.4 93.0 44.6 58.1 61.2 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 59,860: 4,452 0 2,674 52,734 57,186 59,860 59,860: 0 0
Old : 59,860: 4,452 0 2,674 52,734 57,186 59,860 59,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 492: -1,124 0 80 1,536 412 492 492: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 4.5 88.1 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.4 0.0 4.5 88.1 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 21 17 23 19:
Old : 28: 2 0 2 21 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 67.6 68.7 83.9 31.4 44.6 45.2 54.7
Old : 46.4 67.6 68.7 83.9 31.4 44.6 45.2 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 49,995: 2,537 0 2,048 45,155 47,692 49,740 49,740: 255 255
Old : 49,995: 2,537 0 2,048 45,155 47,692 49,740 49,740: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 4.1 90.3 95.4 99.5 99.5: 0.5 0.5
Old : 100.0: 5.1 0.0 4.1 90.3 95.4 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 17 19 18 20:
Old : 24: 1 0 1 17 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 49.4 75.7 72.1 43.3 47.4 64.7 63.0
Old : 50.5 49.4 75.7 72.1 43.3 47.4 64.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 54,752: 105 0 0 54,647 54,752 54,752 54,752: 0 0
Old : 54,752: 105 0 0 54,647 54,752 54,752 54,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 23 18 24 18:
Old : 31: 1 0 0 23 18 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 60.3 71.7 84.3 42.6 57.5 66.1 78.5
Old : 43.2 60.3 71.7 84.3 42.6 57.5 66.1 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 355,492: 38,525 19,600 23,480 293,487 312,412 355,492 355,492: 0 0
Old : 355,492: 38,525 19,600 23,480 293,487 312,412 355,492 355,492: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.5 6.6 82.6 87.9 100.0 100.0: 0.0 0.0
Old : 100.0: 10.8 5.5 6.6 82.6 87.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 14 14 15 16:
Old : 23: 1 1 1 14 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 56.6 84.3 78.3 46.4 48.9 64.8 63.1
Old : 60.8 56.6 84.3 78.3 46.4 48.9 64.8 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 838,179: 1,216 0 46,800 790,163 791,379 838,179 838,179: 0 0
Old : 838,179: 1,216 0 46,800 790,163 791,379 838,179 838,179: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 24,835: 0 0 0 24,835 24,835 24,835 24,835: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 5.6 94.3 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 5.6 94.3 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 17 18 18 19:
Old : 24: 1 0 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 52.7 86.4 74.2 39.3 27.5 45.3 39.4
Old : 66.2 52.7 86.4 74.2 39.3 27.5 45.3 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,324,580: 218,520 0 47,040 1,059,020 1,277,540 1,324,580 1,324,580: 0 0
Old : 1,324,580: 218,520 0 47,040 1,059,020 1,277,540 1,324,580 1,324,580: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 38,216: -16,104 0 0 54,320 38,216 38,216 38,216: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.0 3.6 80.0 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.5 0.0 3.6 80.0 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 20 14 22 15:
Old : 28: 2 0 1 20 14 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 73.2 78.5 89.4 43.0 51.4 55.9 64.0
Old : 58.3 73.2 78.5 89.4 43.0 51.4 55.9 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 716,629: 207,208 0 0 509,421 716,629 716,629 716,629: 0 0
Old : 716,629: 207,208 0 0 509,421 716,629 716,629 716,629: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 0.0 0.0 71.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 28.9 0.0 0.0 71.1 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 15 17 15:
Old : 22: 1 0 0 16 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 55.7 86.7 80.3 64.5 39.3 69.0 55.1
Old : 64.5 55.7 86.7 80.3 64.5 39.3 69.0 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 621,662: 0 9,800 0 621,662 611,862 621,662 621,662: 0 0
Old : 621,662: 0 9,800 0 621,662 611,862 621,662 621,662: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 100.0 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.6 0.0 100.0 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 16 17 16 18:
Old : 26: 0 1 0 16 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 54.0 79.0 79.1 38.2 35.3 61.2 54.5
Old : 46.0 54.0 79.0 79.1 38.2 35.3 61.2 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 20,018: 452 171 164 19,230 19,298 19,846 19,633: 172 385
Old : 20,018: 452 171 164 19,230 19,298 19,846 19,633: 172 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,397: 0 0 0 1,433 1,327 1,433 1,327: -36 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.9 0.8 96.1 96.4 99.1 98.1: 0.9 1.9
Old : 100.0: 2.3 0.9 0.8 96.1 96.4 99.1 98.1: 0.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 2 2 35 34 40 37:
Old : 50: 4 2 2 35 34 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 64.4 58.2 76.0 31.5 54.1 48.4 62.5
Old : 36.4 64.4 58.2 76.0 31.5 54.1 48.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,470: 89 666 160 13,154 12,298 13,403 13,124: 67 346
Old : 13,470: 89 666 160 13,154 12,298 13,403 13,124: 67 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 710: 0 -35 45 665 685 710 695: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.9 1.2 97.7 91.3 99.5 97.4: 0.5 2.6
Old : 100.0: 0.7 4.9 1.2 97.7 91.3 99.5 97.4: 0.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 2 30 25 32 29:
Old : 37: 1 3 2 30 25 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 54.9 77.1 74.6 46.0 50.6 61.6 63.5
Old : 53.4 54.9 77.1 74.6 46.0 50.6 61.6 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 4,968: 25 224 107 4,536 4,276 4,668 4,607: 300 361
Old : 4,968: 25 224 107 4,536 4,276 4,668 4,607: 300 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 457: 0 -90 0 457 547 457 457: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.5 2.2 91.3 86.1 94.0 92.7: 6.0 7.3
Old : 100.0: 0.5 4.5 2.2 91.3 86.1 94.0 92.7: 6.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 17 16 19 18:
Old : 24: 1 1 2 17 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 47.6 72.1 73.9 54.6 43.3 64.4 59.9
Old : 55.7 47.6 72.1 73.9 54.6 43.3 64.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,124,496: 480,782 112,948 736,387 818,352 1,185,095 2,035,521 2,034,430: 88,975 90,067
Old : 2,124,496: 480,782 112,948 736,387 818,352 1,185,095 2,035,521 2,034,430: 88,975 90,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -73,655: 20,831 12,170 -68,797 -12,862 -19,298 -60,829 -75,926: -12,826 2,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 5.3 34.7 38.5 55.8 95.8 95.8: 4.2 4.2
Old : 100.0: 22.6 5.3 34.7 38.5 55.8 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 136 93 176 94 100 308 309:
Old : 352: 136 93 176 94 100 308 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 15.1 27.3 26.2 9.5 11.5 16.5 17.3
Old : 17.0 15.1 27.3 26.2 9.5 11.5 16.5 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 72,155: 37,538 5,192 19,178 12,838 44,737 69,553 69,108: 2,601 3,047
Old : 72,155: 37,538 5,192 19,178 12,838 44,737 69,553 69,108: 2,601 3,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -12,311: -1,251 -2,248 -7,571 -5,267 -3,064 -14,089 -12,883: 1,778 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 7.2 26.6 17.8 62.0 96.4 95.8: 3.6 4.2
Old : 100.0: 52.0 7.2 26.6 17.8 62.0 96.4 95.8: 3.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 6 9 10 15 19:
Old : 21: 4 5 6 9 10 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 60.5 88.0 79.2 55.7 47.0 59.0 56.1
Old : 75.5 60.5 88.0 79.2 55.7 47.0 59.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 154,822: 56,650 14,495 615 55,660 98,287 112,925 113,397: 41,897 41,425
Old : 154,822: 56,650 14,495 615 55,660 98,287 112,925 113,397: 41,897 41,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 690: -512 0 19 961 39 468 58: 222 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 9.4 0.4 36.0 63.5 72.9 73.2: 27.1 26.8
Old : 100.0: 36.6 9.4 0.4 36.0 63.5 72.9 73.2: 27.1 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 4 4 13 16 19 21:
Old : 24: 3 4 4 13 16 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 42.1 66.9 59.0 44.6 41.3 64.4 56.5
Old : 45.3 42.1 66.9 59.0 44.6 41.3 64.4 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,029: 5,974 876 2,216 10,070 15,444 18,260 18,536: 769 493
Old : 19,029: 5,974 876 2,216 10,070 15,444 18,260 18,536: 769 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -367: -45 -203 -34 -56 165 -135 -72: -232 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 4.6 11.6 52.9 81.2 96.0 97.4: 4.0 2.6
Old : 100.0: 31.4 4.6 11.6 52.9 81.2 96.0 97.4: 4.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 6 8 13 13 23 25:
Old : 27: 8 6 8 13 13 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 60.3 69.3 81.8 28.3 32.6 38.5 42.1
Old : 47.5 60.3 69.3 81.8 28.3 32.6 38.5 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 153,346: 19,329 221 13,342 114,172 131,646 146,844 145,210: 6,502 8,136
Old : 153,346: 19,329 221 13,342 114,172 131,646 146,844 145,210: 6,502 8,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -433: -628 -16 -493 245 97 -876 -412: 443 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.1 8.7 74.5 85.8 95.8 94.7: 4.2 5.3
Old : 100.0: 12.6 0.1 8.7 74.5 85.8 95.8 94.7: 4.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 1 9 25 26 34 35:
Old : 35: 8 1 9 25 26 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 35.1 56.9 55.2 18.8 18.0 25.9 27.4
Old : 37.8 35.1 56.9 55.2 18.8 18.0 25.9 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 77,624: 13,722 17,025 25,421 33,377 29,463 72,521 71,909: 5,103 5,715
Old : 77,624: 13,722 17,025 25,421 33,377 29,463 72,521 71,909: 5,103 5,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -2,966: -86 -733 -1,098 -1,473 -454 -2,657 -2,284: -309 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.9 32.7 43.0 38.0 93.4 92.6: 6.6 7.4
Old : 100.0: 17.7 21.9 32.7 43.0 38.0 93.4 92.6: 6.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 9 16 14 13 30 30:
Old : 31: 8 9 16 14 13 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 36.6 66.1 57.8 19.5 21.3 24.6 25.1
Old : 44.8 36.6 66.1 57.8 19.5 21.3 24.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,024: 715 11,453 2,126 14,030 5,111 16,872 18,689: 2,152 334
Old : 19,024: 715 11,453 2,126 14,030 5,111 16,872 18,689: 2,152 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -1,658: -6 -728 -423 -1,352 -386 -1,781 -1,538: 123 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 60.2 11.2 73.8 26.9 88.7 98.2: 11.3 1.8
Old : 100.0: 3.8 60.2 11.2 73.8 26.9 88.7 98.2: 11.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 4 14 12 21 19:
Old : 24: 5 5 4 14 12 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 84.2 75.1 92.8 53.1 74.1 63.6 77.3
Old : 58.0 84.2 75.1 92.8 53.1 74.1 63.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,566: 0 198 0 15,551 15,306 15,551 15,504: 15 62
Old : 15,566: 0 198 0 15,551 15,306 15,551 15,504: 15 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -1,715: 0 198 0 -1,700 -1,942 -1,700 -1,744: -15 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 99.9 98.3 99.9 99.6: 0.1 0.4
Old : 100.0: 0.0 1.3 0.0 99.9 98.3 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 20 15 20 16:
Old : 28: 0 1 0 20 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 86.9 82.2 94.8 53.7 82.6 77.8 86.1
Old : 54.5 86.9 82.2 94.8 53.7 82.6 77.8 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 42,009: 26,728 4,366 2,333 10,659 34,475 39,721 41,174: 2,288 835
Old : 42,009: 26,728 4,366 2,333 10,659 34,475 39,721 41,174: 2,288 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 961: 1,501 -32 370 -1,000 682 871 1,020: 90 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 10.4 5.6 25.4 82.1 94.6 98.0: 5.4 2.0
Old : 100.0: 63.6 10.4 5.6 25.4 82.1 94.6 98.0: 5.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 84 34 21 37 37 133 87:
Old : 177: 84 34 21 37 37 133 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 42.3 43.5 58.9 31.4 40.2 42.8 56.6
Old : 31.6 42.3 43.5 58.9 31.4 40.2 42.8 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 63,909: 42,927 7,585 1,799 12,975 51,962 57,701 61,346: 6,207 2,563
Old : 63,909: 42,927 7,585 1,799 12,975 51,962 57,701 61,346: 6,207 2,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 991: 1,691 -888 551 -1,531 1,506 711 1,169: 281 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 11.9 2.8 20.3 81.3 90.3 96.0: 9.7 4.0
Old : 100.0: 67.2 11.9 2.8 20.3 81.3 90.3 96.0: 9.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 94 37 16 35 35 135 83:
Old : 184: 94 37 16 35 35 135 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 39.0 34.4 53.7 22.6 38.0 33.0 52.0
Old : 23.9 39.0 34.4 53.7 22.6 38.0 33.0 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 277,349: 83,105 39,388 36,590 136,284 183,848 255,979 259,827: 21,370 17,522
Old : 277,349: 83,105 39,388 36,590 136,284 183,848 255,979 259,827: 21,370 17,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 13,392: -483 4,827 231 14,937 8,308 14,685 13,366: -1,292 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.2 13.2 49.1 66.3 92.3 93.7: 7.7 6.3
Old : 100.0: 30.0 14.2 13.2 49.1 66.3 92.3 93.7: 7.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 58 40 59 84 90 173 165:
Old : 204: 58 40 59 84 90 173 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 17.0 26.9 27.9 14.0 8.6 21.5 14.4
Old : 16.5 17.0 26.9 27.9 14.0 8.6 21.5 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 11,606: 3,997 200 570 4,676 6,667 9,243 7,437: 2,363 4,169
Old : 11,606: 3,997 200 570 4,676 6,667 9,243 7,437: 2,363 4,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 421: 191 0 135 87 365 413 500: 8 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 1.7 4.9 40.3 57.4 79.6 64.1: 20.4 35.9
Old : 100.0: 34.4 1.7 4.9 40.3 57.4 79.6 64.1: 20.4 35.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 1 6 7 9 15 15:
Old : 22: 7 1 6 7 9 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 43.8 61.7 56.1 28.6 36.8 48.5 45.0
Old : 39.0 43.8 61.7 56.1 28.6 36.8 48.5 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 11,861: 0 430 0 10,705 10,372 10,705 10,802: 1,156 1,059
Old : 11,861: 0 430 0 10,705 10,372 10,705 10,802: 1,156 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 90.3 87.4 90.3 91.1: 9.7 8.9
Old : 100.0: 0.0 3.6 0.0 90.3 87.4 90.3 91.1: 9.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 15 16 15 17:
Old : 20: 0 1 0 15 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 55.5 75.8 75.4 46.4 51.8 62.4 63.6
Old : 53.2 55.5 75.8 75.4 46.4 51.8 62.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,956: 1,111 685 497 6,216 6,640 7,824 7,822: 132 134
Old : 7,956: 1,111 685 497 6,216 6,640 7,824 7,822: 132 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 547: 100 0 247 200 300 547 547: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 8.6 6.2 78.1 83.5 98.3 98.3: 1.7 1.7
Old : 100.0: 14.0 8.6 6.2 78.1 83.5 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 3 27 24 32 30:
Old : 39: 3 4 3 27 24 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 36.0 62.8 61.1 31.7 26.2 37.8 37.1
Old : 42.7 36.0 62.8 61.1 31.7 26.2 37.8 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 66,162: 6,636 2,304 0 58,806 63,465 65,442 65,769: 720 393
Old : 66,162: 6,636 2,304 0 58,806 63,465 65,442 65,769: 720 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 2,841: 0 0 0 2,759 2,841 2,759 2,841: 82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 3.5 0.0 88.9 95.9 98.9 99.4: 1.1 0.6
Old : 100.0: 10.0 3.5 0.0 88.9 95.9 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 4 0 30 36 34 40:
Old : 56: 4 4 0 30 36 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 42.8 74.7 62.0 44.1 37.6 54.4 47.3
Old : 51.4 42.8 74.7 62.0 44.1 37.6 54.4 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,923: 4,055 0 190 8,588 12,684 12,833 12,874: 90 49
Old : 12,923: 4,055 0 190 8,588 12,684 12,833 12,874: 90 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 212: 100 0 -25 137 237 212 212: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 0.0 1.5 66.5 98.2 99.3 99.6: 0.7 0.4
Old : 100.0: 31.4 0.0 1.5 66.5 98.2 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 0 2 11 13 16 15:
Old : 22: 5 0 2 11 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 81.0 87.9 94.7 61.1 79.8 78.9 86.2
Old : 65.5 81.0 87.9 94.7 61.1 79.8 78.9 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 46,425: 969 6,340 0 45,441 40,085 46,410 46,425: 15 0
Old : 46,425: 969 6,340 0 45,441 40,085 46,410 46,425: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 915: 0 -50 0 915 965 915 915: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 13.7 0.0 97.9 86.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 13.7 0.0 97.9 86.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 0 26 25 28 28:
Old : 41: 2 3 0 26 25 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 55.7 74.1 79.7 44.3 52.4 65.2 71.9
Old : 50.7 55.7 74.1 79.7 44.3 52.4 65.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,340: 300 1,240 25 8,865 7,850 9,190 9,115: 150 225
Old : 9,340: 300 1,240 25 8,865 7,850 9,190 9,115: 150 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,150: 0 475 0 1,150 675 1,150 1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 13.3 0.3 94.9 84.0 98.4 97.6: 1.6 2.4
Old : 100.0: 3.2 13.3 0.3 94.9 84.0 98.4 97.6: 1.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 1 20 14 23 18:
Old : 32: 2 3 1 20 14 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 45.2 74.7 71.9 57.0 39.8 70.1 64.4
Old : 57.0 45.2 74.7 71.9 57.0 39.8 70.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,479: 1,934 4,287 1,195 22,041 19,556 25,170 25,038: 309 441
Old : 25,479: 1,934 4,287 1,195 22,041 19,556 25,170 25,038: 309 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 497: -308 68 124 681 315 497 507: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 16.8 4.7 86.5 76.8 98.8 98.3: 1.2 1.7
Old : 100.0: 7.6 16.8 4.7 86.5 76.8 98.8 98.3: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 8 3 34 29 41 38:
Old : 53: 5 8 3 34 29 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 40.2 58.5 65.0 29.8 32.6 49.2 51.1
Old : 32.9 40.2 58.5 65.0 29.8 32.6 49.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,783: 634 1,102 441 11,635 11,087 12,710 12,630: 73 153
Old : 12,783: 634 1,102 441 11,635 11,087 12,710 12,630: 73 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,031: -221 185 -8 1,260 934 1,031 1,111: 0 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.6 3.4 91.0 86.7 99.4 98.8: 0.6 1.2
Old : 100.0: 5.0 8.6 3.4 91.0 86.7 99.4 98.8: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 4 2 26 28 31 33:
Old : 44: 4 4 2 26 28 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 43.5 73.3 59.2 40.9 41.0 59.4 53.4
Old : 46.3 43.5 73.3 59.2 40.9 41.0 59.4 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 2,495: 679 420 290 1,441 1,697 2,410 2,407: 85 88
Old : 2,495: 679 420 290 1,441 1,697 2,410 2,407: 85 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 333: 20 50 70 243 213 333 333: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 16.8 11.6 57.8 68.0 96.6 96.5: 3.4 3.5
Old : 100.0: 27.2 16.8 11.6 57.8 68.0 96.6 96.5: 3.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 8 6 22 19 34 29:
Old : 45: 7 8 6 22 19 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 35.2 47.9 59.2 31.0 31.9 44.7 50.2
Old : 31.3 35.2 47.9 59.2 31.0 31.9 44.7 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,539: 4,020 300 1,392 16,815 20,607 22,227 22,299: 312 240
Old : 22,539: 4,020 300 1,392 16,815 20,607 22,227 22,299: 312 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 300: 0 0 0 540 540 540 540: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.3 6.2 74.6 91.4 98.6 98.9: 1.4 1.1
Old : 100.0: 17.8 1.3 6.2 74.6 91.4 98.6 98.9: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 4 14 13 19 17:
Old : 23: 2 1 4 14 13 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 69.6 74.7 85.7 30.6 50.9 45.7 52.5
Old : 51.0 69.6 74.7 85.7 30.6 50.9 45.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 28,466: 1,749 124 494 22,297 23,982 24,540 24,600: 3,926 3,866
Old : 28,466: 1,749 124 494 22,297 23,982 24,540 24,600: 3,926 3,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 1,194: 8 -408 144 804 1,292 956 1,028: 238 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.4 1.7 78.3 84.2 86.2 86.4: 13.8 13.6
Old : 100.0: 6.1 0.4 1.7 78.3 84.2 86.2 86.4: 13.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 17 20 19 22:
Old : 24: 1 1 2 17 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 44.1 73.3 64.0 50.2 40.5 60.6 55.1
Old : 56.3 44.1 73.3 64.0 50.2 40.5 60.6 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014