GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 71,594: 17,201 4,524 1,705 52,204 65,341 71,110 71,570: 484 24
Old : 71,594: 17,201 4,524 1,705 52,204 65,341 71,110 71,570: 484 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 3,475: 16 165 151 3,308 3,159 3,475 3,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 6.3 2.4 72.9 91.3 99.3 100.0: 0.7 0.0
Old : 100.0: 24.0 6.3 2.4 72.9 91.3 99.3 100.0: 0.7 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 : 60: 3 8 4 38 45 43 55:
Old : 60: 3 8 4 38 45 43 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 46.4 74.6 63.0 30.9 18.3 36.1 27.0
Old : 48.0 46.4 74.6 63.0 30.9 18.3 36.1 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 4,314: 100 0 0 4,214 4,314 4,314 4,314: 0 0
Old : 4,314: 100 0 0 4,214 4,314 4,314 4,314: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 344: 0 0 0 344 344 344 344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 97.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.0 0.0 97.7 100.0 100.0 100.0: 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 : 25: 2 0 0 15 21 17 21:
Old : 25: 2 0 0 15 21 17 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 : 76.0 36.1 87.9 60.1 63.3 32.6 69.4 50.9
Old : 76.0 36.1 87.9 60.1 63.3 32.6 69.4 50.9
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, June 23, 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 : 12,159: 861 201 553 9,882 10,740 11,296 11,494: 863 665
Old : 12,159: 861 201 553 9,882 10,740 11,296 11,494: 863 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 186: 66 10 -1 -19 114 46 123: 140 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.7 4.5 81.3 88.3 92.9 94.5: 7.1 5.5
Old : 100.0: 7.1 1.7 4.5 81.3 88.3 92.9 94.5: 7.1 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 : 42: 7 3 8 30 31 39 40:
Old : 42: 7 3 8 30 31 39 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 : 46.9 40.7 64.0 62.0 18.5 20.9 25.8 26.7
Old : 46.9 40.7 64.0 62.0 18.5 20.9 25.8 26.7
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, June 23, 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 : 2,428: 379 75 131 1,247 1,701 1,757 1,907: 671 521
Old : 2,428: 379 75 131 1,247 1,701 1,757 1,907: 671 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 73: 10 30 15 43 35 68 80: 5 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 3.1 5.4 51.4 70.1 72.4 78.5: 27.6 21.5
Old : 100.0: 15.6 3.1 5.4 51.4 70.1 72.4 78.5: 27.6 21.5
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 : 27: 3 2 3 19 18 23 22:
Old : 27: 3 2 3 19 18 23 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 : 34.5 30.1 52.3 49.2 22.9 24.6 30.5 34.7
Old : 34.5 30.1 52.3 49.2 22.9 24.6 30.5 34.7
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, June 23, 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 : 8,518: 1,144 222 624 6,050 7,139 7,818 7,985: 700 533
Old : 8,518: 1,144 222 624 6,050 7,139 7,818 7,985: 700 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 91: 84 30 -10 -50 27 24 47: 67 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.6 7.3 71.0 83.8 91.8 93.7: 8.2 6.3
Old : 100.0: 13.4 2.6 7.3 71.0 83.8 91.8 93.7: 8.2 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 : 50: 2 6 5 37 38 42 47:
Old : 50: 2 6 5 37 38 42 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 : 36.7 34.7 56.2 55.6 19.2 24.8 26.6 29.1
Old : 36.7 34.7 56.2 55.6 19.2 24.8 26.6 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 6,414: 1,138 1,550 175 4,630 3,995 5,943 5,720: 471 694
Old : 6,414: 1,138 1,550 175 4,630 3,995 5,943 5,720: 471 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 377: 160 132 10 187 235 357 377: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 24.2 2.7 72.2 62.3 92.7 89.2: 7.3 10.8
Old : 100.0: 17.7 24.2 2.7 72.2 62.3 92.7 89.2: 7.3 10.8
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 : 51: 6 8 6 32 27 43 36:
Old : 51: 6 8 6 32 27 43 36:
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 : 41.3 33.0 58.4 51.7 40.0 31.7 54.9 47.6
Old : 41.3 33.0 58.4 51.7 40.0 31.7 54.9 47.6
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, June 23, 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 : 1,515: 458 383 76 545 936 1,079 1,395: 436 120
Old : 1,515: 458 383 76 545 936 1,079 1,395: 436 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 170: 0 50 30 90 70 120 150: 50 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 25.3 5.0 36.0 61.8 71.2 92.1: 28.8 7.9
Old : 100.0: 30.2 25.3 5.0 36.0 61.8 71.2 92.1: 28.8 7.9
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: 5 3 3 9 11 15 16:
Old : 23: 5 3 3 9 11 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 : 34.9 56.8 54.8 77.6 33.9 52.1 45.0 68.6
Old : 34.9 56.8 54.8 77.6 33.9 52.1 45.0 68.6
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, June 23, 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 : 30,952: 64 9,261 1,700 29,011 19,991 30,775 30,952: 177 0
Old : 30,952: 64 9,261 1,700 29,011 19,991 30,775 30,952: 177 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 548: 0 305 -45 593 288 548 548: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 29.9 5.5 93.7 64.6 99.4 100.0: 0.6 0.0
Old : 100.0: 0.2 29.9 5.5 93.7 64.6 99.4 100.0: 0.6 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 : 33: 1 2 2 25 21 28 23:
Old : 33: 1 2 2 25 21 28 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 : 48.2 68.4 67.7 84.6 39.2 53.0 54.2 62.5
Old : 48.2 68.4 67.7 84.6 39.2 53.0 54.2 62.5
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, June 23, 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 : 4,094: 401 1,483 242 2,621 2,141 3,264 3,866: 830 228
Old : 4,094: 401 1,483 242 2,621 2,141 3,264 3,866: 830 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 312: -5 150 45 244 87 284 282: 28 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 36.2 5.9 64.0 52.3 79.7 94.4: 20.3 5.6
Old : 100.0: 9.8 36.2 5.9 64.0 52.3 79.7 94.4: 20.3 5.6
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 : 35: 5 4 6 17 14 25 22:
Old : 35: 5 4 6 17 14 25 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 : 36.9 51.2 52.5 76.9 34.7 50.8 50.2 71.9
Old : 36.9 51.2 52.5 76.9 34.7 50.8 50.2 71.9
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, June 23, 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 : 391,526: 66,480 59,247 72,153 203,240 225,746 341,873 357,146: 49,653 34,380
Old : 391,526: 66,480 59,247 72,153 203,240 225,746 341,873 357,146: 49,653 34,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 3,039: -115 -823 778 -893 7,255 -230 7,210: 3,269 -4,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.1 18.4 51.9 57.7 87.3 91.2: 12.7 8.8
Old : 100.0: 17.0 15.1 18.4 51.9 57.7 87.3 91.2: 12.7 8.8
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 : 187: 44 39 61 82 84 161 158:
Old : 187: 44 39 61 82 84 161 158:
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 : 13.3 18.0 21.7 28.6 10.5 14.0 16.7 18.7
Old : 13.3 18.0 21.7 28.6 10.5 14.0 16.7 18.7
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, June 23, 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 : 54,670: 0 1,155 0 42,878 49,591 42,878 50,746: 11,792 3,924
Old : 54,670: 0 1,155 0 42,878 49,591 42,878 50,746: 11,792 3,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 4,836: 0 0 0 3,904 4,469 3,904 4,469: 932 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 78.4 90.7 78.4 92.8: 21.6 7.2
Old : 100.0: 0.0 2.1 0.0 78.4 90.7 78.4 92.8: 21.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 22 25 22 26:
Old : 29: 0 1 0 22 25 22 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 : 38.9 38.1 59.5 59.4 30.1 36.5 47.3 53.0
Old : 38.9 38.1 59.5 59.4 30.1 36.5 47.3 53.0
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, June 23, 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 : 1,089,330: 275,224 502,913 335,279 406,321 214,475 1,016,824 1,052,668: 72,505 36,662
Old : 1,089,330: 275,224 502,913 335,279 406,321 214,475 1,016,824 1,052,668: 72,505 36,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -4,539: 5,504 -6,296 -13,393 294 14,158 -7,596 -5,532: 3,056 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 46.2 30.8 37.3 19.7 93.3 96.6: 6.7 3.4
Old : 100.0: 25.3 46.2 30.8 37.3 19.7 93.3 96.6: 6.7 3.4
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 : 291: 87 126 146 62 54 251 237:
Old : 291: 87 126 146 62 54 251 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 25.0 27.4 36.1 11.3 21.7 18.1 27.1
Old : 17.2 25.0 27.4 36.1 11.3 21.7 18.1 27.1
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, June 23, 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 : 983,566: 74,817 59,175 346,157 556,524 573,769 977,498 979,101: 6,069 4,466
Old : 983,566: 74,817 59,175 346,157 556,524 573,769 977,498 979,101: 6,069 4,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 62,151: 7,372 9,852 31,696 23,110 20,378 62,178 61,925: -27 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.0 35.2 56.6 58.3 99.4 99.5: 0.6 0.5
Old : 100.0: 7.6 6.0 35.2 56.6 58.3 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 42 38 66 54 50 127 123:
Old : 137: 42 38 66 54 50 127 123:
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 : 38.1 35.2 56.6 52.1 8.5 7.0 11.5 10.2
Old : 38.1 35.2 56.6 52.1 8.5 7.0 11.5 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 415,835: 214,463 174,453 56,300 139,478 177,365 410,241 408,118: 5,594 7,717
Old : 415,835: 214,463 174,453 56,300 139,478 177,365 410,241 408,118: 5,594 7,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 16,285: 6,035 13,766 71 10,369 2,273 16,475 16,109: -190 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 42.0 13.5 33.5 42.7 98.7 98.1: 1.3 1.9
Old : 100.0: 51.6 42.0 13.5 33.5 42.7 98.7 98.1: 1.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 15 27 32 35 65 62:
Old : 70: 18 15 27 32 35 65 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 : 50.9 43.9 64.5 58.2 48.2 39.4 55.9 46.9
Old : 50.9 43.9 64.5 58.2 48.2 39.4 55.9 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 104,912: 19,123 27,119 17,171 60,899 54,529 97,193 98,819: 7,719 6,093
Old : 104,912: 19,123 27,119 17,171 60,899 54,529 97,193 98,819: 7,719 6,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 3,123: -901 -186 1,186 3,515 1,266 3,800 2,266: -677 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 25.8 16.4 58.0 52.0 92.6 94.2: 7.4 5.8
Old : 100.0: 18.2 25.8 16.4 58.0 52.0 92.6 94.2: 7.4 5.8
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 : 42: 13 12 21 17 17 41 39:
Old : 42: 13 12 21 17 17 41 39:
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 : 36.2 41.1 55.2 61.4 28.0 34.0 38.5 42.8
Old : 36.2 41.1 55.2 61.4 28.0 34.0 38.5 42.8
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, June 23, 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 : 1,736,324: 778,855 47,744 149,736 763,290 1,508,677 1,691,881 1,706,157: 44,443 30,167
Old : 1,736,324: 778,855 47,744 149,736 763,290 1,508,677 1,691,881 1,706,157: 44,443 30,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 17,421: 19,454 2,209 -871 1,288 16,791 19,871 18,129: -2,450 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 2.7 8.6 44.0 86.9 97.4 98.3: 2.6 1.7
Old : 100.0: 44.9 2.7 8.6 44.0 86.9 97.4 98.3: 2.6 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 : 106: 29 10 29 56 56 94 87:
Old : 106: 29 10 29 56 56 94 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 39.7 64.5 58.2 46.3 38.5 54.4 55.6
Old : 48.8 39.7 64.5 58.2 46.3 38.5 54.4 55.6
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, June 23, 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 : 526,677: 50,250 120,300 84,538 387,727 319,450 522,515 524,288: 4,162 2,389
Old : 526,677: 50,250 120,300 84,538 387,727 319,450 522,515 524,288: 4,162 2,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 3,759: -4,188 4,479 2,987 4,500 -3,529 3,299 3,937: 460 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 22.8 16.1 73.6 60.7 99.2 99.5: 0.8 0.5
Old : 100.0: 9.5 22.8 16.1 73.6 60.7 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 26 34 38 35 76 73:
Old : 82: 16 26 34 38 35 76 73:
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 : 33.1 42.7 50.9 62.5 22.0 27.6 34.0 38.1
Old : 33.1 42.7 50.9 62.5 22.0 27.6 34.0 38.1
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, June 23, 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 : 122,783: 59,903 31,802 23,815 38,307 65,517 122,025 121,134: 758 1,649
Old : 122,783: 59,903 31,802 23,815 38,307 65,517 122,025 121,134: 758 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,525: -1,837 -717 850 3,317 2,428 2,330 2,561: 195 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 25.9 19.4 31.2 53.4 99.4 98.7: 0.6 1.3
Old : 100.0: 48.8 25.9 19.4 31.2 53.4 99.4 98.7: 0.6 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 : 54: 16 15 19 21 20 47 44:
Old : 54: 16 15 19 21 20 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 37.0 64.6 58.7 33.4 27.9 46.6 38.4
Old : 48.1 37.0 64.6 58.7 33.4 27.9 46.6 38.4
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, June 23, 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 : 33,654: 20,190 8,991 4,031 8,813 20,252 33,034 33,274: 620 380
Old : 33,654: 20,190 8,991 4,031 8,813 20,252 33,034 33,274: 620 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,778: 738 -325 965 142 1,275 1,845 1,915: -67 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 26.7 12.0 26.2 60.2 98.2 98.9: 1.8 1.1
Old : 100.0: 60.0 26.7 12.0 26.2 60.2 98.2 98.9: 1.8 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 : 42: 11 13 13 11 16 31 33:
Old : 42: 11 13 13 11 16 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 47.6 74.7 70.7 54.3 43.4 67.3 61.0
Old : 57.9 47.6 74.7 70.7 54.3 43.4 67.3 61.0
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, June 23, 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 : 4,073: 875 1,933 438 2,756 1,701 4,068 4,071: 5 1
Old : 4,073: 875 1,933 438 2,756 1,701 4,068 4,071: 5 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -359: 134 -64 -206 -286 -89 -358 -359: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 47.5 10.7 67.7 41.8 99.9 100.0: 0.1 0.0
Old : 100.0: 21.5 47.5 10.7 67.7 41.8 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 : 29: 9 5 10 14 10 26 22:
Old : 29: 9 5 10 14 10 26 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 : 66.7 74.3 83.8 91.9 37.1 55.6 50.9 58.5
Old : 66.7 74.3 83.8 91.9 37.1 55.6 50.9 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 CUBIC METERS) :
: : :
All : 4,767: 200 458 100 4,327 4,064 4,627 4,622: 140 145
Old : 4,767: 200 458 100 4,327 4,064 4,627 4,622: 140 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 495: 40 40 0 455 460 495 500: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.6 2.1 90.8 85.3 97.1 97.0: 2.9 3.0
Old : 100.0: 4.2 9.6 2.1 90.8 85.3 97.1 97.0: 2.9 3.0
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: 3 2 3 15 17 18 22:
Old : 24: 3 2 3 15 17 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 41.6 79.0 67.2 33.7 38.8 47.0 51.1
Old : 56.7 41.6 79.0 67.2 33.7 38.8 47.0 51.1
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, June 23, 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 : 56,428: 3,033 1,472 6,018 46,950 48,536 56,002 56,026: 426 402
Old : 56,428: 3,033 1,472 6,018 46,950 48,536 56,002 56,026: 426 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,803: 113 -49 6 2,664 2,898 2,783 2,855: 21 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.6 10.7 83.2 86.0 99.2 99.3: 0.8 0.7
Old : 100.0: 5.4 2.6 10.7 83.2 86.0 99.2 99.3: 0.8 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 : 96: 10 11 12 54 66 72 83:
Old : 96: 10 11 12 54 66 72 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 42.1 52.2 56.1 18.2 19.7 24.1 24.1
Old : 35.1 42.1 52.2 56.1 18.2 19.7 24.1 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,837: 121 57 110 990 1,142 1,221 1,309: 616 528
Old : 1,837: 121 57 110 990 1,142 1,221 1,309: 616 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.1 6.0 53.9 62.2 66.5 71.3: 33.5 28.7
Old : 100.0: 6.6 3.1 6.0 53.9 62.2 66.5 71.3: 33.5 28.7
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 : 20: 2 2 4 14 14 18 19:
Old : 20: 2 2 4 14 14 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 30.2 47.5 49.2 17.6 14.5 20.4 21.2
Old : 30.4 30.2 47.5 49.2 17.6 14.5 20.4 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 4,164: 923 313 329 2,599 3,260 3,851 3,902: 313 262
Old : 4,164: 923 313 329 2,599 3,260 3,851 3,902: 313 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 597: 212 50 94 298 447 604 591: -7 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 7.5 7.9 62.4 78.3 92.5 93.7: 7.5 6.3
Old : 100.0: 22.2 7.5 7.9 62.4 78.3 92.5 93.7: 7.5 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 : 42: 5 5 7 23 29 32 37:
Old : 42: 5 5 7 23 29 32 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 : 37.6 24.8 58.2 42.7 32.8 21.6 44.7 34.4
Old : 37.6 24.8 58.2 42.7 32.8 21.6 44.7 34.4
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, June 23, 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 : 121,548: 2,795 2,030 2,540 116,062 116,978 121,397 121,548: 151 0
Old : 121,548: 2,795 2,030 2,540 116,062 116,978 121,397 121,548: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.7 2.1 95.5 96.2 99.9 100.0: 0.1 0.0
Old : 100.0: 2.3 1.7 2.1 95.5 96.2 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 : 25: 1 1 1 18 16 19 18:
Old : 25: 1 1 1 18 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 74.2 85.1 87.1 36.7 48.7 51.4 54.4
Old : 64.8 74.2 85.1 87.1 36.7 48.7 51.4 54.4
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, June 23, 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 : 2,686,044: 0 231,000 0 2,686,044 2,455,016 2,686,044 2,686,016: 0 28
Old : 2,686,044: 0 231,000 0 2,686,044 2,455,016 2,686,044 2,686,016: 0 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 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 8.6 0.0 100.0 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.6 0.0 100.0 91.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 19 14 19 15:
Old : 25: 0 1 0 19 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 84.7 93.0 94.9 53.4 61.0 63.7 64.8
Old : 77.4 84.7 93.0 94.9 53.4 61.0 63.7 64.8
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, June 23, 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 : 44,029: 1,080 0 2,785 40,164 41,244 44,029 44,029: 0 0
Old : 44,029: 1,080 0 2,785 40,164 41,244 44,029 44,029: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 6.3 91.2 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.0 6.3 91.2 93.7 100.0 100.0: 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 : 20: 2 0 1 11 12 13 13:
Old : 20: 2 0 1 11 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 : 64.7 75.2 89.7 94.4 54.1 66.8 67.7 72.6
Old : 64.7 75.2 89.7 94.4 54.1 66.8 67.7 72.6
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, June 23, 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 : 1,168,957: 92,590 0 70,560 1,005,807 1,098,397 1,168,957 1,168,957: 0 0
Old : 1,168,957: 92,590 0 70,560 1,005,807 1,098,397 1,168,957 1,168,957: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 6.0 86.0 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 0.0 6.0 86.0 94.0 100.0 100.0: 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 : 20: 2 0 1 15 7 17 8:
Old : 20: 2 0 1 15 7 17 8:
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 : 57.5 85.5 86.9 100.0 45.2 66.2 64.3 70.7
Old : 57.5 85.5 86.9 100.0 45.2 66.2 64.3 70.7
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, June 23, 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 : 17,032: 340 102 2 16,512 16,779 16,854 16,883: 178 149
Old : 17,032: 340 102 2 16,512 16,779 16,854 16,883: 178 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 982: 15 0 0 904 982 919 982: 63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.6 0.0 96.9 98.5 99.0 99.1: 1.0 0.9
Old : 100.0: 2.0 0.6 0.0 96.9 98.5 99.0 99.1: 1.0 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 : 39: 2 2 1 24 24 26 27:
Old : 39: 2 2 1 24 24 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 57.1 76.8 77.9 51.5 51.5 61.3 64.9
Old : 57.6 57.1 76.8 77.9 51.5 51.5 61.3 64.9
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, June 23, 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 : 74,127: 928 8,582 850 71,142 63,893 72,920 73,325: 1,207 802
Old : 74,127: 928 8,582 850 71,142 63,893 72,920 73,325: 1,207 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 763: -38 -126 -28 829 905 763 751: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 11.6 1.1 96.0 86.2 98.4 98.9: 1.6 1.1
Old : 100.0: 1.3 11.6 1.1 96.0 86.2 98.4 98.9: 1.6 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 : 67: 4 9 6 51 47 59 58:
Old : 67: 4 9 6 51 47 59 58:
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 34.8 62.4 56.1 28.4 25.1 39.5 36.7
Old : 41.6 34.8 62.4 56.1 28.4 25.1 39.5 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 20,013: 0 188 0 19,723 19,688 19,723 19,876: 290 137
Old : 20,013: 0 188 0 19,723 19,688 19,723 19,876: 290 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -45: 0 0 0 -45 -45 -45 -45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 98.6 98.4 98.6 99.3: 1.4 0.7
Old : 100.0: 0.0 0.9 0.0 98.6 98.4 98.6 99.3: 1.4 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 : 21: 0 2 0 17 19 17 21:
Old : 21: 0 2 0 17 19 17 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 : 64.5 55.7 87.7 81.2 28.0 29.1 32.3 31.8
Old : 64.5 55.7 87.7 81.2 28.0 29.1 32.3 31.8
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, June 23, 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 : 28,150: 2,610 4,908 917 24,114 21,962 27,641 27,787: 509 363
Old : 28,150: 2,610 4,908 917 24,114 21,962 27,641 27,787: 509 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,103: -10 213 24 1,059 866 1,073 1,103: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 17.4 3.3 85.7 78.0 98.2 98.7: 1.8 1.3
Old : 100.0: 9.3 17.4 3.3 85.7 78.0 98.2 98.7: 1.8 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 : 47: 2 5 4 33 34 39 40:
Old : 47: 2 5 4 33 34 39 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 : 33.7 38.2 55.4 57.1 22.7 25.3 39.8 34.6
Old : 33.7 38.2 55.4 57.1 22.7 25.3 39.8 34.6
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, June 23, 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 : 11,376: 145 1,642 966 10,206 8,568 11,317 11,176: 59 200
Old : 11,376: 145 1,642 966 10,206 8,568 11,317 11,176: 59 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -131: 0 -630 0 -98 507 -98 -123: -33 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 14.4 8.5 89.7 75.3 99.5 98.2: 0.5 1.8
Old : 100.0: 1.3 14.4 8.5 89.7 75.3 99.5 98.2: 0.5 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 : 33: 2 2 3 22 21 26 24:
Old : 33: 2 2 3 22 21 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 47.7 71.8 67.9 39.8 39.2 60.2 56.3
Old : 47.9 47.7 71.8 67.9 39.8 39.2 60.2 56.3
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, June 23, 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 : 10,858: 0 637 143 9,756 9,884 9,899 10,664: 959 194
Old : 10,858: 0 637 143 9,756 9,884 9,899 10,664: 959 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 369: 0 44 92 255 267 347 403: 22 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 1.3 89.9 91.0 91.2 98.2: 8.8 1.8
Old : 100.0: 0.0 5.9 1.3 89.9 91.0 91.2 98.2: 8.8 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 : 26: 0 2 2 20 21 22 23:
Old : 26: 0 2 2 20 21 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 : 49.0 50.7 70.2 71.1 40.5 46.0 53.4 60.1
Old : 49.0 50.7 70.2 71.1 40.5 46.0 53.4 60.1
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, June 23, 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 : 2,347,130: 493,175 126,849 886,451 884,665 1,256,476 2,264,291 2,269,776: 82,840 77,354
Old : 2,347,130: 493,175 126,849 886,451 884,665 1,256,476 2,264,291 2,269,776: 82,840 77,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -27,530: 777 6,383 -51,049 25,835 23,641 -24,438 -21,025: -3,092 -6,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.4 37.8 37.7 53.5 96.5 96.7: 3.5 3.3
Old : 100.0: 21.0 5.4 37.8 37.7 53.5 96.5 96.7: 3.5 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 : 402: 150 123 204 87 112 341 350:
Old : 402: 150 123 204 87 112 341 350:
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 : 11.7 15.1 20.9 24.3 8.5 8.5 13.3 13.8
Old : 11.7 15.1 20.9 24.3 8.5 8.5 13.3 13.8
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, June 23, 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 : 145,413: 73,070 3,586 35,083 34,956 104,233 143,109 142,902: 2,303 2,511
Old : 145,413: 73,070 3,586 35,083 34,956 104,233 143,109 142,902: 2,303 2,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -10,721: 6,190 -1,169 -8,849 -8,319 -1,416 -10,979 -11,434: 258 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 2.5 24.1 24.0 71.7 98.4 98.3: 1.6 1.7
Old : 100.0: 50.3 2.5 24.1 24.0 71.7 98.4 98.3: 1.6 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 : 28: 6 5 9 13 16 22 27:
Old : 28: 6 5 9 13 16 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 59.4 90.1 82.0 50.4 40.9 55.1 50.0
Old : 79.1 59.4 90.1 82.0 50.4 40.9 55.1 50.0
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, June 23, 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 : 146,800: 75,432 8,515 3,544 49,702 89,244 128,678 101,303: 18,122 45,497
Old : 146,800: 75,432 8,515 3,544 49,702 89,244 128,678 101,303: 18,122 45,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 4,052: 2,567 19 401 131 2,435 3,099 2,855: 953 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 5.8 2.4 33.9 60.8 87.7 69.0: 12.3 31.0
Old : 100.0: 51.4 5.8 2.4 33.9 60.8 87.7 69.0: 12.3 31.0
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: 6 4 5 15 17 23 24:
Old : 28: 6 4 5 15 17 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 : 58.6 28.5 74.3 47.5 56.9 28.1 68.6 44.0
Old : 58.6 28.5 74.3 47.5 56.9 28.1 68.6 44.0
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, June 23, 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 : 16,113: 2,515 84 6,755 6,119 8,234 15,390 15,074: 723 1,040
Old : 16,113: 2,515 84 6,755 6,119 8,234 15,390 15,074: 723 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -2,736: -784 -746 -429 -1,423 -1,447 -2,636 -2,622: -100 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.5 41.9 38.0 51.1 95.5 93.5: 4.5 6.5
Old : 100.0: 15.6 0.5 41.9 38.0 51.1 95.5 93.5: 4.5 6.5
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 : 25: 10 2 9 10 11 23 20:
Old : 25: 10 2 9 10 11 23 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 : 43.6 49.2 67.6 73.1 25.9 29.1 33.6 32.8
Old : 43.6 49.2 67.6 73.1 25.9 29.1 33.6 32.8
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, June 23, 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 : 186,046: 26,040 719 36,563 115,265 137,519 177,868 174,801: 8,179 11,245
Old : 186,046: 26,040 719 36,563 115,265 137,519 177,868 174,801: 8,179 11,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,973: 469 -31 1,168 3,755 4,378 5,391 5,515: -2,419 -2,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.4 19.7 62.0 73.9 95.6 94.0: 4.4 6.0
Old : 100.0: 14.0 0.4 19.7 62.0 73.9 95.6 94.0: 4.4 6.0
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 : 34: 9 1 10 24 24 34 34:
Old : 34: 9 1 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 : 28.6 30.2 46.1 47.7 12.8 12.1 18.5 18.1
Old : 28.6 30.2 46.1 47.7 12.8 12.1 18.5 18.1
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, June 23, 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 : 149,367: 13,081 62,287 53,170 78,211 28,427 144,462 143,884: 4,906 5,483
Old : 149,367: 13,081 62,287 53,170 78,211 28,427 144,462 143,884: 4,906 5,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -330: 2,106 305 -1,632 -574 1,436 -99 110: -231 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 41.7 35.6 52.4 19.0 96.7 96.3: 3.3 3.7
Old : 100.0: 8.8 41.7 35.6 52.4 19.0 96.7 96.3: 3.3 3.7
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 : 50: 12 12 23 20 17 46 41:
Old : 50: 12 12 23 20 17 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 49.9 57.9 70.7 30.5 38.9 39.7 46.5
Old : 41.3 49.9 57.9 70.7 30.5 38.9 39.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 68,027: 1,348 5,232 9,446 45,122 40,419 55,916 55,098: 12,111 12,930
Old : 68,027: 1,348 5,232 9,446 45,122 40,419 55,916 55,098: 12,111 12,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -284: -3 3,565 -451 198 -3,348 -257 -234: -27 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.7 13.9 66.3 59.4 82.2 81.0: 17.8 19.0
Old : 100.0: 2.0 7.7 13.9 66.3 59.4 82.2 81.0: 17.8 19.0
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: 3 2 4 16 16 21 20:
Old : 21: 3 2 4 16 16 21 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 : 43.7 37.5 65.7 61.1 24.9 21.8 28.6 28.2
Old : 43.7 37.5 65.7 61.1 24.9 21.8 28.6 28.2
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, June 23, 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 : 10,795: 5,982 1,163 2,496 2,045 6,345 10,524 10,004: 271 790
Old : 10,795: 5,982 1,163 2,496 2,045 6,345 10,524 10,004: 271 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 860: 1,211 -76 -166 -176 1,139 869 896: -9 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 10.8 23.1 18.9 58.8 97.5 92.7: 2.5 7.3
Old : 100.0: 55.4 10.8 23.1 18.9 58.8 97.5 92.7: 2.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 4 5 11 12 16 18:
Old : 20: 2 4 5 11 12 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 : 83.8 66.9 94.0 84.3 59.4 44.4 62.1 55.5
Old : 83.8 66.9 94.0 84.3 59.4 44.4 62.1 55.5
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, June 23, 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 : 65,698: 21,421 10,487 28,022 15,201 25,366 64,644 63,874: 1,054 1,823
Old : 65,698: 21,421 10,487 28,022 15,201 25,366 64,644 63,874: 1,054 1,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -19,248: -8,650 -2,403 -5,888 -4,608 -10,662 -19,146 -18,953: -101 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 16.0 42.7 23.1 38.6 98.4 97.2: 1.6 2.8
Old : 100.0: 32.6 16.0 42.7 23.1 38.6 98.4 97.2: 1.6 2.8
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 : 21: 3 7 7 6 10 13 20:
Old : 21: 3 7 7 6 10 13 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 : 85.6 69.0 93.4 83.9 33.5 20.4 33.5 26.7
Old : 85.6 69.0 93.4 83.9 33.5 20.4 33.5 26.7
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, June 23, 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 : 9,653: 0 0 0 9,653 9,653 9,653 9,653: 0 0
Old : 9,653: 0 0 0 9,653 9,653 9,653 9,653: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -1,179: 0 0 0 -1,164 -1,164 -1,164 -1,164: -15 -15
: : :
: : 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 : 30: 0 0 0 22 17 22 17:
Old : 30: 0 0 0 22 17 22 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 : 61.0 75.9 81.2 91.0 55.0 75.9 71.5 84.1
Old : 61.0 75.9 81.2 91.0 55.0 75.9 71.5 84.1
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, June 23, 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 : 35,759: 25,344 15,220 903 7,967 17,365 34,214 33,489: 1,545 2,271
Old : 35,759: 25,344 15,220 903 7,967 17,365 34,214 33,489: 1,545 2,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,035: -674 2,022 173 1,547 -1,697 1,045 498: -11 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 42.6 2.5 22.3 48.6 95.7 93.6: 4.3 6.4
Old : 100.0: 70.9 42.6 2.5 22.3 48.6 95.7 93.6: 4.3 6.4
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 : 194: 81 64 14 29 29 117 102:
Old : 194: 81 64 14 29 29 117 102:
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 : 32.6 30.0 44.4 48.5 32.6 29.9 44.3 48.4
Old : 32.6 30.0 44.4 48.5 32.6 29.9 44.3 48.4
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, June 23, 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 : 84,621: 57,361 37,734 2,184 18,512 40,649 78,058 80,567: 6,564 4,055
Old : 84,621: 57,361 37,734 2,184 18,512 40,649 78,058 80,567: 6,564 4,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,197: -1,933 1,979 515 2,575 -1,103 1,158 1,391: 39 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 44.6 2.6 21.9 48.0 92.2 95.2: 7.8 4.8
Old : 100.0: 67.8 44.6 2.6 21.9 48.0 92.2 95.2: 7.8 4.8
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 : 248: 118 75 21 38 32 171 117:
Old : 248: 118 75 21 38 32 171 117:
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 : 18.4 30.4 29.8 46.0 18.4 29.4 29.4 45.0
Old : 18.4 30.4 29.8 46.0 18.4 29.4 29.4 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 413,378: 110,810 57,758 76,144 201,564 263,104 388,518 397,007: 24,860 16,371
Old : 413,378: 110,810 57,758 76,144 201,564 263,104 388,518 397,007: 24,860 16,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 20,651: -3,083 3,135 2,760 20,868 14,977 20,545 20,872: 105 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 14.0 18.4 48.8 63.6 94.0 96.0: 6.0 4.0
Old : 100.0: 26.8 14.0 18.4 48.8 63.6 94.0 96.0: 6.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 83 46 70 79 90 195 175:
Old : 226: 83 46 70 79 90 195 175:
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 : 15.5 16.4 25.4 27.9 11.6 10.8 17.5 17.3
Old : 15.5 16.4 25.4 27.9 11.6 10.8 17.5 17.3
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, June 23, 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 : 16,028: 6,064 444 957 6,213 11,752 13,234 13,153: 2,794 2,875
Old : 16,028: 6,064 444 957 6,213 11,752 13,234 13,153: 2,794 2,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,117: 415 0 -75 855 994 1,195 919: -78 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 2.8 6.0 38.8 73.3 82.6 82.1: 17.4 17.9
Old : 100.0: 37.8 2.8 6.0 38.8 73.3 82.6 82.1: 17.4 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 : 26: 5 2 4 13 14 20 18:
Old : 26: 5 2 4 13 14 20 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 : 37.8 47.4 56.1 70.2 35.6 46.2 53.5 65.1
Old : 37.8 47.4 56.1 70.2 35.6 46.2 53.5 65.1
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, June 23, 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 : 10,937: 595 100 775 8,764 8,839 10,134 9,714: 803 1,223
Old : 10,937: 595 100 775 8,764 8,839 10,134 9,714: 803 1,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 150: 325 25 -25 100 100 400 100: -250 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.9 7.1 80.1 80.8 92.7 88.8: 7.3 11.2
Old : 100.0: 5.4 0.9 7.1 80.1 80.8 92.7 88.8: 7.3 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 : 21: 3 1 3 16 14 20 17:
Old : 21: 3 1 3 16 14 20 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 : 55.3 42.3 75.9 65.5 50.9 36.7 58.6 50.5
Old : 55.3 42.3 75.9 65.5 50.9 36.7 58.6 50.5
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, June 23, 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 : 24,185: 5,296 1,679 4,767 10,864 15,463 20,927 21,909: 3,258 2,276
Old : 24,185: 5,296 1,679 4,767 10,864 15,463 20,927 21,909: 3,258 2,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 914: -691 -889 1,222 575 663 1,106 996: -192 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 6.9 19.7 44.9 63.9 86.5 90.6: 13.5 9.4
Old : 100.0: 21.9 6.9 19.7 44.9 63.9 86.5 90.6: 13.5 9.4
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 : 29: 5 4 6 16 18 24 25:
Old : 29: 5 4 6 16 18 24 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 : 42.5 37.9 62.1 61.3 32.9 28.1 44.4 47.1
Old : 42.5 37.9 62.1 61.3 32.9 28.1 44.4 47.1
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, June 23, 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 : 20,671: 14,335 16,176 250 5,955 4,245 20,540 20,671: 131 0
Old : 20,671: 14,335 16,176 250 5,955 4,245 20,540 20,671: 131 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 662: 398 277 225 39 160 662 662: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 78.3 1.2 28.8 20.5 99.4 100.0: 0.6 0.0
Old : 100.0: 69.3 78.3 1.2 28.8 20.5 99.4 100.0: 0.6 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: 8 5 2 10 11 20 16:
Old : 29: 8 5 2 10 11 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 84.2 88.6 94.9 69.0 84.2 88.5 93.3
Old : 69.0 84.2 88.6 94.9 69.0 84.2 88.5 93.3
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, June 23, 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 : 18,083: 8,295 9,491 4,886 4,246 3,177 17,427 17,554: 656 529
Old : 18,083: 8,295 9,491 4,886 4,246 3,177 17,427 17,554: 656 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 910: 302 288 296 592 366 1,190 950: -280 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 52.5 27.0 23.5 17.6 96.4 97.1: 3.6 2.9
Old : 100.0: 45.9 52.5 27.0 23.5 17.6 96.4 97.1: 3.6 2.9
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 : 51: 15 23 27 8 9 40 46:
Old : 51: 15 23 27 8 9 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 30.2 59.9 48.4 33.8 24.6 46.0 37.4
Old : 39.6 30.2 59.9 48.4 33.8 24.6 46.0 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 10,177: 2,755 3,573 5,256 2,133 1,348 10,144 10,177: 32 0
Old : 10,177: 2,755 3,573 5,256 2,133 1,348 10,144 10,177: 32 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -416: -793 -81 -666 1,042 331 -418 -416: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 35.1 51.7 21.0 13.2 99.7 100.0: 0.3 0.0
Old : 100.0: 27.1 35.1 51.7 21.0 13.2 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 : 24: 6 11 13 6 6 20 22:
Old : 24: 6 11 13 6 6 20 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 : 54.4 63.8 86.1 79.2 32.8 28.6 36.2 34.6
Old : 54.4 63.8 86.1 79.2 32.8 28.6 36.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 4,474: 310 1,178 450 3,548 2,674 4,308 4,302: 166 172
Old : 4,474: 310 1,178 450 3,548 2,674 4,308 4,302: 166 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 50: 0 50 -50 100 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 26.3 10.1 79.3 59.8 96.3 96.2: 3.7 3.8
Old : 100.0: 6.9 26.3 10.1 79.3 59.8 96.3 96.2: 3.7 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 : 22: 4 5 1 11 9 16 14:
Old : 22: 4 5 1 11 9 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 : 58.1 55.7 83.7 89.0 34.0 36.5 42.6 44.5
Old : 58.1 55.7 83.7 89.0 34.0 36.5 42.6 44.5
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, June 23, 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 : 35,565: 5,517 150 0 29,988 35,415 35,505 35,565: 60 0
Old : 35,565: 5,517 150 0 29,988 35,415 35,505 35,565: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 430: 0 100 0 430 330 430 430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.4 0.0 84.3 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 15.5 0.4 0.0 84.3 99.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 0 23 24 26 25:
Old : 33: 3 1 0 23 24 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 67.0 73.1 87.0 42.2 55.8 60.8 69.0
Old : 44.3 67.0 73.1 87.0 42.2 55.8 60.8 69.0
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, June 23, 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 : 8,192: 1,245 2,244 869 6,078 5,079 8,192 8,192: 0 0
Old : 8,192: 1,245 2,244 869 6,078 5,079 8,192 8,192: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 100: -147 -327 147 100 280 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 27.4 10.6 74.2 62.0 100.0 100.0: 0.0 0.0
Old : 100.0: 15.2 27.4 10.6 74.2 62.0 100.0 100.0: 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: 1 5 5 12 11 18 16:
Old : 21: 1 5 5 12 11 18 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 : 66.8 71.8 84.8 92.7 64.7 61.3 75.8 75.6
Old : 66.8 71.8 84.8 92.7 64.7 61.3 75.8 75.6
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, June 23, 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 : 16,122: 818 3,378 617 13,839 12,020 15,274 16,015: 848 107
Old : 16,122: 818 3,378 617 13,839 12,020 15,274 16,015: 848 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 240: 19 -131 150 83 220 252 239: -12 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 21.0 3.8 85.8 74.6 94.7 99.3: 5.3 0.7
Old : 100.0: 5.1 21.0 3.8 85.8 74.6 94.7 99.3: 5.3 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 : 42: 3 7 5 25 23 30 33:
Old : 42: 3 7 5 25 23 30 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 : 49.3 39.2 68.2 66.5 32.0 30.8 46.8 47.1
Old : 49.3 39.2 68.2 66.5 32.0 30.8 46.8 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 14,520: 1,565 2,053 925 11,679 11,235 14,169 14,213: 351 307
Old : 14,520: 1,565 2,053 925 11,679 11,235 14,169 14,213: 351 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 240: 134 32 18 52 173 204 223: 36 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.1 6.4 80.4 77.4 97.6 97.9: 2.4 2.1
Old : 100.0: 10.8 14.1 6.4 80.4 77.4 97.6 97.9: 2.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 9 7 24 26 35 37:
Old : 44: 6 9 7 24 26 35 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 : 47.5 39.1 64.9 59.8 29.1 26.8 41.2 37.6
Old : 47.5 39.1 64.9 59.8 29.1 26.8 41.2 37.6
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, June 23, 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 : 1,865: 610 215 400 445 927 1,455 1,542: 410 323
Old : 1,865: 610 215 400 445 927 1,455 1,542: 410 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 108: 160 -20 -10 20 118 170 88: -62 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.5 21.4 23.9 49.7 78.0 82.7: 22.0 17.3
Old : 100.0: 32.7 11.5 21.4 23.9 49.7 78.0 82.7: 22.0 17.3
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 : 31: 6 6 4 9 16 17 25:
Old : 31: 6 6 4 9 16 17 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 : 45.0 31.8 61.9 49.2 29.5 21.0 42.1 33.4
Old : 45.0 31.8 61.9 49.2 29.5 21.0 42.1 33.4
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, June 23, 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 : 11,403: 1,592 1,886 266 9,038 9,190 10,896 11,342: 507 61
Old : 11,403: 1,592 1,886 266 9,038 9,190 10,896 11,342: 507 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.5 2.3 79.3 80.6 95.6 99.5: 4.4 0.5
Old : 100.0: 14.0 16.5 2.3 79.3 80.6 95.6 99.5: 4.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 4 11 11 16 17:
Old : 22: 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 : 61.3 76.2 82.2 88.1 55.1 66.6 65.5 74.7
Old : 61.3 76.2 82.2 88.1 55.1 66.6 65.5 74.7
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, June 23, 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 : 36,240: 2,875 3,825 1,651 25,111 24,819 29,637 30,295: 6,603 5,945
Old : 36,240: 2,875 3,825 1,651 25,111 24,819 29,637 30,295: 6,603 5,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 429: 45 226 -58 358 199 345 367: 84 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.6 4.6 69.3 68.5 81.8 83.6: 18.2 16.4
Old : 100.0: 7.9 10.6 4.6 69.3 68.5 81.8 83.6: 18.2 16.4
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 : 26: 2 3 4 19 20 23 25:
Old : 26: 2 3 4 19 20 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 37.7 52.5 58.9 29.5 29.6 42.6 44.6
Old : 32.0 37.7 52.5 58.9 29.5 29.6 42.6 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015