GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 58,349: 21,142 3,715 684 35,975 53,892 57,801 58,291: 548 58
Old : 58,349: 21,142 3,715 684 35,975 53,892 57,801 58,291: 548 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,165: 465 263 -5 725 917 1,185 1,175: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 6.4 1.2 61.7 92.4 99.1 99.9: 0.9 0.1
Old : 100.0: 36.2 6.4 1.2 61.7 92.4 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 6 5 39 43 46 53:
Old : 59: 6 6 5 39 43 46 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 43.7 74.9 58.1 39.7 14.6 44.0 23.2
Old : 52.0 43.7 74.9 58.1 39.7 14.6 44.0 23.2
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, September 15, 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 : 4,939: 0 0 0 4,939 4,939 4,939 4,939: 0 0
Old : 4,939: 0 0 0 4,939 4,939 4,939 4,939: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 325: 0 0 0 325 325 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 17 14 17:
Old : 20: 0 0 0 14 17 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 44.0 91.2 74.6 54.5 34.7 57.8 52.3
Old : 70.4 44.0 91.2 74.6 54.5 34.7 57.8 52.3
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, September 15, 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 : 9,325: 918 183 602 7,040 7,828 8,560 8,613: 765 712
Old : 9,325: 918 183 602 7,040 7,828 8,560 8,613: 765 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 38: 53 28 -14 16 32 55 46: -17 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.0 6.5 75.5 83.9 91.8 92.4: 8.2 7.6
Old : 100.0: 9.8 2.0 6.5 75.5 83.9 91.8 92.4: 8.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 2 6 30 30 37 37:
Old : 38: 6 2 6 30 30 37 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 : 45.2 40.6 63.0 58.6 13.9 9.9 19.3 16.3
Old : 45.2 40.6 63.0 58.6 13.9 9.9 19.3 16.3
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, September 15, 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 : 2,081: 186 0 288 1,085 1,168 1,559 1,456: 522 625
Old : 2,081: 186 0 288 1,085 1,168 1,559 1,456: 522 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 47: -13 0 5 20 -35 12 -30: 35 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 13.8 52.1 56.1 74.9 70.0: 25.1 30.0
Old : 100.0: 8.9 0.0 13.8 52.1 56.1 74.9 70.0: 25.1 30.0
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 0 3 13 16 16 19:
Old : 21: 3 0 3 13 16 16 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 : 38.9 27.9 57.1 45.8 19.7 15.4 27.2 22.2
Old : 38.9 27.9 57.1 45.8 19.7 15.4 27.2 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,898: 1,184 637 94 4,897 5,710 6,175 6,441: 723 457
Old : 6,898: 1,184 637 94 4,897 5,710 6,175 6,441: 723 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 91: -24 -35 -18 134 134 92 81: -1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.2 1.4 71.0 82.8 89.5 93.4: 10.5 6.6
Old : 100.0: 17.2 9.2 1.4 71.0 82.8 89.5 93.4: 10.5 6.6
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 : 46: 4 2 4 33 36 38 41:
Old : 46: 4 2 4 33 36 38 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 : 37.0 37.4 55.9 58.4 22.6 29.0 29.6 36.0
Old : 37.0 37.4 55.9 58.4 22.6 29.0 29.6 36.0
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, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,919: 1,883 2,712 634 4,976 3,814 7,493 7,160: 426 759
Old : 7,919: 1,883 2,712 634 4,976 3,814 7,493 7,160: 426 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 533: 394 470 -60 209 134 543 544: -10 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 34.2 8.0 62.8 48.2 94.6 90.4: 5.4 9.6
Old : 100.0: 23.8 34.2 8.0 62.8 48.2 94.6 90.4: 5.4 9.6
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 : 45: 7 5 6 26 22 36 30:
Old : 45: 7 5 6 26 22 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 48.7 56.5 63.6 34.9 47.4 50.7 59.4
Old : 38.1 48.7 56.5 63.6 34.9 47.4 50.7 59.4
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, September 15, 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 : 1,121: 280 242 40 528 732 848 1,014: 273 107
Old : 1,121: 280 242 40 528 732 848 1,014: 273 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 142: 100 10 -8 10 160 102 162: 40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.6 3.6 47.1 65.3 75.6 90.5: 24.4 9.5
Old : 100.0: 25.0 21.6 3.6 47.1 65.3 75.6 90.5: 24.4 9.5
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 5 2 7 8 13 13:
Old : 22: 4 5 2 7 8 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 : 44.6 44.8 65.8 71.5 44.6 44.8 64.9 71.0
Old : 44.6 44.8 65.8 71.5 44.6 44.8 64.9 71.0
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, September 15, 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 : 28,735: 225 10,849 640 27,693 16,986 28,558 28,475: 177 260
Old : 28,735: 225 10,849 640 27,693 16,986 28,558 28,475: 177 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 455: 0 50 160 275 245 435 455: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 37.8 2.2 96.4 59.1 99.4 99.1: 0.6 0.9
Old : 100.0: 0.8 37.8 2.2 96.4 59.1 99.4 99.1: 0.6 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 : 32: 1 3 2 23 19 26 22:
Old : 32: 1 3 2 23 19 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 : 53.9 60.6 72.8 83.0 43.5 57.2 55.2 65.3
Old : 53.9 60.6 72.8 83.0 43.5 57.2 55.2 65.3
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, September 15, 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 : 3,914: 615 1,158 247 2,466 1,997 3,328 3,402: 586 512
Old : 3,914: 615 1,158 247 2,466 1,997 3,328 3,402: 586 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 577: 105 120 100 392 377 597 597: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 29.6 6.3 63.0 51.0 85.0 86.9: 15.0 13.1
Old : 100.0: 15.7 29.6 6.3 63.0 51.0 85.0 86.9: 15.0 13.1
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 : 37: 5 5 4 18 18 27 24:
Old : 37: 5 5 4 18 18 27 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 : 40.1 46.6 59.5 70.6 35.7 42.6 53.7 59.0
Old : 40.1 46.6 59.5 70.6 35.7 42.6 53.7 59.0
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, September 15, 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 : 436,326: 57,581 62,970 105,838 232,661 227,369 396,080 396,177: 40,246 40,149
Old : 436,326: 57,581 62,970 105,838 232,661 227,369 396,080 396,177: 40,246 40,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 11,787: -2,391 298 10,643 4,096 -1,669 12,348 9,272: -561 2,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.4 24.3 53.3 52.1 90.8 90.8: 9.2 9.2
Old : 100.0: 13.2 14.4 24.3 53.3 52.1 90.8 90.8: 9.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 39 46 63 85 90 161 168:
Old : 189: 39 46 63 85 90 161 168:
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 : 11.9 14.7 22.6 24.6 10.1 7.8 16.5 13.3
Old : 11.9 14.7 22.6 24.6 10.1 7.8 16.5 13.3
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, September 15, 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 : 56,274: 1,025 500 100 42,217 48,806 43,342 49,406: 12,932 6,868
Old : 56,274: 1,025 500 100 42,217 48,806 43,342 49,406: 12,932 6,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 922: 225 0 0 619 2,109 844 2,109: 78 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.9 0.2 75.0 86.7 77.0 87.8: 23.0 12.2
Old : 100.0: 1.8 0.9 0.2 75.0 86.7 77.0 87.8: 23.0 12.2
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 : 30: 1 1 1 22 25 23 27:
Old : 30: 1 1 1 22 25 23 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 : 41.4 43.7 58.4 62.6 39.2 36.5 48.4 48.5
Old : 41.4 43.7 58.4 62.6 39.2 36.5 48.4 48.5
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, September 15, 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 : 940,755: 231,721 442,387 261,145 376,998 197,063 869,864 900,594: 70,891 40,160
Old : 940,755: 231,721 442,387 261,145 376,998 197,063 869,864 900,594: 70,891 40,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -20,070: -6,419 -16,453 6,654 -19,294 -9,577 -19,059 -19,376: -1,011 -694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 47.0 27.8 40.1 20.9 92.5 95.7: 7.5 4.3
Old : 100.0: 24.6 47.0 27.8 40.1 20.9 92.5 95.7: 7.5 4.3
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 : 296: 91 125 143 61 55 248 240:
Old : 296: 91 125 143 61 55 248 240:
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 21.7 26.9 33.8 11.9 20.2 19.7 27.1
Old : 15.5 21.7 26.9 33.8 11.9 20.2 19.7 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, September 15, 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 : 737,387: 48,001 58,007 207,215 477,234 469,014 732,450 734,236: 4,937 3,151
Old : 737,387: 48,001 58,007 207,215 477,234 469,014 732,450 734,236: 4,937 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 2,078: -618 2,643 -1,402 3,819 837 1,799 2,078: 279 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.9 28.1 64.7 63.6 99.3 99.6: 0.7 0.4
Old : 100.0: 6.5 7.9 28.1 64.7 63.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 40 43 65 51 52 124 127:
Old : 138: 40 43 65 51 52 124 127:
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 : 41.1 38.5 58.7 55.4 9.0 7.7 12.0 10.7
Old : 41.1 38.5 58.7 55.4 9.0 7.7 12.0 10.7
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, September 15, 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 : 381,890: 166,370 130,134 60,745 148,327 184,980 375,441 375,859: 6,448 6,030
Old : 381,890: 166,370 130,134 60,745 148,327 184,980 375,441 375,859: 6,448 6,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -2,748: -6,091 -3,832 2,115 986 -1,060 -2,991 -2,777: 243 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 34.1 15.9 38.8 48.4 98.3 98.4: 1.7 1.6
Old : 100.0: 43.6 34.1 15.9 38.8 48.4 98.3 98.4: 1.7 1.6
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 : 71: 20 9 27 34 36 67 63:
Old : 71: 20 9 27 34 36 67 63:
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 47.3 56.6 61.2 38.9 38.8 46.1 45.0
Old : 43.7 47.3 56.6 61.2 38.9 38.8 46.1 45.0
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, September 15, 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 : 93,452: 12,730 23,036 10,501 61,674 53,583 84,905 87,120: 8,547 6,332
Old : 93,452: 12,730 23,036 10,501 61,674 53,583 84,905 87,120: 8,547 6,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,827: 1,099 -232 1,139 -453 1,207 1,785 2,114: 42 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 24.7 11.2 66.0 57.3 90.9 93.2: 9.1 6.8
Old : 100.0: 13.6 24.7 11.2 66.0 57.3 90.9 93.2: 9.1 6.8
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: 11 13 19 18 18 41 38:
Old : 42: 11 13 19 18 18 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 40.5 60.2 58.8 28.8 27.7 38.4 35.0
Old : 42.3 40.5 60.2 58.8 28.8 27.7 38.4 35.0
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, September 15, 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 : 1,646,574: 701,707 63,446 115,288 794,880 1,439,569 1,611,875 1,618,303: 34,699 28,271
Old : 1,646,574: 701,707 63,446 115,288 794,880 1,439,569 1,611,875 1,618,303: 34,699 28,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 8,191: 3,861 -186 1,813 3,441 6,520 9,115 8,147: -924 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 3.9 7.0 48.3 87.4 97.9 98.3: 2.1 1.7
Old : 100.0: 42.6 3.9 7.0 48.3 87.4 97.9 98.3: 2.1 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 : 109: 29 12 31 54 56 95 89:
Old : 109: 29 12 31 54 56 95 89:
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 : 50.4 37.4 65.3 57.4 47.1 36.4 54.8 53.5
Old : 50.4 37.4 65.3 57.4 47.1 36.4 54.8 53.5
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, September 15, 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 : 430,883: 29,715 51,847 72,749 325,640 304,203 428,104 428,799: 2,779 2,084
Old : 430,883: 29,715 51,847 72,749 325,640 304,203 428,104 428,799: 2,779 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 4,087: -200 403 3,050 2,026 1,100 4,876 4,553: -789 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 12.0 16.9 75.6 70.6 99.4 99.5: 0.6 0.5
Old : 100.0: 6.9 12.0 16.9 75.6 70.6 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 : 82: 16 23 25 40 36 70 70:
Old : 82: 16 23 25 40 36 70 70:
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 48.9 57.1 68.7 27.4 35.0 39.0 42.0
Old : 37.6 48.9 57.1 68.7 27.4 35.0 39.0 42.0
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, September 15, 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 : 141,894: 58,204 48,695 24,885 57,387 66,928 140,476 140,508: 1,418 1,386
Old : 141,894: 58,204 48,695 24,885 57,387 66,928 140,476 140,508: 1,418 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 7,867: -2,709 2,110 3,765 7,134 2,633 8,190 8,508: -323 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 34.3 17.5 40.4 47.2 99.0 99.0: 1.0 1.0
Old : 100.0: 41.0 34.3 17.5 40.4 47.2 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 18 22 21 21 50 48:
Old : 57: 16 18 22 21 21 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 35.4 58.9 54.7 29.4 32.8 45.3 46.2
Old : 36.2 35.4 58.9 54.7 29.4 32.8 45.3 46.2
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, September 15, 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 : 33,665: 21,381 10,473 2,863 8,826 19,764 33,070 33,100: 595 565
Old : 33,665: 21,381 10,473 2,863 8,826 19,764 33,070 33,100: 595 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,728: 1,171 -320 262 299 1,800 1,732 1,742: -4 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 31.1 8.5 26.2 58.7 98.2 98.3: 1.8 1.7
Old : 100.0: 63.5 31.1 8.5 26.2 58.7 98.2 98.3: 1.8 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 : 43: 11 12 14 16 15 35 33:
Old : 43: 11 12 14 16 15 35 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 : 64.2 54.7 77.0 73.5 60.5 49.2 71.4 64.2
Old : 64.2 54.7 77.0 73.5 60.5 49.2 71.4 64.2
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, September 15, 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 : 11,672: 1,774 3,180 4,189 5,705 4,301 11,668 11,671: 4 1
Old : 11,672: 1,774 3,180 4,189 5,705 4,301 11,668 11,671: 4 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 989: 164 170 468 367 359 998 997: -9 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 27.2 35.9 48.9 36.9 100.0 100.0: 0.0 0.0
Old : 100.0: 15.2 27.2 35.9 48.9 36.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 10 18 14 12 32 32:
Old : 35: 10 10 18 14 12 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 59.6 82.8 84.0 24.6 33.4 34.8 37.7
Old : 63.1 59.6 82.8 84.0 24.6 33.4 34.8 37.7
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, September 15, 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 : 2,990: 20 409 40 2,780 2,401 2,840 2,850: 150 140
Old : 2,990: 20 409 40 2,780 2,401 2,840 2,850: 150 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 80: 10 0 -10 52 90 52 80: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.7 1.3 93.0 80.3 95.0 95.3: 5.0 4.7
Old : 100.0: 0.7 13.7 1.3 93.0 80.3 95.0 95.3: 5.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 16 19 18 23:
Old : 26: 2 2 2 16 19 18 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 : 61.0 47.1 82.2 68.6 43.6 38.8 54.1 51.5
Old : 61.0 47.1 82.2 68.6 43.6 38.8 54.1 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 48,394: 2,702 1,040 5,554 39,565 41,537 47,821 48,131: 572 263
Old : 48,394: 2,702 1,040 5,554 39,565 41,537 47,821 48,131: 572 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 216: 55 -65 497 -296 -174 256 257: -40 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.1 11.5 81.8 85.8 98.8 99.5: 1.2 0.5
Old : 100.0: 5.6 2.1 11.5 81.8 85.8 98.8 99.5: 1.2 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 : 88: 14 10 13 44 60 66 78:
Old : 88: 14 10 13 44 60 66 78:
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 : 37.0 43.4 56.0 59.5 22.3 21.5 26.0 26.4
Old : 37.0 43.4 56.0 59.5 22.3 21.5 26.0 26.4
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, September 15, 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 : 4,294: 1,089 510 531 2,409 2,970 4,029 4,011: 265 283
Old : 4,294: 1,089 510 531 2,409 2,970 4,029 4,011: 265 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 423: 228 -3 65 237 439 530 501: -107 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.9 12.4 56.1 69.2 93.8 93.4: 6.2 6.6
Old : 100.0: 25.4 11.9 12.4 56.1 69.2 93.8 93.4: 6.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 3 6 21 21 28 29:
Old : 37: 6 3 6 21 21 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 39.6 56.7 58.3 34.0 39.6 48.6 56.4
Old : 37.1 39.6 56.7 58.3 34.0 39.6 48.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 197,221: 3,163 9,088 0 194,058 188,133 197,221 197,221: 0 0
Old : 197,221: 3,163 9,088 0 194,058 188,133 197,221 197,221: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 27,530: 0 0 0 27,530 27,530 27,530 27,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.6 0.0 98.4 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 4.6 0.0 98.4 95.4 100.0 100.0: 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 : 20: 1 1 0 11 10 12 11:
Old : 20: 1 1 0 11 10 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 82.8 96.0 95.9 59.6 52.1 66.0 63.9
Old : 70.6 82.8 96.0 95.9 59.6 52.1 66.0 63.9
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, September 15, 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-5MW per :
: : :
All : 139,430: 10,346 1,595 4,000 124,829 133,835 139,175 139,430: 255 0
Old : 139,430: 10,346 1,595 4,000 124,829 133,835 139,175 139,430: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,987: 3 0 5 1,724 1,982 1,732 1,987: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.1 2.9 89.5 96.0 99.8 100.0: 0.2 0.0
Old : 100.0: 7.4 1.1 2.9 89.5 96.0 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 : 31: 2 1 2 24 19 26 22:
Old : 31: 2 1 2 24 19 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 : 59.9 69.8 79.8 84.4 41.1 45.0 52.5 53.5
Old : 59.9 69.8 79.8 84.4 41.1 45.0 52.5 53.5
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, September 15, 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 : 2,896,336: 0 169,560 0 2,896,336 2,726,747 2,896,336 2,896,307: 0 29
Old : 2,896,336: 0 169,560 0 2,896,336 2,726,747 2,896,336 2,896,307: 0 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 54,915: 0 0 0 54,915 54,915 54,915 54,915: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 100.0 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.9 0.0 100.0 94.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 22 18 22 19:
Old : 28: 0 1 0 22 18 22 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 : 71.8 75.0 86.8 88.8 42.3 48.4 50.8 54.0
Old : 71.8 75.0 86.8 88.8 42.3 48.4 50.8 54.0
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, September 15, 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 : 62,752: 1,428 0 1,915 59,409 60,837 62,752 62,752: 0 0
Old : 62,752: 1,428 0 1,915 59,409 60,837 62,752 62,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,165: 0 0 0 1,165 1,165 1,165 1,165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 3.1 94.7 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.0 3.1 94.7 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 15 17 17 18:
Old : 25: 2 0 1 15 17 17 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 : 52.2 70.6 78.7 92.0 46.3 62.1 64.6 70.4
Old : 52.2 70.6 78.7 92.0 46.3 62.1 64.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,255,400: 29,614 0 70,560 1,155,226 1,184,840 1,255,400 1,255,400: 0 0
Old : 1,255,400: 29,614 0 70,560 1,155,226 1,184,840 1,255,400 1,255,400: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 33,155: 0 0 0 33,155 33,155 33,155 33,155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 5.6 92.0 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 0.0 5.6 92.0 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 17 11 19 12:
Old : 24: 2 0 1 17 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 73.5 78.3 92.3 31.4 56.0 49.4 60.3
Old : 49.9 73.5 78.3 92.3 31.4 56.0 49.4 60.3
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, September 15, 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 : 14,666: 323 62 25 14,136 14,444 14,484 14,531: 182 135
Old : 14,666: 323 62 25 14,136 14,444 14,484 14,531: 182 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -95: -5 0 25 -115 -120 -95 -95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.4 0.2 96.4 98.5 98.8 99.1: 1.2 0.9
Old : 100.0: 2.2 0.4 0.2 96.4 98.5 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 22 23 23 25:
Old : 32: 1 1 1 22 23 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 : 45.0 52.0 70.4 77.8 33.2 46.1 49.1 57.8
Old : 45.0 52.0 70.4 77.8 33.2 46.1 49.1 57.8
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, September 15, 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 : 73,035: 1,389 8,325 1,160 69,352 63,014 71,901 72,499: 1,134 536
Old : 73,035: 1,389 8,325 1,160 69,352 63,014 71,901 72,499: 1,134 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 4,049: 90 0 18 3,801 4,031 3,909 4,049: 140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.4 1.6 95.0 86.3 98.4 99.3: 1.6 0.7
Old : 100.0: 1.9 11.4 1.6 95.0 86.3 98.4 99.3: 1.6 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 : 72: 5 6 6 53 51 62 61:
Old : 72: 5 6 6 53 51 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 40.9 62.8 56.3 27.0 24.2 36.5 35.9
Old : 42.9 40.9 62.8 56.3 27.0 24.2 36.5 35.9
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, September 15, 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 : 21,246: 0 526 0 20,651 20,496 20,651 21,022: 595 224
Old : 21,246: 0 526 0 20,651 20,496 20,651 21,022: 595 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,395: 0 0 0 1,340 1,395 1,340 1,395: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 97.2 96.5 97.2 98.9: 2.8 1.1
Old : 100.0: 0.0 2.5 0.0 97.2 96.5 97.2 98.9: 2.8 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 : 21: 0 2 0 16 17 16 19:
Old : 21: 0 2 0 16 17 16 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 : 71.6 53.1 91.3 79.5 30.7 27.2 33.2 34.1
Old : 71.6 53.1 91.3 79.5 30.7 27.2 33.2 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 29,776: 2,902 7,009 83 26,290 22,280 29,275 29,372: 501 404
Old : 29,776: 2,902 7,009 83 26,290 22,280 29,275 29,372: 501 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,444: 45 68 -28 1,457 1,444 1,474 1,484: -30 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.5 0.3 88.3 74.8 98.3 98.6: 1.7 1.4
Old : 100.0: 9.7 23.5 0.3 88.3 74.8 98.3 98.6: 1.7 1.4
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 : 50: 7 5 3 29 32 37 39:
Old : 50: 7 5 3 29 32 37 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 : 33.0 41.6 52.3 60.2 22.8 29.9 36.3 40.4
Old : 33.0 41.6 52.3 60.2 22.8 29.9 36.3 40.4
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, September 15, 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 : 9,145: 285 897 794 7,974 7,055 9,053 8,746: 92 399
Old : 9,145: 285 897 794 7,974 7,055 9,053 8,746: 92 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 412: 60 445 -118 450 110 392 437: 20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.8 8.7 87.2 77.1 99.0 95.6: 1.0 4.4
Old : 100.0: 3.1 9.8 8.7 87.2 77.1 99.0 95.6: 1.0 4.4
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 : 35: 2 2 4 23 21 29 25:
Old : 35: 2 2 4 23 21 29 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 : 51.3 47.6 73.8 73.4 49.1 40.4 63.8 59.8
Old : 51.3 47.6 73.8 73.4 49.1 40.4 63.8 59.8
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, September 15, 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 : 9,936: 0 859 138 8,880 8,798 9,018 9,795: 918 141
Old : 9,936: 0 859 138 8,880 8,798 9,018 9,795: 918 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 735: 0 35 -15 705 685 690 705: 45 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.6 1.4 89.4 88.5 90.8 98.6: 9.2 1.4
Old : 100.0: 0.0 8.6 1.4 89.4 88.5 90.8 98.6: 9.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 22 20 24 22:
Old : 28: 0 2 2 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 50.6 66.6 72.8 40.0 47.1 55.6 63.7
Old : 44.7 50.6 66.6 72.8 40.0 47.1 55.6 63.7
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, September 15, 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 : 2,618,114: 489,379 210,189 1,082,728 957,523 1,238,044 2,529,630 2,530,961: 88,484 87,153
Old : 2,618,114: 489,379 210,189 1,082,728 957,523 1,238,044 2,529,630 2,530,961: 88,484 87,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -6,603: -3,444 -13,484 -5,598 -2,747 13,591 -11,789 -5,491: 5,187 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 8.0 41.4 36.6 47.3 96.6 96.7: 3.4 3.3
Old : 100.0: 18.7 8.0 41.4 36.6 47.3 96.6 96.7: 3.4 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 : 433: 156 141 224 107 117 377 382:
Old : 433: 156 141 224 107 117 377 382:
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 : 11.3 12.9 20.4 21.5 9.5 6.7 13.1 11.0
Old : 11.3 12.9 20.4 21.5 9.5 6.7 13.1 11.0
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, September 15, 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 : 145,577: 37,755 22,468 38,479 66,593 82,033 142,827 142,979: 2,750 2,597
Old : 145,577: 37,755 22,468 38,479 66,593 82,033 142,827 142,979: 2,750 2,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -13,635: -3,504 -4,585 -510 -9,232 -7,817 -13,247 -12,913: -388 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 15.4 26.4 45.7 56.4 98.1 98.2: 1.9 1.8
Old : 100.0: 25.9 15.4 26.4 45.7 56.4 98.1 98.2: 1.9 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 : 34: 6 9 11 17 18 30 31:
Old : 34: 6 9 11 17 18 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 50.1 80.2 71.3 36.7 32.7 43.9 40.7
Old : 59.1 50.1 80.2 71.3 36.7 32.7 43.9 40.7
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, September 15, 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 : 137,112: 70,862 8,457 2,728 46,723 73,013 120,313 84,198: 16,799 52,914
Old : 137,112: 70,862 8,457 2,728 46,723 73,013 120,313 84,198: 16,799 52,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 174: 348 -1,527 -1,065 -434 316 -1,151 -2,276: 1,325 2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 6.2 2.0 34.1 53.3 87.7 61.4: 12.3 38.6
Old : 100.0: 51.7 6.2 2.0 34.1 53.3 87.7 61.4: 12.3 38.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 4 3 15 17 22 22:
Old : 27: 5 4 3 15 17 22 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 : 62.1 29.3 76.0 43.9 60.6 27.6 70.8 39.5
Old : 62.1 29.3 76.0 43.9 60.6 27.6 70.8 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 23,438: 5,642 0 11,828 5,424 10,653 22,894 22,481: 544 957
Old : 23,438: 5,642 0 11,828 5,424 10,653 22,894 22,481: 544 957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 75: -67 0 398 -226 -350 105 49: -30 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.0 50.5 23.1 45.5 97.7 95.9: 2.3 4.1
Old : 100.0: 24.1 0.0 50.5 23.1 45.5 97.7 95.9: 2.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 0 10 11 11 25 21:
Old : 26: 13 0 10 11 11 25 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 : 50.4 54.4 72.5 76.8 25.5 32.1 33.8 35.0
Old : 50.4 54.4 72.5 76.8 25.5 32.1 33.8 35.0
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, September 15, 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 : 178,071: 24,961 1,086 34,874 111,501 127,970 171,335 163,929: 6,736 14,142
Old : 178,071: 24,961 1,086 34,874 111,501 127,970 171,335 163,929: 6,736 14,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,964: -288 92 618 1,459 753 1,790 1,463: 174 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.6 19.6 62.6 71.9 96.2 92.1: 3.8 7.9
Old : 100.0: 14.0 0.6 19.6 62.6 71.9 96.2 92.1: 3.8 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 : 33: 9 1 10 23 23 33 33:
Old : 33: 9 1 10 23 23 33 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 : 27.8 30.8 45.2 48.2 12.5 12.8 18.4 18.2
Old : 27.8 30.8 45.2 48.2 12.5 12.8 18.4 18.2
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, September 15, 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 : 177,985: 12,752 77,570 63,955 93,118 28,341 169,824 169,865: 8,160 8,119
Old : 177,985: 12,752 77,570 63,955 93,118 28,341 169,824 169,865: 8,160 8,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -12,573: 1,035 1,325 -13,496 -50 -753 -12,511 -12,923: -62 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 43.6 35.9 52.3 15.9 95.4 95.4: 4.6 4.6
Old : 100.0: 7.2 43.6 35.9 52.3 15.9 95.4 95.4: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 15 12 23 17 16 44 40:
Old : 47: 15 12 23 17 16 44 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 : 44.0 52.9 59.2 73.7 31.5 39.2 39.3 49.0
Old : 44.0 52.9 59.2 73.7 31.5 39.2 39.3 49.0
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, September 15, 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 : 54,857: 3,158 844 7,753 33,839 31,176 44,749 39,773: 10,107 15,084
Old : 54,857: 3,158 844 7,753 33,839 31,176 44,749 39,773: 10,107 15,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,976: 628 -154 464 847 1,530 1,939 1,840: 37 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.5 14.1 61.7 56.8 81.6 72.5: 18.4 27.5
Old : 100.0: 5.8 1.5 14.1 61.7 56.8 81.6 72.5: 18.4 27.5
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 : 20: 5 1 4 14 14 20 18:
Old : 20: 5 1 4 14 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 : 46.5 41.9 69.8 61.2 24.0 22.3 31.3 23.6
Old : 46.5 41.9 69.8 61.2 24.0 22.3 31.3 23.6
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, September 15, 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 : 136,365: 28,959 6,766 63,344 43,442 65,148 135,745 135,258: 620 1,107
Old : 136,365: 28,959 6,766 63,344 43,442 65,148 135,745 135,258: 620 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -13,904: -9,357 445 -1,993 -2,095 -11,448 -13,445 -12,996: -459 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.0 46.5 31.9 47.8 99.5 99.2: 0.5 0.8
Old : 100.0: 21.2 5.0 46.5 31.9 47.8 99.5 99.2: 0.5 0.8
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 : 25: 6 5 9 11 14 20 25:
Old : 25: 6 5 9 11 14 20 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 : 87.0 73.4 94.3 89.1 20.8 13.7 21.6 17.9
Old : 87.0 73.4 94.3 89.1 20.8 13.7 21.6 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 15,109: 360 0 0 14,629 15,064 14,989 15,064: 120 45
Old : 15,109: 360 0 0 14,629 15,064 14,989 15,064: 120 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 495: 0 0 0 495 495 495 495: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 96.8 99.7 99.2 99.7: 0.8 0.3
Old : 100.0: 2.4 0.0 0.0 96.8 99.7 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 18 16 19 16:
Old : 31: 1 0 0 18 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 68.2 80.9 88.5 57.6 68.2 78.4 86.8
Old : 57.9 68.2 80.9 88.5 57.6 68.2 78.4 86.8
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, September 15, 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 : 29,048: 18,474 13,375 1,332 7,917 12,605 27,722 27,312: 1,326 1,736
Old : 29,048: 18,474 13,375 1,332 7,917 12,605 27,722 27,312: 1,326 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 415: 182 349 179 -107 -163 253 365: 161 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 46.0 4.6 27.3 43.4 95.4 94.0: 4.6 6.0
Old : 100.0: 63.6 46.0 4.6 27.3 43.4 95.4 94.0: 4.6 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 : 152: 46 58 12 32 30 83 95:
Old : 152: 46 58 12 32 30 83 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 29.8 60.8 43.7 39.7 27.8 58.1 41.5
Old : 41.7 29.8 60.8 43.7 39.7 27.8 58.1 41.5
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, September 15, 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 : 74,369: 50,903 27,950 2,974 15,381 39,353 69,259 70,277: 5,110 4,092
Old : 74,369: 50,903 27,950 2,974 15,381 39,353 69,259 70,277: 5,110 4,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 3,494: 1,781 4,339 253 1,268 -1,983 3,302 2,610: 192 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 37.6 4.0 20.7 52.9 93.1 94.5: 6.9 5.5
Old : 100.0: 68.4 37.6 4.0 20.7 52.9 93.1 94.5: 6.9 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 : 237: 100 75 21 31 37 147 123:
Old : 237: 100 75 21 31 37 147 123:
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 : 23.0 30.9 35.7 43.2 23.0 30.9 35.7 43.1
Old : 23.0 30.9 35.7 43.2 23.0 30.9 35.7 43.1
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, September 15, 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 : 378,782: 111,479 45,718 71,589 177,666 239,644 360,735 356,952: 18,047 21,830
Old : 378,782: 111,479 45,718 71,589 177,666 239,644 360,735 356,952: 18,047 21,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 12,651: 2,285 -66 1,187 9,936 10,104 13,408 11,225: -757 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 12.1 18.9 46.9 63.3 95.2 94.2: 4.8 5.8
Old : 100.0: 29.4 12.1 18.9 46.9 63.3 95.2 94.2: 4.8 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 : 230: 70 49 66 87 99 190 186:
Old : 230: 70 49 66 87 99 190 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 18.0 27.1 28.8 13.9 12.1 20.2 17.5
Old : 16.5 18.0 27.1 28.8 13.9 12.1 20.2 17.5
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, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 13,867: 4,256 686 1,103 6,020 8,971 11,379 10,760: 2,488 3,107
Old : 13,867: 4,256 686 1,103 6,020 8,971 11,379 10,760: 2,488 3,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 102: -27 25 54 -12 0 15 79: 87 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.9 8.0 43.4 64.7 82.1 77.6: 17.9 22.4
Old : 100.0: 30.7 4.9 8.0 43.4 64.7 82.1 77.6: 17.9 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 2 4 12 9 19 13:
Old : 24: 5 2 4 12 9 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 46.4 53.5 67.1 32.5 46.0 52.3 57.9
Old : 32.7 46.4 53.5 67.1 32.5 46.0 52.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 18,025: 0 2,645 0 17,145 13,710 17,145 16,355: 880 1,670
Old : 18,025: 0 2,645 0 17,145 13,710 17,145 16,355: 880 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 495: 0 0 0 470 450 470 450: 25 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.7 0.0 95.1 76.1 95.1 90.7: 4.9 9.3
Old : 100.0: 0.0 14.7 0.0 95.1 76.1 95.1 90.7: 4.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 14 20 14 22:
Old : 24: 0 2 0 14 20 14 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 : 67.4 44.8 88.0 61.7 45.1 34.4 59.7 45.9
Old : 67.4 44.8 88.0 61.7 45.1 34.4 59.7 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 19,395: 3,152 1,749 3,835 9,669 12,066 16,656 17,650: 2,739 1,745
Old : 19,395: 3,152 1,749 3,835 9,669 12,066 16,656 17,650: 2,739 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -397: 190 -173 -30 93 -269 253 -472: -650 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.0 19.8 49.9 62.2 85.9 91.0: 14.1 9.0
Old : 100.0: 16.3 9.0 19.8 49.9 62.2 85.9 91.0: 14.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 5 13 17 19 22:
Old : 25: 4 2 5 13 17 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 35.1 60.1 56.3 27.8 25.1 39.6 39.1
Old : 39.6 35.1 60.1 56.3 27.8 25.1 39.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 6,797: 539 374 468 3,315 4,020 4,322 4,862: 2,475 1,935
Old : 6,797: 539 374 468 3,315 4,020 4,322 4,862: 2,475 1,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.5 6.9 48.8 59.1 63.6 71.5: 36.4 28.5
Old : 100.0: 7.9 5.5 6.9 48.8 59.1 63.6 71.5: 36.4 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 2 5 12 13 18 18:
Old : 21: 4 2 5 12 13 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 33.3 47.7 49.8 23.0 18.7 31.0 31.5
Old : 27.3 33.3 47.7 49.8 23.0 18.7 31.0 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 21,228: 12,077 17,577 100 8,984 3,551 21,161 21,228: 67 0
Old : 21,228: 12,077 17,577 100 8,984 3,551 21,161 21,228: 67 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 773: 250 855 50 473 -132 773 773: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 82.8 0.5 42.3 16.7 99.7 100.0: 0.3 0.0
Old : 100.0: 56.9 82.8 0.5 42.3 16.7 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 : 29: 9 6 1 11 8 20 15:
Old : 29: 9 6 1 11 8 20 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 : 66.0 84.8 85.7 95.6 66.0 84.8 84.2 94.2
Old : 66.0 84.8 85.7 95.6 66.0 84.8 84.2 94.2
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, September 15, 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 : 18,523: 7,999 7,482 6,239 3,663 4,228 17,901 17,949: 622 574
Old : 18,523: 7,999 7,482 6,239 3,663 4,228 17,901 17,949: 622 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,282: 777 417 411 259 440 1,447 1,268: -165 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 40.4 33.7 19.8 22.8 96.6 96.9: 3.4 3.1
Old : 100.0: 43.2 40.4 33.7 19.8 22.8 96.6 96.9: 3.4 3.1
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 : 51: 19 22 26 6 9 39 44:
Old : 51: 19 22 26 6 9 39 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 : 35.8 31.0 57.0 50.0 25.2 19.4 38.1 30.5
Old : 35.8 31.0 57.0 50.0 25.2 19.4 38.1 30.5
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, September 15, 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 : 12,510: 2,153 2,868 7,932 2,409 1,710 12,493 12,510: 17 0
Old : 12,510: 2,153 2,868 7,932 2,409 1,710 12,493 12,510: 17 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -107: -9 -10 -81 -18 -16 -108 -107: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.9 63.4 19.3 13.7 99.9 100.0: 0.1 0.0
Old : 100.0: 17.2 22.9 63.4 19.3 13.7 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 : 23: 5 11 13 6 6 19 22:
Old : 23: 5 11 13 6 6 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 67.6 85.2 86.2 22.5 19.0 24.4 22.8
Old : 59.1 67.6 85.2 86.2 22.5 19.0 24.4 22.8
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, September 15, 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 : 35,457: 3,733 0 0 31,659 35,457 35,392 35,457: 65 0
Old : 35,457: 3,733 0 0 31,659 35,457 35,392 35,457: 65 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 371: -75 0 0 446 371 371 371: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 89.3 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 10.5 0.0 0.0 89.3 100.0 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 : 38: 6 0 0 25 23 31 23:
Old : 38: 6 0 0 25 23 31 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 : 35.0 51.4 60.6 80.9 32.1 37.1 48.2 55.4
Old : 35.0 51.4 60.6 80.9 32.1 37.1 48.2 55.4
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, September 15, 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 : 9,099: 2,540 2,746 224 6,323 6,129 9,087 9,099: 12 0
Old : 9,099: 2,540 2,746 224 6,323 6,129 9,087 9,099: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 17: 0 0 0 17 17 17 17: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.2 2.5 69.5 67.4 99.9 100.0: 0.1 0.0
Old : 100.0: 27.9 30.2 2.5 69.5 67.4 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 : 22: 2 5 3 11 10 16 15:
Old : 22: 2 5 3 11 10 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 75.4 86.0 91.1 58.5 66.3 78.4 79.3
Old : 61.8 75.4 86.0 91.1 58.5 66.3 78.4 79.3
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, September 15, 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 : 15,857: 1,521 4,993 923 12,241 9,845 14,685 15,761: 1,172 96
Old : 15,857: 1,521 4,993 923 12,241 9,845 14,685 15,761: 1,172 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 783: 42 94 879 -451 -169 470 804: 313 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 31.5 5.8 77.2 62.1 92.6 99.4: 7.4 0.6
Old : 100.0: 9.6 31.5 5.8 77.2 62.1 92.6 99.4: 7.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 6 5 21 17 29 26:
Old : 36: 5 6 5 21 17 29 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 : 49.4 47.4 66.3 67.7 40.9 43.8 53.2 60.7
Old : 49.4 47.4 66.3 67.7 40.9 43.8 53.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,755: 1,708 2,267 520 9,946 9,761 12,174 12,548: 581 207
Old : 12,755: 1,708 2,267 520 9,946 9,761 12,174 12,548: 581 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 403: 80 205 9 475 216 564 430: -161 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.8 4.1 78.0 76.5 95.4 98.4: 4.6 1.6
Old : 100.0: 13.4 17.8 4.1 78.0 76.5 95.4 98.4: 4.6 1.6
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 : 42: 6 8 7 18 24 30 34:
Old : 42: 6 8 7 18 24 30 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 : 51.0 41.5 76.1 63.2 39.7 38.1 57.1 52.5
Old : 51.0 41.5 76.1 63.2 39.7 38.1 57.1 52.5
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, September 15, 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 : 2,130: 921 460 270 854 1,140 2,045 1,870: 85 260
Old : 2,130: 921 460 270 854 1,140 2,045 1,870: 85 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 105: 60 75 0 50 30 110 105: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 21.6 12.7 40.1 53.5 96.0 87.8: 4.0 12.2
Old : 100.0: 43.2 21.6 12.7 40.1 53.5 96.0 87.8: 4.0 12.2
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 : 30: 5 8 4 12 12 19 22:
Old : 30: 5 8 4 12 12 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 47.1 73.9 60.3 46.5 43.4 62.0 53.3
Old : 56.6 47.1 73.9 60.3 46.5 43.4 62.0 53.3
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, September 15, 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 : 9,802: 1,632 1,732 152 7,574 7,878 9,358 9,762: 444 40
Old : 9,802: 1,632 1,732 152 7,574 7,878 9,358 9,762: 444 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.7 1.6 77.3 80.4 95.5 99.6: 4.5 0.4
Old : 100.0: 16.6 17.7 1.6 77.3 80.4 95.5 99.6: 4.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 3 4 10 10 14 16:
Old : 20: 3 3 4 10 10 14 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 : 64.9 80.7 83.3 92.1 59.4 75.0 72.8 81.7
Old : 64.9 80.7 83.3 92.1 59.4 75.0 72.8 81.7
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, September 15, 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 : 31,854: 4,406 2,795 2,806 19,627 19,947 26,839 25,548: 5,015 6,306
Old : 31,854: 4,406 2,795 2,806 19,627 19,947 26,839 25,548: 5,015 6,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 846: -150 -443 656 315 572 821 785: 25 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.8 8.8 61.6 62.6 84.3 80.2: 15.7 19.8
Old : 100.0: 13.8 8.8 8.8 61.6 62.6 84.3 80.2: 15.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 5 17 18 23 23:
Old : 27: 3 3 5 17 18 23 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 : 33.4 40.8 57.2 58.1 32.1 28.7 47.9 41.8
Old : 33.4 40.8 57.2 58.1 32.1 28.7 47.9 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015