GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,520: 8,922 2,056 6,696 37,390 44,701 53,008 53,453: 512 67
Old : 53,520: 8,922 2,056 6,696 37,390 44,701 53,008 53,453: 512 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,041: 159 -6 58 1,836 2,031 2,053 2,083: -12 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.8 12.5 69.9 83.5 99.0 99.9: 1.0 0.1
Old : 100.0: 16.7 3.8 12.5 69.9 83.5 99.0 99.9: 1.0 0.1
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 : 59: 5 8 4 34 41 40 53:
Old : 59: 5 8 4 34 41 40 53:
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 33.1 70.8 53.4 27.2 16.0 33.5 23.3
Old : 51.0 33.1 70.8 53.4 27.2 16.0 33.5 23.3
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,296: 0 0 0 5,296 5,296 5,296 5,296: 0 0
Old : 5,296: 0 0 0 5,296 5,296 5,296 5,296: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 102: 0 0 0 102 102 102 102: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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: 0 0 0 16 17 16 17:
Old : 22: 0 0 0 16 17 16 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 : 64.4 52.5 85.0 78.0 47.8 39.8 57.4 57.5
Old : 64.4 52.5 85.0 78.0 47.8 39.8 57.4 57.5
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,656: 753 229 755 11,174 11,958 12,682 12,942: 974 714
Old : 13,656: 753 229 755 11,174 11,958 12,682 12,942: 974 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 733: 32 -5 15 648 732 695 742: 38 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.7 5.5 81.8 87.6 92.9 94.8: 7.1 5.2
Old : 100.0: 5.5 1.7 5.5 81.8 87.6 92.9 94.8: 7.1 5.2
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 8 33 35 42 43:
Old : 44: 4 4 8 33 35 42 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 : 43.6 39.9 62.6 60.6 18.7 22.9 24.6 27.1
Old : 43.6 39.9 62.6 60.6 18.7 22.9 24.6 27.1
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,101: 65 421 319 3,058 2,797 3,442 3,537: 659 564
Old : 4,101: 65 421 319 3,058 2,797 3,442 3,537: 659 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 186: 0 -10 31 54 201 85 222: 101 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.3 7.8 74.6 68.2 83.9 86.2: 16.1 13.8
Old : 100.0: 1.6 10.3 7.8 74.6 68.2 83.9 86.2: 16.1 13.8
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 : 34: 2 3 4 27 27 32 31:
Old : 34: 2 3 4 27 27 32 31:
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 : 32.1 31.8 50.9 52.0 18.5 22.1 27.7 30.2
Old : 32.1 31.8 50.9 52.0 18.5 22.1 27.7 30.2
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,554: 544 137 488 4,914 5,345 5,946 5,970: 608 584
Old : 6,554: 544 137 488 4,914 5,345 5,946 5,970: 608 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 773: 45 -2 -5 706 837 746 830: 27 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.1 7.4 75.0 81.6 90.7 91.1: 9.3 8.9
Old : 100.0: 8.3 2.1 7.4 75.0 81.6 90.7 91.1: 9.3 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 : 37: 2 2 3 30 29 34 32:
Old : 37: 2 2 3 30 29 34 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 : 35.0 42.5 53.9 65.0 15.0 25.9 21.8 29.8
Old : 35.0 42.5 53.9 65.0 15.0 25.9 21.8 29.8
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,951: 581 744 667 6,377 5,938 7,625 7,349: 326 602
Old : 7,951: 581 744 667 6,377 5,938 7,625 7,349: 326 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 369: -102 28 62 328 311 288 401: 81 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.4 8.4 80.2 74.7 95.9 92.4: 4.1 7.6
Old : 100.0: 7.3 9.4 8.4 80.2 74.7 95.9 92.4: 4.1 7.6
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 : 58: 5 9 9 33 37 45 48:
Old : 58: 5 9 9 33 37 45 48:
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 : 34.2 36.2 52.5 50.4 33.3 32.9 48.5 44.8
Old : 34.2 36.2 52.5 50.4 33.3 32.9 48.5 44.8
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,630: 303 736 40 939 816 1,282 1,592: 348 38
Old : 1,630: 303 736 40 939 816 1,282 1,592: 348 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 35: 0 0 0 35 35 35 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 45.2 2.5 57.6 50.1 78.7 97.7: 21.3 2.3
Old : 100.0: 18.6 45.2 2.5 57.6 50.1 78.7 97.7: 21.3 2.3
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 5 2 11 12 14 17:
Old : 24: 1 5 2 11 12 14 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 : 49.0 62.9 66.4 81.0 45.0 61.7 61.4 78.6
Old : 49.0 62.9 66.4 81.0 45.0 61.7 61.4 78.6
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,055: 183 5,242 5,294 32,471 27,519 37,948 38,055: 107 0
Old : 38,055: 183 5,242 5,294 32,471 27,519 37,948 38,055: 107 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 108: -75 -120 -10 193 238 108 108: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 13.8 13.9 85.3 72.3 99.7 100.0: 0.3 0.0
Old : 100.0: 0.5 13.8 13.9 85.3 72.3 99.7 100.0: 0.3 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 : 38: 2 3 2 30 23 34 26:
Old : 38: 2 3 2 30 23 34 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 : 47.2 68.9 70.2 86.3 38.1 51.8 49.9 57.1
Old : 47.2 68.9 70.2 86.3 38.1 51.8 49.9 57.1
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,219: 962 1,019 358 3,309 3,608 4,629 4,985: 590 234
Old : 5,219: 962 1,019 358 3,309 3,608 4,629 4,985: 590 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 89: 129 124 -5 -25 -40 99 79: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.5 6.9 63.4 69.1 88.7 95.5: 11.3 4.5
Old : 100.0: 18.4 19.5 6.9 63.4 69.1 88.7 95.5: 11.3 4.5
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 : 37: 7 4 4 16 17 25 23:
Old : 37: 7 4 4 16 17 25 23:
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 : 40.5 55.6 62.0 75.7 34.2 49.1 54.0 66.1
Old : 40.5 55.6 62.0 75.7 34.2 49.1 54.0 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tons :
: : :
All : 4,342: 570 0 431 3,104 3,741 4,105 4,172: 237 170
Old : 4,342: 570 0 431 3,104 3,741 4,105 4,172: 237 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 200: -55 0 45 200 155 190 200: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 0.0 9.9 71.5 86.2 94.5 96.1: 5.5 3.9
Old : 100.0: 13.1 0.0 9.9 71.5 86.2 94.5 96.1: 5.5 3.9
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 : 23: 3 0 2 18 15 21 17:
Old : 23: 3 0 2 18 15 21 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 : 50.1 58.3 72.0 79.5 29.1 43.3 42.6 50.2
Old : 50.1 58.3 72.0 79.5 29.1 43.3 42.6 50.2
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 396,945: 67,195 90,861 75,881 206,629 194,550 349,705 361,292: 47,240 35,653
Old : 396,945: 67,195 90,861 75,881 206,629 194,550 349,705 361,292: 47,240 35,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -42,079: 1,338 -1,541 -27,949 -16,470 -11,025 -43,081 -40,515: 1,002 -1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.9 19.1 52.1 49.0 88.1 91.0: 11.9 9.0
Old : 100.0: 16.9 22.9 19.1 52.1 49.0 88.1 91.0: 11.9 9.0
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 : 182: 44 44 43 83 82 155 144:
Old : 182: 44 44 43 83 82 155 144:
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 : 12.7 15.5 22.1 26.4 9.4 13.4 16.3 22.0
Old : 12.7 15.5 22.1 26.4 9.4 13.4 16.3 22.0
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,329: 0 600 50 40,780 46,991 40,830 47,641: 12,499 5,688
Old : 53,329: 0 600 50 40,780 46,991 40,830 47,641: 12,499 5,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,038: 0 -550 50 2,184 2,146 2,234 1,646: -196 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.1 76.5 88.1 76.6 89.3: 23.4 10.7
Old : 100.0: 0.0 1.1 0.1 76.5 88.1 76.6 89.3: 23.4 10.7
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 : 27: 0 1 1 22 25 23 26:
Old : 27: 0 1 1 22 25 23 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 : 45.6 46.4 59.2 65.3 41.2 43.5 47.3 57.3
Old : 45.6 46.4 59.2 65.3 41.2 43.5 47.3 57.3
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,002,032: 246,152 476,984 307,672 380,818 179,491 934,642 964,147: 67,390 37,885
Old : 1,002,032: 246,152 476,984 307,672 380,818 179,491 934,642 964,147: 67,390 37,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -35,171: 5,111 7,857 -32,802 -9,923 -5,552 -37,614 -30,497: 2,443 -4,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 47.6 30.7 38.0 17.9 93.3 96.2: 6.7 3.8
Old : 100.0: 24.6 47.6 30.7 38.0 17.9 93.3 96.2: 6.7 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 : 274: 89 112 121 62 52 231 213:
Old : 274: 89 112 121 62 52 231 213:
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 : 16.3 26.1 27.3 39.5 12.3 23.2 19.1 29.1
Old : 16.3 26.1 27.3 39.5 12.3 23.2 19.1 29.1
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 971,446: 80,559 43,383 316,934 568,188 606,956 965,681 967,273: 5,765 4,173
Old : 971,446: 80,559 43,383 316,934 568,188 606,956 965,681 967,273: 5,765 4,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -249,037: -23,481 -15,868 -145,958 -78,674 -86,598 -248,113 -248,424: -924 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.5 32.6 58.5 62.5 99.4 99.6: 0.6 0.4
Old : 100.0: 8.3 4.5 32.6 58.5 62.5 99.4 99.6: 0.6 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 : 127: 34 38 59 51 52 116 118:
Old : 127: 34 38 59 51 52 116 118:
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 : 41.4 38.7 61.5 57.1 8.9 6.6 11.5 9.8
Old : 41.4 38.7 61.5 57.1 8.9 6.6 11.5 9.8
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 438,410: 197,146 148,520 84,163 149,175 196,439 430,483 429,123: 7,927 9,288
Old : 438,410: 197,146 148,520 84,163 149,175 196,439 430,483 429,123: 7,927 9,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 13,901: 9,506 1,289 5,701 -2,061 6,670 13,146 13,660: 755 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 33.9 19.2 34.0 44.8 98.2 97.9: 1.8 2.1
Old : 100.0: 45.0 33.9 19.2 34.0 44.8 98.2 97.9: 1.8 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 : 76: 19 17 27 36 35 72 62:
Old : 76: 19 17 27 36 35 72 62:
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 : 49.1 40.4 62.0 55.7 45.5 35.5 50.2 43.1
Old : 49.1 40.4 62.0 55.7 45.5 35.5 50.2 43.1
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 119,853: 31,935 50,287 19,853 65,299 47,709 117,087 117,849: 2,766 2,004
Old : 119,853: 31,935 50,287 19,853 65,299 47,709 117,087 117,849: 2,766 2,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,798: -1,116 3,178 403 3,848 2,348 3,135 5,929: -337 -3,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 42.0 16.6 54.5 39.8 97.7 98.3: 2.3 1.7
Old : 100.0: 26.6 42.0 16.6 54.5 39.8 97.7 98.3: 2.3 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 : 58: 19 12 24 25 27 53 54:
Old : 58: 19 12 24 25 27 53 54:
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 43.9 51.5 66.0 27.0 31.2 34.1 43.6
Old : 36.8 43.9 51.5 66.0 27.0 31.2 34.1 43.6
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,801,000: 775,687 98,080 185,294 785,696 1,485,612 1,746,677 1,768,986: 54,323 32,014
Old : 1,801,000: 775,687 98,080 185,294 785,696 1,485,612 1,746,677 1,768,986: 54,323 32,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 27,501: 17,177 -18,689 4,948 7,646 45,327 29,771 31,586: -2,270 -4,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 5.4 10.3 43.6 82.5 97.0 98.2: 3.0 1.8
Old : 100.0: 43.1 5.4 10.3 43.6 82.5 97.0 98.2: 3.0 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 : 112: 30 15 37 59 52 101 95:
Old : 112: 30 15 37 59 52 101 95:
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 : 44.7 39.0 59.7 58.0 40.3 36.4 49.3 51.7
Old : 44.7 39.0 59.7 58.0 40.3 36.4 49.3 51.7
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 641,976: 38,980 160,343 137,404 463,329 340,491 639,713 638,238: 2,263 3,738
Old : 641,976: 38,980 160,343 137,404 463,329 340,491 639,713 638,238: 2,263 3,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 23,636: 12,682 8,012 5,740 7,547 9,630 25,969 23,382: -2,333 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 25.0 21.4 72.2 53.0 99.6 99.4: 0.4 0.6
Old : 100.0: 6.1 25.0 21.4 72.2 53.0 99.6 99.4: 0.4 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 : 79: 15 21 25 40 35 69 67:
Old : 79: 15 21 25 40 35 69 67:
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 : 29.4 37.1 47.2 58.7 16.4 19.6 24.3 26.3
Old : 29.4 37.1 47.2 58.7 16.4 19.6 24.3 26.3
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,112: 57,817 40,635 19,354 27,916 44,965 105,087 104,954: 1,025 1,158
Old : 106,112: 57,817 40,635 19,354 27,916 44,965 105,087 104,954: 1,025 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,950: 962 4,301 477 1,571 -1,773 3,010 3,005: -60 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 38.3 18.2 26.3 42.4 99.0 98.9: 1.0 1.1
Old : 100.0: 54.5 38.3 18.2 26.3 42.4 99.0 98.9: 1.0 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 : 58: 18 19 21 19 17 47 47:
Old : 58: 18 19 21 19 17 47 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 : 38.8 33.7 58.0 55.5 34.7 31.4 48.7 46.7
Old : 38.8 33.7 58.0 55.5 34.7 31.4 48.7 46.7
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,878: 20,069 18,028 2,344 9,540 11,851 31,953 32,223: 925 655
Old : 32,878: 20,069 18,028 2,344 9,540 11,851 31,953 32,223: 925 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 230: 670 225 -130 -455 85 85 180: 145 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 54.8 7.1 29.0 36.0 97.2 98.0: 2.8 2.0
Old : 100.0: 61.0 54.8 7.1 29.0 36.0 97.2 98.0: 2.8 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 : 43: 17 12 12 12 12 33 32:
Old : 43: 17 12 12 12 12 33 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 : 59.1 45.2 73.7 66.7 52.2 44.8 66.0 63.4
Old : 59.1 45.2 73.7 66.7 52.2 44.8 66.0 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 TONS) :
: : :
All : 2,901: 486 756 1,310 1,098 832 2,895 2,899: 6 2
Old : 2,901: 486 756 1,310 1,098 832 2,895 2,899: 6 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 180: 2 39 68 111 72 180 180: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 26.1 45.2 37.8 28.7 99.8 99.9: 0.2 0.1
Old : 100.0: 16.8 26.1 45.2 37.8 28.7 99.8 99.9: 0.2 0.1
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 : 22: 10 6 10 5 4 19 16:
Old : 22: 10 6 10 5 4 19 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 : 66.2 71.5 88.6 92.8 21.9 25.9 28.4 29.5
Old : 66.2 71.5 88.6 92.8 21.9 25.9 28.4 29.5
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,973: 2,316 1,080 4,562 39,626 40,761 46,504 46,403: 469 570
Old : 46,973: 2,316 1,080 4,562 39,626 40,761 46,504 46,403: 469 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,217: 2 383 -274 2,460 2,043 2,188 2,152: 28 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.3 9.7 84.4 86.8 99.0 98.8: 1.0 1.2
Old : 100.0: 4.9 2.3 9.7 84.4 86.8 99.0 98.8: 1.0 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 : 83: 10 8 10 48 58 64 71:
Old : 83: 10 8 10 48 58 64 71:
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 : 26.6 38.0 44.2 55.5 22.9 25.4 33.4 32.7
Old : 26.6 38.0 44.2 55.5 22.9 25.4 33.4 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,765: 0 100 0 2,715 2,665 2,715 2,765: 50 0
Old : 2,765: 0 100 0 2,715 2,665 2,715 2,765: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 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 3.6 0.0 98.2 96.4 98.2 100.0: 1.8 0.0
Old : 100.0: 0.0 3.6 0.0 98.2 96.4 98.2 100.0: 1.8 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 : 21: 0 1 0 13 12 13 13:
Old : 21: 0 1 0 13 12 13 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 : 60.0 77.0 85.9 93.3 59.3 65.6 77.4 81.0
Old : 60.0 77.0 85.9 93.3 59.3 65.6 77.4 81.0
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,927: 160 1,091 576 3,856 3,006 4,592 4,673: 335 254
Old : 4,927: 160 1,091 576 3,856 3,006 4,592 4,673: 335 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 417: -30 127 70 208 197 248 394: 169 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 22.1 11.7 78.3 61.0 93.2 94.8: 6.8 5.2
Old : 100.0: 3.2 22.1 11.7 78.3 61.0 93.2 94.8: 6.8 5.2
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: 2 8 8 20 28 28 40:
Old : 44: 2 8 8 20 28 28 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 : 36.4 36.4 61.9 54.5 32.2 33.1 49.6 45.6
Old : 36.4 36.4 61.9 54.5 32.2 33.1 49.6 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,351: 938 0 218 18,742 19,744 19,898 19,962: 2,453 2,390
Old : 22,351: 938 0 218 18,742 19,744 19,898 19,962: 2,453 2,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 24: 0 0 0 104 42 104 42: -79 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 1.0 83.9 88.3 89.0 89.3: 11.0 10.7
Old : 100.0: 4.2 0.0 1.0 83.9 88.3 89.0 89.3: 11.0 10.7
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 : 24: 3 0 2 19 18 22 20:
Old : 24: 3 0 2 19 18 22 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 : 57.8 63.2 75.6 79.9 38.4 48.6 47.9 52.4
Old : 57.8 63.2 75.6 79.9 38.4 48.6 47.9 52.4
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,349,585: 0 0 0 1,349,585 1,349,585 1,349,585 1,349,585: 0 0
Old : 1,349,585: 0 0 0 1,349,585 1,349,585 1,349,585 1,349,585: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 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 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 21: 0 0 0 12 16 12 16:
Old : 21: 0 0 0 12 16 12 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 : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3
Old : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,704: 3,635 2,450 2,540 132,529 133,714 138,704 138,704: 0 0
Old : 138,704: 3,635 2,450 2,540 132,529 133,714 138,704 138,704: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.8 1.8 95.5 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 1.8 1.8 95.5 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 : 29: 1 1 1 20 19 21 21:
Old : 29: 1 1 1 20 19 21 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 : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1
Old : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,939,399: 0 292,400 0 2,939,399 2,646,972 2,939,399 2,939,372: -0 27
Old : 2,939,399: 0 292,400 0 2,939,399 2,646,972 2,939,399 2,939,372: -0 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -1: 0 0 0 -1 0 -1 0: -0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.0 100.0 90.1 100.0 100.0: -0.0 0.0
Old : 100.0: 0.0 9.9 0.0 100.0 90.1 100.0 100.0: -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 : 27: 0 1 0 22 14 22 15:
Old : 27: 0 1 0 22 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 : 73.8 82.6 91.1 94.0 49.4 57.8 61.0 63.9
Old : 73.8 82.6 91.1 94.0 49.4 57.8 61.0 63.9
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,004: 746 42 3,603 49,655 50,208 54,004 53,853: 0 151
Old : 54,004: 746 42 3,603 49,655 50,208 54,004 53,853: 0 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 6.7 91.9 93.0 100.0 99.7: 0.0 0.3
Old : 100.0: 1.4 0.1 6.7 91.9 93.0 100.0 99.7: 0.0 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 : 22: 1 1 2 14 12 16 14:
Old : 22: 1 1 2 14 12 16 14:
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 : 64.0 75.0 88.0 93.5 56.6 66.9 68.4 74.0
Old : 64.0 75.0 88.0 93.5 56.6 66.9 68.4 74.0
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,452,355: 154,821 7,590 70,912 1,226,622 1,373,853 1,452,355 1,452,355: 0 0
Old : 1,452,355: 154,821 7,590 70,912 1,226,622 1,373,853 1,452,355 1,452,355: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.5 4.9 84.5 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.7 0.5 4.9 84.5 94.6 100.0 100.0: 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: 2 1 2 16 10 18 13:
Old : 24: 2 1 2 16 10 18 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 : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2
Old : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,181: 275 162 31 9,815 9,868 10,121 10,061: 60 120
Old : 10,181: 275 162 31 9,815 9,868 10,121 10,061: 60 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,406: 39 0 1 2,446 2,420 2,486 2,421: -80 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.6 0.3 96.4 96.9 99.4 98.8: 0.6 1.2
Old : 100.0: 2.7 1.6 0.3 96.4 96.9 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 : 23: 2 1 2 17 15 19 18:
Old : 23: 2 1 2 17 15 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 : 54.3 55.5 82.0 76.9 38.7 43.8 56.0 56.0
Old : 54.3 55.5 82.0 76.9 38.7 43.8 56.0 56.0
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,019: 1,269 6,864 1,632 66,287 61,040 69,188 69,536: 831 483
Old : 70,019: 1,269 6,864 1,632 66,287 61,040 69,188 69,536: 831 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -739: 38 180 -5 -648 -957 -615 -782: -124 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 9.8 2.3 94.7 87.2 98.8 99.3: 1.2 0.7
Old : 100.0: 1.8 9.8 2.3 94.7 87.2 98.8 99.3: 1.2 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 : 67: 5 8 7 49 46 60 56:
Old : 67: 5 8 7 49 46 60 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 : 41.9 35.5 62.9 59.1 23.3 27.0 33.2 36.1
Old : 41.9 35.5 62.9 59.1 23.3 27.0 33.2 36.1
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,188: 754 2,910 280 18,425 16,769 19,459 19,959: 729 229
Old : 20,188: 754 2,910 280 18,425 16,769 19,459 19,959: 729 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 177: -120 330 96 241 -249 217 177: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 14.4 1.4 91.3 83.1 96.4 98.9: 3.6 1.1
Old : 100.0: 3.7 14.4 1.4 91.3 83.1 96.4 98.9: 3.6 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 : 41: 3 3 2 30 27 33 32:
Old : 41: 3 3 2 30 27 33 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 : 41.6 36.4 64.1 58.4 38.0 24.6 47.8 37.0
Old : 41.6 36.4 64.1 58.4 38.0 24.6 47.8 37.0
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,710: 155 1,245 2,304 11,059 9,977 13,518 13,526: 192 184
Old : 13,710: 155 1,245 2,304 11,059 9,977 13,518 13,526: 192 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 551: 0 -116 166 360 511 526 561: 25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 9.1 16.8 80.7 72.8 98.6 98.7: 1.4 1.3
Old : 100.0: 1.1 9.1 16.8 80.7 72.8 98.6 98.7: 1.4 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 : 28: 2 3 4 18 20 23 24:
Old : 28: 2 3 4 18 20 23 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 : 54.5 42.1 78.7 66.5 33.0 24.3 45.5 40.4
Old : 54.5 42.1 78.7 66.5 33.0 24.3 45.5 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,264: 585 789 18 9,024 9,364 9,627 10,171: 637 93
Old : 10,264: 585 789 18 9,024 9,364 9,627 10,171: 637 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 521: 60 0 -1 447 522 506 521: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.7 0.2 87.9 91.2 93.8 99.1: 6.2 0.9
Old : 100.0: 5.7 7.7 0.2 87.9 91.2 93.8 99.1: 6.2 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 : 28: 2 2 1 21 18 24 20:
Old : 28: 2 2 1 21 18 24 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 : 55.9 55.1 74.9 79.7 41.6 53.9 53.5 67.4
Old : 55.9 55.1 74.9 79.7 41.6 53.9 53.5 67.4
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,532,558: 502,034 197,607 989,986 939,360 1,255,976 2,431,380 2,443,570: 101,178 88,988
Old : 2,532,558: 502,034 197,607 989,986 939,360 1,255,976 2,431,380 2,443,570: 101,178 88,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 41,080: 16,222 40,452 -15,103 28,095 19,851 29,213 45,200: 11,866 -4,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 7.8 39.1 37.1 49.6 96.0 96.5: 4.0 3.5
Old : 100.0: 19.8 7.8 39.1 37.1 49.6 96.0 96.5: 4.0 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 : 433: 163 142 216 97 101 370 366:
Old : 433: 163 142 216 97 101 370 366:
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 : 10.9 15.0 18.9 23.6 8.1 8.1 12.8 12.6
Old : 10.9 15.0 18.9 23.6 8.1 8.1 12.8 12.6
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 190,503: 37,200 63,619 58,736 88,729 62,071 184,665 184,426: 5,838 6,077
Old : 190,503: 37,200 63,619 58,736 88,729 62,071 184,665 184,426: 5,838 6,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -9,639: 2,444 -10,814 436 -13,350 1,393 -10,469 -8,985: 830 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 33.4 30.8 46.6 32.6 96.9 96.8: 3.1 3.2
Old : 100.0: 19.5 33.4 30.8 46.6 32.6 96.9 96.8: 3.1 3.2
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 : 26: 5 4 8 15 14 24 22:
Old : 26: 5 4 8 15 14 24 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 : 65.0 67.3 83.9 85.2 44.0 43.7 50.5 50.9
Old : 65.0 67.3 83.9 85.2 44.0 43.7 50.5 50.9
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,488: 66,907 16,479 1,425 43,259 73,125 111,591 91,029: 23,897 44,459
Old : 135,488: 66,907 16,479 1,425 43,259 73,125 111,591 91,029: 23,897 44,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 3,157: 1,154 585 -24 236 896 1,366 1,457: 1,791 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 12.2 1.1 31.9 54.0 82.4 67.2: 17.6 32.8
Old : 100.0: 49.4 12.2 1.1 31.9 54.0 82.4 67.2: 17.6 32.8
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 : 27: 5 7 2 14 13 20 21:
Old : 27: 5 7 2 14 13 20 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 : 54.1 31.2 70.4 47.0 52.8 30.6 67.8 43.4
Old : 54.1 31.2 70.4 47.0 52.8 30.6 67.8 43.4
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,531: 3,781 2,182 17,822 9,922 11,206 31,525 31,210: 1,007 1,322
Old : 32,531: 3,781 2,182 17,822 9,922 11,206 31,525 31,210: 1,007 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 4,578: 764 445 3,585 -19 177 4,330 4,207: 248 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.7 54.8 30.5 34.4 96.9 95.9: 3.1 4.1
Old : 100.0: 11.6 6.7 54.8 30.5 34.4 96.9 95.9: 3.1 4.1
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 : 33: 10 9 18 11 10 32 29:
Old : 33: 10 9 18 11 10 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 : 35.9 37.5 58.6 57.8 16.6 12.0 21.2 18.9
Old : 35.9 37.5 58.6 57.8 16.6 12.0 21.2 18.9
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,078: 24,834 2,351 47,414 140,003 161,188 212,251 210,954: 12,827 14,124
Old : 225,078: 24,834 2,351 47,414 140,003 161,188 212,251 210,954: 12,827 14,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 11,855: 3,660 470 2,416 10,014 13,436 16,090 16,322: -4,236 -4,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.0 21.1 62.2 71.6 94.3 93.7: 5.7 6.3
Old : 100.0: 11.0 1.0 21.1 62.2 71.6 94.3 93.7: 5.7 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 : 34: 8 2 10 24 24 34 34:
Old : 34: 8 2 10 24 24 34 34:
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 : 28.2 28.8 47.0 45.8 9.0 9.3 13.9 14.1
Old : 28.2 28.8 47.0 45.8 9.0 9.3 13.9 14.1
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 174,110: 6,548 58,353 77,628 82,987 31,413 167,163 167,393: 6,948 6,717
Old : 174,110: 6,548 58,353 77,628 82,987 31,413 167,163 167,393: 6,948 6,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 4,315: -1,999 -364 2,961 1,769 1,147 2,732 3,744: 1,584 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 33.5 44.6 47.7 18.0 96.0 96.1: 4.0 3.9
Old : 100.0: 3.8 33.5 44.6 47.7 18.0 96.0 96.1: 4.0 3.9
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 : 47: 13 17 28 13 13 44 42:
Old : 47: 13 17 28 13 13 44 42:
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 : 46.2 44.7 61.5 64.4 31.1 27.0 35.0 33.8
Old : 46.2 44.7 61.5 64.4 31.1 27.0 35.0 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,524: 2,471 478 1,142 4,646 6,609 8,258 8,229: 266 296
Old : 8,524: 2,471 478 1,142 4,646 6,609 8,258 8,229: 266 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 580: -257 -37 296 568 175 607 434: -27 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.6 13.4 54.5 77.5 96.9 96.5: 3.1 3.5
Old : 100.0: 29.0 5.6 13.4 54.5 77.5 96.9 96.5: 3.1 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 : 21: 9 4 5 7 6 18 13:
Old : 21: 9 4 5 7 6 18 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 : 49.5 69.4 74.4 91.6 43.4 53.1 54.2 57.6
Old : 49.5 69.4 74.4 91.6 43.4 53.1 54.2 57.6
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,316: 901 1,939 10,857 4,358 3,270 16,116 16,066: 199 249
Old : 16,316: 901 1,939 10,857 4,358 3,270 16,116 16,066: 199 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 38: -585 -327 591 -80 492 -74 756: 112 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.9 66.5 26.7 20.0 98.8 98.5: 1.2 1.5
Old : 100.0: 5.5 11.9 66.5 26.7 20.0 98.8 98.5: 1.2 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 : 21: 5 4 5 8 9 15 16:
Old : 21: 5 4 5 8 9 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 : 70.0 70.4 92.3 86.9 18.3 13.3 20.5 18.7
Old : 70.0 70.4 92.3 86.9 18.3 13.3 20.5 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 211,278: 27,865 34,303 117,266 63,527 57,206 208,659 208,775: 2,620 2,503
Old : 211,278: 27,865 34,303 117,266 63,527 57,206 208,659 208,775: 2,620 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -1,876: 4,190 -1,731 2,409 -9,862 -3,576 -3,262 -2,898: 1,386 1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.2 55.5 30.1 27.1 98.8 98.8: 1.2 1.2
Old : 100.0: 13.2 16.2 55.5 30.1 27.1 98.8 98.8: 1.2 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 : 20: 5 5 8 10 7 18 17:
Old : 20: 5 5 8 10 7 18 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 : 78.8 73.9 93.9 92.3 13.8 16.3 16.4 16.9
Old : 78.8 73.9 93.9 92.3 13.8 16.3 16.4 16.9
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,460: 0 0 0 11,415 11,460 11,415 11,460: 45 0
Old : 11,460: 0 0 0 11,415 11,460 11,415 11,460: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -1,411: 0 -30 0 -1,456 -1,369 -1,456 -1,399: 45 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 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: 0 0 0 22 16 22 16:
Old : 28: 0 0 0 22 16 22 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 : 50.6 80.9 73.5 92.4 47.6 79.7 69.4 90.1
Old : 50.6 80.9 73.5 92.4 47.6 79.7 69.4 90.1
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,836: 24,421 4,840 797 6,571 27,086 31,789 32,722: 2,047 1,114
Old : 33,836: 24,421 4,840 797 6,571 27,086 31,789 32,722: 2,047 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -1,248: 113 -495 -631 -798 -146 -1,317 -1,271: 69 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 14.3 2.4 19.4 80.0 93.9 96.7: 6.1 3.3
Old : 100.0: 72.2 14.3 2.4 19.4 80.0 93.9 96.7: 6.1 3.3
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 : 152: 71 34 12 28 37 105 79:
Old : 152: 71 34 12 28 37 105 79:
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 44.2 45.6 59.1 33.0 41.5 45.5 56.3
Old : 33.0 44.2 45.6 59.1 33.0 41.5 45.5 56.3
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,077: 47,323 22,948 1,049 15,295 42,222 63,667 66,218: 6,410 3,858
Old : 70,077: 47,323 22,948 1,049 15,295 42,222 63,667 66,218: 6,410 3,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,322: 500 3,407 322 318 -2,995 1,141 733: 182 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 32.7 1.5 21.8 60.3 90.9 94.5: 9.1 5.5
Old : 100.0: 67.5 32.7 1.5 21.8 60.3 90.9 94.5: 9.1 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 : 231: 123 52 22 36 38 168 105:
Old : 231: 123 52 22 36 38 168 105:
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 : 20.8 31.6 30.6 47.0 20.8 29.4 30.4 44.6
Old : 20.8 31.6 30.6 47.0 20.8 29.4 30.4 44.6
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 359,458: 117,766 49,066 77,966 143,640 213,799 339,372 340,830: 20,086 18,628
Old : 359,458: 117,766 49,066 77,966 143,640 213,799 339,372 340,830: 20,086 18,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -17,622: -469 4,298 -13,340 -4,557 -8,605 -18,366 -17,647: 743 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 13.6 21.7 40.0 59.5 94.4 94.8: 5.6 5.2
Old : 100.0: 32.8 13.6 21.7 40.0 59.5 94.4 94.8: 5.6 5.2
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 : 220: 75 40 65 81 93 184 176:
Old : 220: 75 40 65 81 93 184 176:
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 : 14.8 14.8 24.3 23.6 11.6 10.8 17.7 16.3
Old : 14.8 14.8 24.3 23.6 11.6 10.8 17.7 16.3
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,366: 4,704 5,646 922 7,218 6,663 12,844 13,231: 3,522 3,135
Old : 16,366: 4,704 5,646 922 7,218 6,663 12,844 13,231: 3,522 3,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 546: 242 41 136 471 356 849 533: -303 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 34.5 5.6 44.1 40.7 78.5 80.8: 21.5 19.2
Old : 100.0: 28.7 34.5 5.6 44.1 40.7 78.5 80.8: 21.5 19.2
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 : 25: 4 6 9 11 10 21 19:
Old : 25: 4 6 9 11 10 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 : 35.6 48.5 58.0 63.2 33.2 46.5 51.9 60.1
Old : 35.6 48.5 58.0 63.2 33.2 46.5 51.9 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,673: 0 1,411 30 12,975 9,785 13,005 11,226: 668 2,447
Old : 13,673: 0 1,411 30 12,975 9,785 13,005 11,226: 668 2,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 0.2 94.9 71.6 95.1 82.1: 4.9 17.9
Old : 100.0: 0.0 10.3 0.2 94.9 71.6 95.1 82.1: 4.9 17.9
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: 0 2 1 14 17 15 19:
Old : 22: 0 2 1 14 17 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 : 58.7 39.7 85.0 61.6 43.1 34.5 63.2 47.2
Old : 58.7 39.7 85.0 61.6 43.1 34.5 63.2 47.2
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,245: 500 385 1,255 20,775 20,452 22,530 22,092: 715 1,153
Old : 23,245: 500 385 1,255 20,775 20,452 22,530 22,092: 715 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,265: -100 385 505 1,035 565 1,440 1,455: -175 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.7 5.4 89.4 88.0 96.9 95.0: 3.1 5.0
Old : 100.0: 2.2 1.7 5.4 89.4 88.0 96.9 95.0: 3.1 5.0
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: 2 2 5 18 19 23 24:
Old : 25: 2 2 5 18 19 23 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 : 51.6 48.2 72.7 67.2 36.1 31.4 42.6 38.9
Old : 51.6 48.2 72.7 67.2 36.1 31.4 42.6 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,479: 2,693 2,916 5,081 8,712 10,177 16,486 18,174: 4,993 3,305
Old : 21,479: 2,693 2,916 5,081 8,712 10,177 16,486 18,174: 4,993 3,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,227: 83 345 221 -581 289 -277 855: 1,504 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.6 23.7 40.6 47.4 76.8 84.6: 23.2 15.4
Old : 100.0: 12.5 13.6 23.7 40.6 47.4 76.8 84.6: 23.2 15.4
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 : 24: 5 3 5 13 15 20 21:
Old : 24: 5 3 5 13 15 20 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 : 43.3 39.2 60.1 60.7 25.7 22.6 37.9 37.5
Old : 43.3 39.2 60.1 60.7 25.7 22.6 37.9 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 21,857: 12,361 18,519 75 9,233 3,250 21,669 21,844: 188 13
Old : 21,857: 12,361 18,519 75 9,233 3,250 21,669 21,844: 188 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 275: 231 67 75 -31 134 275 276: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 84.7 0.3 42.2 14.9 99.1 99.9: 0.9 0.1
Old : 100.0: 56.6 84.7 0.3 42.2 14.9 99.1 99.9: 0.9 0.1
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 : 25: 7 2 1 13 6 20 9:
Old : 25: 7 2 1 13 6 20 9:
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 : 63.3 97.3 83.5 99.9 63.3 96.3 83.5 98.5
Old : 63.3 97.3 83.5 99.9 63.3 96.3 83.5 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 5,989: 3,228 3,529 1,367 1,180 938 5,775 5,834: 214 155
Old : 5,989: 3,228 3,529 1,367 1,180 938 5,775 5,834: 214 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 430: 60 310 0 460 130 520 440: -90 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 58.9 22.8 19.7 15.7 96.4 97.4: 3.6 2.6
Old : 100.0: 53.9 58.9 22.8 19.7 15.7 96.4 97.4: 3.6 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 : 21: 6 10 8 5 5 16 18:
Old : 21: 6 10 8 5 5 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 : 62.4 50.1 85.3 75.1 55.9 42.3 61.7 58.2
Old : 62.4 50.1 85.3 75.1 55.9 42.3 61.7 58.2
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,744: 658 1,191 600 3,380 2,870 4,638 4,661: 106 83
Old : 4,744: 658 1,191 600 3,380 2,870 4,638 4,661: 106 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 161: 53 -118 100 8 179 161 161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 25.1 12.6 71.2 60.5 97.8 98.3: 2.2 1.7
Old : 100.0: 13.9 25.1 12.6 71.2 60.5 97.8 98.3: 2.2 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 : 23: 4 4 1 13 10 18 14:
Old : 23: 4 4 1 13 10 18 14:
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 : 58.9 65.2 80.6 86.0 21.5 27.9 32.4 38.0
Old : 58.9 65.2 80.6 86.0 21.5 27.9 32.4 38.0
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,346: 6,129 0 0 28,187 34,346 34,316 34,346: 30 0
Old : 34,346: 6,129 0 0 28,187 34,346 34,316 34,346: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -251: 0 0 0 -251 -251 -251 -251: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 0.0 82.1 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 17.8 0.0 0.0 82.1 100.0 99.9 100.0: 0.1 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 : 35: 3 0 0 25 25 28 25:
Old : 35: 3 0 0 25 25 28 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 : 41.0 62.1 67.7 82.5 36.9 55.0 55.7 71.0
Old : 41.0 62.1 67.7 82.5 36.9 55.0 55.7 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,560: 3,769 305 445 4,334 7,802 8,548 8,552: 12 8
Old : 8,560: 3,769 305 445 4,334 7,802 8,548 8,552: 12 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 35: -15 25 0 50 10 35 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 3.6 5.2 50.6 91.1 99.9 99.9: 0.1 0.1
Old : 100.0: 44.0 3.6 5.2 50.6 91.1 99.9 99.9: 0.1 0.1
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 : 20: 5 1 3 13 10 19 13:
Old : 20: 5 1 3 13 10 19 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 : 53.2 78.6 79.6 95.3 52.4 65.1 65.1 69.5
Old : 53.2 78.6 79.6 95.3 52.4 65.1 65.1 69.5
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,349: 1,825 1,886 927 12,971 14,354 15,723 17,167: 1,626 182
Old : 17,349: 1,825 1,886 927 12,971 14,354 15,723 17,167: 1,626 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 508: -332 -57 344 497 221 509 508: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.9 5.3 74.8 82.7 90.6 99.0: 9.4 1.0
Old : 100.0: 10.5 10.9 5.3 74.8 82.7 90.6 99.0: 9.4 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 : 39: 3 8 6 25 23 32 33:
Old : 39: 3 8 6 25 23 32 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 : 42.9 39.7 63.5 67.0 28.4 31.5 42.5 44.7
Old : 42.9 39.7 63.5 67.0 28.4 31.5 42.5 44.7
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,730: 1,989 1,573 692 9,882 10,115 12,563 12,380: 167 350
Old : 12,730: 1,989 1,573 692 9,882 10,115 12,563 12,380: 167 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 285: 378 117 -31 -72 -106 275 -20: 10 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.4 5.4 77.6 79.5 98.7 97.3: 1.3 2.7
Old : 100.0: 15.6 12.4 5.4 77.6 79.5 98.7 97.3: 1.3 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 : 48: 11 6 5 22 27 34 37:
Old : 48: 11 6 5 22 27 34 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 : 42.7 43.3 66.5 60.6 34.2 43.0 50.5 52.9
Old : 42.7 43.3 66.5 60.6 34.2 43.0 50.5 52.9
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,896: 635 507 325 737 819 1,697 1,651: 199 245
Old : 1,896: 635 507 325 737 819 1,697 1,651: 199 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 120: 70 -20 15 10 80 95 75: 25 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 26.7 17.1 38.9 43.2 89.5 87.1: 10.5 12.9
Old : 100.0: 33.5 26.7 17.1 38.9 43.2 89.5 87.1: 10.5 12.9
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: 6 7 4 14 14 22 23:
Old : 33: 6 7 4 14 14 22 23:
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 : 40.9 36.4 59.6 54.9 33.0 25.6 44.9 38.8
Old : 40.9 36.4 59.6 54.9 33.0 25.6 44.9 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,001: 1,832 2,108 418 11,085 11,386 13,335 13,912: 666 89
Old : 14,001: 1,832 2,108 418 11,085 11,386 13,335 13,912: 666 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -75: 0 0 0 -150 -75 -150 -75: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.1 3.0 79.2 81.3 95.2 99.4: 4.8 0.6
Old : 100.0: 13.1 15.1 3.0 79.2 81.3 95.2 99.4: 4.8 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 : 21: 4 3 4 11 11 16 17:
Old : 21: 4 3 4 11 11 16 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 : 57.4 71.8 81.5 85.3 49.8 55.1 61.2 65.4
Old : 57.4 71.8 81.5 85.3 49.8 55.1 61.2 65.4
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, February 24, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,164: 4,436 2,678 1,009 31,523 31,082 36,968 34,769: 2,196 4,395
Old : 39,164: 4,436 2,678 1,009 31,523 31,082 36,968 34,769: 2,196 4,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,471: 778 75 175 1,473 2,678 2,426 2,928: 45 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.8 2.6 80.5 79.4 94.4 88.8: 5.6 11.2
Old : 100.0: 11.3 6.8 2.6 80.5 79.4 94.4 88.8: 5.6 11.2
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 : 34: 3 1 3 26 25 29 29:
Old : 34: 3 1 3 26 25 29 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 : 40.4 41.7 60.7 61.4 36.9 35.5 52.4 49.7
Old : 40.4 41.7 60.7 61.4 36.9 35.5 52.4 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015