GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 60,461: 20,233 3,904 1,503 38,177 54,996 59,913 60,403: 548 58
Old : 60,461: 20,233 3,904 1,503 38,177 54,996 59,913 60,403: 548 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 2,112: -909 189 819 2,202 1,104 2,112 2,112: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 6.5 2.5 63.1 91.0 99.1 99.9: 0.9 0.1
Old : 100.0: 33.5 6.5 2.5 63.1 91.0 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 6 41 43 49 53:
Old : 59: 6 6 6 41 43 49 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 : 49.7 43.5 73.6 57.0 36.8 14.4 41.5 22.2
Old : 49.7 43.5 73.6 57.0 36.8 14.4 41.5 22.2
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,515: 450 0 0 5,065 5,515 5,515 5,515: 0 0
Old : 5,515: 450 0 0 5,065 5,515 5,515 5,515: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 576: 450 0 0 126 576 576 576: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.0 91.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.2 0.0 0.0 91.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 14 17 15 17:
Old : 21: 1 0 0 14 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 46.2 89.1 76.8 45.7 31.6 53.3 48.5
Old : 64.3 46.2 89.1 76.8 45.7 31.6 53.3 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 9,516: 890 188 598 7,361 8,077 8,849 8,863: 667 653
Old : 9,516: 890 188 598 7,361 8,077 8,849 8,863: 667 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 191: -28 5 -4 321 249 289 250: -98 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.0 6.3 77.4 84.9 93.0 93.1: 7.0 6.9
Old : 100.0: 9.4 2.0 6.3 77.4 84.9 93.0 93.1: 7.0 6.9
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 : 40: 5 3 7 32 31 40 38:
Old : 40: 5 3 7 32 31 40 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 : 44.8 40.6 62.1 58.6 13.2 9.8 18.5 15.5
Old : 44.8 40.6 62.1 58.6 13.2 9.8 18.5 15.5
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 22, 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 : 2,116: 160 27 270 1,117 1,223 1,547 1,520: 569 596
Old : 2,116: 160 27 270 1,117 1,223 1,547 1,520: 569 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 35: -26 27 -18 32 55 -12 64: 47 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.3 12.8 52.8 57.8 73.1 71.8: 26.9 28.2
Old : 100.0: 7.6 1.3 12.8 52.8 57.8 73.1 71.8: 26.9 28.2
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 : 22: 2 1 3 13 17 16 20:
Old : 22: 2 1 3 13 17 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 26.9 54.9 45.6 19.4 15.4 26.6 23.2
Old : 37.3 26.9 54.9 45.6 19.4 15.4 26.6 23.2
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 22, 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 : 7,159: 1,341 587 93 4,958 5,986 6,392 6,666: 767 493
Old : 7,159: 1,341 587 93 4,958 5,986 6,392 6,666: 767 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 261: 157 -50 -1 61 276 217 225: 44 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 8.2 1.3 69.3 83.6 89.3 93.1: 10.7 6.9
Old : 100.0: 18.7 8.2 1.3 69.3 83.6 89.3 93.1: 10.7 6.9
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 : 45: 4 2 4 33 36 38 41:
Old : 45: 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 : 36.2 37.2 55.6 57.2 24.1 30.0 30.2 36.5
Old : 36.2 37.2 55.6 57.2 24.1 30.0 30.2 36.5
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 22, 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 : 8,660: 2,160 3,211 515 5,476 4,160 8,151 7,886: 509 774
Old : 8,660: 2,160 3,211 515 5,476 4,160 8,151 7,886: 509 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 741: 277 499 -119 500 346 658 726: 83 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 37.1 5.9 63.2 48.0 94.1 91.1: 5.9 8.9
Old : 100.0: 24.9 37.1 5.9 63.2 48.0 94.1 91.1: 5.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 5 7 27 20 37 29:
Old : 46: 7 5 7 27 20 37 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 : 39.6 52.3 56.8 66.1 36.7 50.6 51.5 61.9
Old : 39.6 52.3 56.8 66.1 36.7 50.6 51.5 61.9
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 22, 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 : 1,239: 330 342 38 628 752 996 1,132: 243 107
Old : 1,239: 330 342 38 628 752 996 1,132: 243 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 118: 50 100 -2 100 20 148 118: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 27.6 3.1 50.7 60.7 80.4 91.4: 19.6 8.6
Old : 100.0: 26.6 27.6 3.1 50.7 60.7 80.4 91.4: 19.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 2 8 9 15 14:
Old : 24: 5 5 2 8 9 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 42.1 65.2 70.4 46.0 42.1 63.6 70.4
Old : 46.0 42.1 65.2 70.4 46.0 42.1 63.6 70.4
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 22, 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 : 29,308: 305 9,888 1,239 27,667 17,941 29,211 29,068: 97 240
Old : 29,308: 305 9,888 1,239 27,667 17,941 29,211 29,068: 97 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 573: 80 -961 599 -26 955 653 593: -80 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 33.7 4.2 94.4 61.2 99.7 99.2: 0.3 0.8
Old : 100.0: 1.0 33.7 4.2 94.4 61.2 99.7 99.2: 0.3 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 : 36: 2 3 3 23 23 27 27:
Old : 36: 2 3 3 23 23 27 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 : 52.8 58.3 71.5 79.3 44.1 53.4 56.2 62.1
Old : 52.8 58.3 71.5 79.3 44.1 53.4 56.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 4,328: 594 1,132 307 2,788 2,337 3,689 3,776: 639 552
Old : 4,328: 594 1,132 307 2,788 2,337 3,689 3,776: 639 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 414: -21 -26 60 322 340 361 374: 53 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 26.2 7.1 64.4 54.0 85.2 87.2: 14.8 12.8
Old : 100.0: 13.7 26.2 7.1 64.4 54.0 85.2 87.2: 14.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 5 5 20 20 30 27:
Old : 41: 6 5 5 20 20 30 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 : 40.1 42.1 58.4 65.1 35.8 37.8 52.8 55.3
Old : 40.1 42.1 58.4 65.1 35.8 37.8 52.8 55.3
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 22, 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 : 415,317: 56,542 63,227 93,577 223,603 215,288 373,723 372,093: 41,594 43,224
Old : 415,317: 56,542 63,227 93,577 223,603 215,288 373,723 372,093: 41,594 43,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -21,009: -1,039 257 -12,261 -9,058 -12,080 -22,357 -24,084: 1,348 3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 22.5 53.8 51.8 90.0 89.6: 10.0 10.4
Old : 100.0: 13.6 15.2 22.5 53.8 51.8 90.0 89.6: 10.0 10.4
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 : 184: 36 46 61 84 87 157 164:
Old : 184: 36 46 61 84 87 157 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 14.7 23.9 24.0 10.6 7.9 17.4 13.6
Old : 12.9 14.7 23.9 24.0 10.6 7.9 17.4 13.6
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 22, 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 : 56,905: 1,675 750 400 41,673 50,532 43,748 51,682: 13,157 5,223
Old : 56,905: 1,675 750 400 41,673 50,532 43,748 51,682: 13,157 5,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 631: 650 250 300 -544 1,726 406 2,276: 225 -1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.3 0.7 73.2 88.8 76.9 90.8: 23.1 9.2
Old : 100.0: 2.9 1.3 0.7 73.2 88.8 76.9 90.8: 23.1 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 : 34: 2 2 2 22 27 25 30:
Old : 34: 2 2 2 22 27 25 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 : 39.1 43.0 57.0 61.6 37.2 39.4 47.7 51.3
Old : 39.1 43.0 57.0 61.6 37.2 39.4 47.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 946,077: 257,598 474,310 247,683 371,019 181,245 876,300 903,238: 69,777 42,839
Old : 946,077: 257,598 474,310 247,683 371,019 181,245 876,300 903,238: 69,777 42,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 5,322: 25,877 31,923 -13,461 -5,979 -15,818 6,436 2,644: -1,114 2,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 50.1 26.2 39.2 19.2 92.6 95.5: 7.4 4.5
Old : 100.0: 27.2 50.1 26.2 39.2 19.2 92.6 95.5: 7.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 104 131 145 66 57 258 258:
Old : 318: 104 131 145 66 57 258 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 20.2 26.2 32.1 11.7 18.8 19.6 26.0
Old : 14.9 20.2 26.2 32.1 11.7 18.8 19.6 26.0
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 22, 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 : 803,123: 57,950 70,664 233,827 505,674 495,170 797,450 799,661: 5,673 3,463
Old : 803,123: 57,950 70,664 233,827 505,674 495,170 797,450 799,661: 5,673 3,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 65,736: 9,949 12,658 26,611 28,440 26,156 65,000 65,425: 736 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.8 29.1 63.0 61.7 99.3 99.6: 0.7 0.4
Old : 100.0: 7.2 8.8 29.1 63.0 61.7 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 : 137: 46 36 65 51 51 125 124:
Old : 137: 46 36 65 51 51 125 124:
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 : 39.3 37.3 56.3 53.6 8.7 7.2 11.6 10.2
Old : 39.3 37.3 56.3 53.6 8.7 7.2 11.6 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 384,652: 160,792 130,555 59,470 158,043 188,527 378,305 378,552: 6,347 6,100
Old : 384,652: 160,792 130,555 59,470 158,043 188,527 378,305 378,552: 6,347 6,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 2,763: -5,578 421 -1,275 9,717 3,547 2,864 2,693: -101 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 33.9 15.5 41.1 49.0 98.3 98.4: 1.7 1.6
Old : 100.0: 41.8 33.9 15.5 41.1 49.0 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 : 72: 18 11 26 37 36 69 62:
Old : 72: 18 11 26 37 36 69 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 47.2 54.9 61.1 37.4 37.3 44.7 43.0
Old : 42.0 47.2 54.9 61.1 37.4 37.3 44.7 43.0
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 22, 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 : 100,511: 16,836 22,682 12,391 63,429 58,691 92,656 93,764: 7,855 6,747
Old : 100,511: 16,836 22,682 12,391 63,429 58,691 92,656 93,764: 7,855 6,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 7,059: 4,106 -354 1,890 1,755 5,108 7,751 6,644: -692 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.6 12.3 63.1 58.4 92.2 93.3: 7.8 6.7
Old : 100.0: 16.8 22.6 12.3 63.1 58.4 92.2 93.3: 7.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 13 19 18 18 42 37:
Old : 42: 11 13 19 18 18 42 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 : 38.7 36.0 55.7 52.9 22.6 23.0 32.7 31.9
Old : 38.7 36.0 55.7 52.9 22.6 23.0 32.7 31.9
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 22, 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 : 1,673,785: 712,995 71,029 117,761 809,523 1,455,918 1,640,279 1,644,708: 33,506 29,077
Old : 1,673,785: 712,995 71,029 117,761 809,523 1,455,918 1,640,279 1,644,708: 33,506 29,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 27,211: 11,288 7,583 2,473 14,643 16,349 28,404 26,405: -1,193 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 4.2 7.0 48.4 87.0 98.0 98.3: 2.0 1.7
Old : 100.0: 42.6 4.2 7.0 48.4 87.0 98.0 98.3: 2.0 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 : 113: 30 12 33 56 57 98 93:
Old : 113: 30 12 33 56 57 98 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 36.8 65.1 56.6 47.4 35.9 54.7 52.9
Old : 50.9 36.8 65.1 56.6 47.4 35.9 54.7 52.9
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 22, 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 : 440,523: 33,193 53,845 73,815 330,647 309,675 437,655 437,335: 2,868 3,188
Old : 440,523: 33,193 53,845 73,815 330,647 309,675 437,655 437,335: 2,868 3,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 9,640: 3,478 1,998 1,066 5,007 5,472 9,551 8,536: 89 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.2 16.8 75.1 70.3 99.3 99.3: 0.7 0.7
Old : 100.0: 7.5 12.2 16.8 75.1 70.3 99.3 99.3: 0.7 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 : 83: 17 24 25 41 36 71 72:
Old : 83: 17 24 25 41 36 71 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 48.1 56.7 67.7 27.4 34.2 39.5 41.6
Old : 37.3 48.1 56.7 67.7 27.4 34.2 39.5 41.6
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 22, 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 : 144,925: 52,955 46,468 31,245 59,268 65,991 143,468 143,704: 1,457 1,221
Old : 144,925: 52,955 46,468 31,245 59,268 65,991 143,468 143,704: 1,457 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,031: -5,249 -2,227 6,360 1,881 -937 2,992 3,196: 39 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 32.1 21.6 40.9 45.5 99.0 99.2: 1.0 0.8
Old : 100.0: 36.5 32.1 21.6 40.9 45.5 99.0 99.2: 1.0 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 : 57: 15 19 21 22 21 50 48:
Old : 57: 15 19 21 22 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 : 36.7 34.4 59.6 53.3 29.0 30.9 43.2 43.2
Old : 36.7 34.4 59.6 53.3 29.0 30.9 43.2 43.2
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 22, 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 : 35,589: 21,966 10,248 3,821 9,268 21,146 35,055 35,215: 534 374
Old : 35,589: 21,966 10,248 3,821 9,268 21,146 35,055 35,215: 534 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,924: 585 -225 958 442 1,382 1,985 2,115: -61 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 28.8 10.7 26.0 59.4 98.5 98.9: 1.5 1.1
Old : 100.0: 61.7 28.8 10.7 26.0 59.4 98.5 98.9: 1.5 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 : 43: 11 12 14 15 15 34 33:
Old : 43: 11 12 14 15 15 34 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 : 62.6 54.5 75.4 74.8 57.7 49.1 69.1 64.4
Old : 62.6 54.5 75.4 74.8 57.7 49.1 69.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 12,126: 1,791 3,251 4,388 5,943 4,486 12,122 12,125: 4 1
Old : 12,126: 1,791 3,251 4,388 5,943 4,486 12,122 12,125: 4 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 454: 17 71 199 238 185 454 454: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 26.8 36.2 49.0 37.0 100.0 100.0: 0.0 0.0
Old : 100.0: 14.8 26.8 36.2 49.0 37.0 100.0 100.0: 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 : 35: 11 9 18 14 12 32 32:
Old : 35: 11 9 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 : 62.9 58.9 82.7 83.3 24.5 33.0 34.8 37.5
Old : 62.9 58.9 82.7 83.3 24.5 33.0 34.8 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 3,238: 20 439 40 3,028 2,619 3,088 3,098: 150 140
Old : 3,238: 20 439 40 3,028 2,619 3,088 3,098: 150 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 248: 0 30 0 248 218 248 248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.6 1.2 93.5 80.9 95.4 95.7: 4.6 4.3
Old : 100.0: 0.6 13.6 1.2 93.5 80.9 95.4 95.7: 4.6 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 : 26: 2 2 2 17 19 19 23:
Old : 26: 2 2 2 17 19 19 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 : 59.9 46.5 83.0 67.9 45.7 36.7 53.5 49.8
Old : 59.9 46.5 83.0 67.9 45.7 36.7 53.5 49.8
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 22, 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 : 50,961: 2,849 1,027 5,631 41,859 43,965 50,339 50,623: 622 338
Old : 50,961: 2,849 1,027 5,631 41,859 43,965 50,339 50,623: 622 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 2,567: 146 -13 77 2,294 2,428 2,518 2,493: 50 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.0 11.1 82.1 86.3 98.8 99.3: 1.2 0.7
Old : 100.0: 5.6 2.0 11.1 82.1 86.3 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 15 10 11 44 59 64 76:
Old : 86: 15 10 11 44 59 64 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 44.4 55.7 59.7 21.4 20.7 26.4 26.2
Old : 38.0 44.4 55.7 59.7 21.4 20.7 26.4 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 4,791: 868 595 562 2,920 3,325 4,350 4,482: 441 309
Old : 4,791: 868 595 562 2,920 3,325 4,350 4,482: 441 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 497: -221 85 31 511 355 321 471: 176 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.4 11.7 60.9 69.4 90.8 93.6: 9.2 6.4
Old : 100.0: 18.1 12.4 11.7 60.9 69.4 90.8 93.6: 9.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 3 5 22 22 28 30:
Old : 37: 6 3 5 22 22 28 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 : 31.7 40.4 51.3 59.1 26.2 40.4 41.7 56.5
Old : 31.7 40.4 51.3 59.1 26.2 40.4 41.7 56.5
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 22, 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 : 411,428: 3,163 9,088 0 408,265 402,340 411,428 411,428: 0 0
Old : 411,428: 3,163 9,088 0 408,265 402,340 411,428 411,428: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 214,207: 0 0 0 214,207 214,207 214,207 214,207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.2 0.0 99.2 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 2.2 0.0 99.2 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 13 11 14 12:
Old : 22: 1 1 0 13 11 14 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 : 72.3 88.9 95.7 96.6 60.4 65.6 70.6 71.9
Old : 72.3 88.9 95.7 96.6 60.4 65.6 70.6 71.9
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 22, 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 : 146,977: 10,369 1,595 4,026 132,327 141,356 146,722 146,977: 255 0
Old : 146,977: 10,369 1,595 4,026 132,327 141,356 146,722 146,977: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 7,546: 23 0 25 7,498 7,521 7,546 7,546: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.1 2.7 90.0 96.2 99.8 100.0: 0.2 0.0
Old : 100.0: 7.1 1.1 2.7 90.0 96.2 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 : 34: 2 1 2 27 19 29 22:
Old : 34: 2 1 2 27 19 29 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 : 55.8 67.0 75.8 82.1 37.2 43.1 50.1 51.3
Old : 55.8 67.0 75.8 82.1 37.2 43.1 50.1 51.3
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 22, 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 : 2,996,063: 0 169,560 0 2,996,063 2,826,473 2,996,063 2,996,033: 0 30
Old : 2,996,063: 0 169,560 0 2,996,063 2,826,473 2,996,063 2,996,033: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 99,727: 0 0 0 99,727 99,726 99,727 99,726: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 0.0 100.0 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.7 0.0 100.0 94.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 22 20 22 21:
Old : 29: 0 1 0 22 20 22 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 : 71.7 75.7 86.9 88.9 40.2 47.8 48.8 53.1
Old : 71.7 75.7 86.9 88.9 40.2 47.8 48.8 53.1
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 22, 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 : 65,882: 1,428 0 1,915 62,539 63,967 65,882 65,882: 0 0
Old : 65,882: 1,428 0 1,915 62,539 63,967 65,882 65,882: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,130: 0 0 0 3,130 3,130 3,130 3,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 2.9 94.9 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 0.0 2.9 94.9 97.1 100.0 100.0: 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 : 25: 2 0 1 15 18 17 19:
Old : 25: 2 0 1 15 18 17 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 : 48.1 68.0 74.5 87.6 45.1 60.8 63.3 68.8
Old : 48.1 68.0 74.5 87.6 45.1 60.8 63.3 68.8
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 22, 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 : 1,289,552: 29,614 0 70,560 1,189,378 1,218,992 1,289,552 1,289,552: 0 0
Old : 1,289,552: 29,614 0 70,560 1,189,378 1,218,992 1,289,552 1,289,552: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 34,152: 0 0 0 34,152 34,152 34,152 34,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 5.5 92.2 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.0 5.5 92.2 94.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.8 77.0 77.5 92.5 39.0 59.9 57.2 67.8
Old : 49.8 77.0 77.5 92.5 39.0 59.9 57.2 67.8
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 22, 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 : 18,135: 359 62 13 17,621 17,925 17,993 18,000: 142 135
Old : 18,135: 359 62 13 17,621 17,925 17,993 18,000: 142 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,469: 36 0 -12 3,485 3,481 3,509 3,469: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.3 0.1 97.2 98.8 99.2 99.3: 0.8 0.7
Old : 100.0: 2.0 0.3 0.1 97.2 98.8 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 1 23 26 24 28:
Old : 36: 1 1 1 23 26 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 43.7 72.6 67.0 42.2 37.3 55.3 56.7
Old : 49.9 43.7 72.6 67.0 42.2 37.3 55.3 56.7
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 22, 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 : 81,386: 1,428 8,415 1,491 77,478 71,019 80,397 80,925: 989 461
Old : 81,386: 1,428 8,415 1,491 77,478 71,019 80,397 80,925: 989 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 8,351: 39 90 331 8,126 8,005 8,496 8,426: -145 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 10.3 1.8 95.2 87.3 98.8 99.4: 1.2 0.6
Old : 100.0: 1.8 10.3 1.8 95.2 87.3 98.8 99.4: 1.2 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 : 76: 5 7 8 56 52 66 64:
Old : 76: 5 7 8 56 52 66 64:
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 : 45.4 44.7 65.1 59.7 25.3 24.0 33.7 34.3
Old : 45.4 44.7 65.1 59.7 25.3 24.0 33.7 34.3
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 22, 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 : 21,611: 0 526 0 21,016 20,861 21,016 21,387: 595 224
Old : 21,611: 0 526 0 21,016 20,861 21,016 21,387: 595 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 365: 0 0 0 365 365 365 365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 97.2 96.5 97.2 99.0: 2.8 1.0
Old : 100.0: 0.0 2.4 0.0 97.2 96.5 97.2 99.0: 2.8 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 : 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 : 71.2 53.9 91.5 79.8 29.2 26.9 32.7 33.6
Old : 71.2 53.9 91.5 79.8 29.2 26.9 32.7 33.6
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 22, 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 : 33,398: 2,918 7,029 146 29,955 25,556 33,019 32,731: 379 667
Old : 33,398: 2,918 7,029 146 29,955 25,556 33,019 32,731: 379 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,622: 16 20 63 3,665 3,276 3,744 3,359: -122 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 21.0 0.4 89.7 76.5 98.9 98.0: 1.1 2.0
Old : 100.0: 8.7 21.0 0.4 89.7 76.5 98.9 98.0: 1.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 5 3 31 31 39 38:
Old : 49: 7 5 3 31 31 39 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 : 35.9 41.3 54.5 60.5 20.1 26.8 31.8 35.7
Old : 35.9 41.3 54.5 60.5 20.1 26.8 31.8 35.7
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 22, 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 : 9,476: 405 872 890 8,089 7,315 9,384 9,077: 92 399
Old : 9,476: 405 872 890 8,089 7,315 9,384 9,077: 92 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 331: 120 -25 96 115 260 331 331: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.2 9.4 85.4 77.2 99.0 95.8: 1.0 4.2
Old : 100.0: 4.3 9.2 9.4 85.4 77.2 99.0 95.8: 1.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 4 24 21 30 25:
Old : 35: 2 2 4 24 21 30 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 : 50.5 45.9 72.9 71.2 48.4 38.4 62.7 57.4
Old : 50.5 45.9 72.9 71.2 48.4 38.4 62.7 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,677: 0 859 138 9,494 9,521 9,632 10,518: 1,045 159
Old : 10,677: 0 859 138 9,494 9,521 9,632 10,518: 1,045 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 741: 0 0 0 614 723 614 723: 127 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 1.3 88.9 89.2 90.2 98.5: 9.8 1.5
Old : 100.0: 0.0 8.0 1.3 88.9 89.2 90.2 98.5: 9.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 22 22 24 24:
Old : 28: 0 2 2 22 22 24 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 : 42.7 48.5 64.9 72.4 38.1 43.8 52.5 60.2
Old : 42.7 48.5 64.9 72.4 38.1 43.8 52.5 60.2
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 22, 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 : 2,435,709: 501,887 203,970 957,340 898,413 1,187,515 2,357,640 2,348,825: 78,069 86,884
Old : 2,435,709: 501,887 203,970 957,340 898,413 1,187,515 2,357,640 2,348,825: 78,069 86,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -182,405: 12,508 -6,219 -125,388 -59,110 -50,529 -171,990 -182,136: -10,415 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.4 39.3 36.9 48.8 96.8 96.4: 3.2 3.6
Old : 100.0: 20.6 8.4 39.3 36.9 48.8 96.8 96.4: 3.2 3.6
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 : 408: 148 130 206 101 110 352 357:
Old : 408: 148 130 206 101 110 352 357:
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 : 11.5 13.0 21.2 21.7 10.2 7.0 14.4 11.9
Old : 11.5 13.0 21.2 21.7 10.2 7.0 14.4 11.9
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 22, 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 : 125,227: 39,376 16,905 29,191 53,395 76,478 121,962 122,574: 3,265 2,653
Old : 125,227: 39,376 16,905 29,191 53,395 76,478 121,962 122,574: 3,265 2,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -20,350: 1,621 -5,563 -9,288 -13,198 -5,555 -20,865 -20,405: 515 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.5 23.3 42.6 61.1 97.4 97.9: 2.6 2.1
Old : 100.0: 31.4 13.5 23.3 42.6 61.1 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 7 10 17 17 27 29:
Old : 30: 5 7 10 17 17 27 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 : 59.4 48.4 79.4 71.3 37.4 34.8 45.7 43.8
Old : 59.4 48.4 79.4 71.3 37.4 34.8 45.7 43.8
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 22, 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 : 137,498: 71,170 8,466 2,617 46,885 73,735 120,672 84,818: 16,826 52,680
Old : 137,498: 71,170 8,466 2,617 46,885 73,735 120,672 84,818: 16,826 52,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 386: 308 9 -111 162 722 359 620: 27 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 6.2 1.9 34.1 53.6 87.8 61.7: 12.2 38.3
Old : 100.0: 51.8 6.2 1.9 34.1 53.6 87.8 61.7: 12.2 38.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 4 3 15 18 22 23:
Old : 28: 5 4 3 15 18 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 29.5 75.9 44.0 60.6 27.7 70.8 39.7
Old : 62.0 29.5 75.9 44.0 60.6 27.7 70.8 39.7
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 22, 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 : 18,606: 3,365 267 9,450 5,197 7,893 18,013 17,610: 593 996
Old : 18,606: 3,365 267 9,450 5,197 7,893 18,013 17,610: 593 996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -4,832: -2,277 267 -2,378 -226 -2,760 -4,881 -4,871: 49 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 1.4 50.8 27.9 42.4 96.8 94.6: 3.2 5.4
Old : 100.0: 18.1 1.4 50.8 27.9 42.4 96.8 94.6: 3.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 2 10 10 11 24 21:
Old : 26: 11 2 10 10 11 24 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 : 49.2 46.8 72.7 71.3 25.3 26.3 32.2 31.4
Old : 49.2 46.8 72.7 71.3 25.3 26.3 32.2 31.4
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 22, 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 : 177,550: 24,994 998 34,552 111,320 127,912 170,866 163,461: 6,684 14,089
Old : 177,550: 24,994 998 34,552 111,320 127,912 170,866 163,461: 6,684 14,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -521: 33 -87 -322 -180 -58 -469 -467: -52 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.6 19.5 62.7 72.0 96.2 92.1: 3.8 7.9
Old : 100.0: 14.1 0.6 19.5 62.7 72.0 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 30.9 45.4 48.2 12.6 12.8 18.4 18.3
Old : 27.8 30.9 45.4 48.2 12.6 12.8 18.4 18.3
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 22, 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 : 172,710: 16,513 75,109 64,262 86,380 27,415 167,155 166,786: 5,555 5,925
Old : 172,710: 16,513 75,109 64,262 86,380 27,415 167,155 166,786: 5,555 5,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -5,275: 3,761 -2,460 307 -6,738 -926 -2,670 -3,080: -2,605 -2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 43.5 37.2 50.0 15.9 96.8 96.6: 3.2 3.4
Old : 100.0: 9.6 43.5 37.2 50.0 15.9 96.8 96.6: 3.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 10 25 19 18 48 43:
Old : 49: 18 10 25 19 18 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 54.7 60.9 75.3 30.4 40.1 38.5 48.8
Old : 43.4 54.7 60.9 75.3 30.4 40.1 38.5 48.8
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 53,660: 3,228 845 7,336 33,005 30,430 43,569 38,611: 10,092 15,049
Old : 53,660: 3,228 845 7,336 33,005 30,430 43,569 38,611: 10,092 15,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -1,196: 70 1 -417 -834 -746 -1,180 -1,161: -16 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.6 13.7 61.5 56.7 81.2 72.0: 18.8 28.0
Old : 100.0: 6.0 1.6 13.7 61.5 56.7 81.2 72.0: 18.8 28.0
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: 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 : 46.0 41.6 69.5 60.5 24.8 23.0 32.1 24.3
Old : 46.0 41.6 69.5 60.5 24.8 23.0 32.1 24.3
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 146,683: 31,658 7,895 76,067 38,554 61,728 146,279 145,690: 404 993
Old : 146,683: 31,658 7,895 76,067 38,554 61,728 146,279 145,690: 404 993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 10,318: 2,699 1,129 12,723 -4,888 -3,420 10,534 10,432: -217 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.4 51.9 26.3 42.1 99.7 99.3: 0.3 0.7
Old : 100.0: 21.6 5.4 51.9 26.3 42.1 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 7 9 14 16 24:
Old : 24: 5 5 7 9 14 16 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 : 90.4 72.9 96.9 90.3 21.3 13.6 21.8 17.9
Old : 90.4 72.9 96.9 90.3 21.3 13.6 21.8 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 22, 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 : 12,926: 360 0 0 12,471 12,896 12,831 12,896: 95 30
Old : 12,926: 360 0 0 12,471 12,896 12,831 12,896: 95 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -2,183: 0 0 0 -2,158 -2,168 -2,158 -2,168: -25 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 96.5 99.8 99.3 99.8: 0.7 0.2
Old : 100.0: 2.8 0.0 0.0 96.5 99.8 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 18 14 19 14:
Old : 29: 1 0 0 18 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 73.0 82.2 92.6 59.8 73.0 78.5 90.0
Old : 60.0 73.0 82.2 92.6 59.8 73.0 78.5 90.0
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 22, 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 : 28,613: 18,180 12,050 1,276 7,850 13,276 27,307 26,602: 1,306 2,011
Old : 28,613: 18,180 12,050 1,276 7,850 13,276 27,307 26,602: 1,306 2,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -435: -293 -1,326 -55 -67 671 -416 -710: -20 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 42.1 4.5 27.4 46.4 95.4 93.0: 4.6 7.0
Old : 100.0: 63.5 42.1 4.5 27.4 46.4 95.4 93.0: 4.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 45 60 9 30 32 80 96:
Old : 155: 45 60 9 30 32 80 96:
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 : 42.2 29.2 60.8 42.2 40.0 26.9 58.0 39.5
Old : 42.2 29.2 60.8 42.2 40.0 26.9 58.0 39.5
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 22, 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 : 79,693: 54,384 31,841 2,872 15,998 40,350 73,254 75,063: 6,439 4,630
Old : 79,693: 54,384 31,841 2,872 15,998 40,350 73,254 75,063: 6,439 4,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 5,324: 3,481 3,891 -103 617 997 3,996 4,785: 1,328 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 40.0 3.6 20.1 50.6 91.9 94.2: 8.1 5.8
Old : 100.0: 68.2 40.0 3.6 20.1 50.6 91.9 94.2: 8.1 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 : 254: 111 80 26 34 40 161 136:
Old : 254: 111 80 26 34 40 161 136:
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 : 23.7 29.1 36.3 41.7 23.7 29.0 36.3 41.5
Old : 23.7 29.1 36.3 41.7 23.7 29.0 36.3 41.5
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 396,935: 115,616 49,848 77,521 185,205 248,879 378,343 376,248: 18,592 20,686
Old : 396,935: 115,616 49,848 77,521 185,205 248,879 378,343 376,248: 18,592 20,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 18,153: 4,137 4,131 5,932 7,539 9,234 17,608 19,297: 545 -1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 12.6 19.5 46.7 62.7 95.3 94.8: 4.7 5.2
Old : 100.0: 29.1 12.6 19.5 46.7 62.7 95.3 94.8: 4.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 76 52 70 86 99 200 191:
Old : 239: 76 52 70 86 99 200 191:
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 : 16.9 17.9 26.9 28.6 13.3 11.1 19.2 17.2
Old : 16.9 17.9 26.9 28.6 13.3 11.1 19.2 17.2
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 22, 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 : 13,877: 4,399 501 933 6,088 9,435 11,420 10,869: 2,457 3,008
Old : 13,877: 4,399 501 933 6,088 9,435 11,420 10,869: 2,457 3,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 10: 143 -185 -170 68 464 41 109: -31 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 3.6 6.7 43.9 68.0 82.3 78.3: 17.7 21.7
Old : 100.0: 31.7 3.6 6.7 43.9 68.0 82.3 78.3: 17.7 21.7
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 : 25: 6 1 4 12 10 19 14:
Old : 25: 6 1 4 12 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 46.1 55.1 65.9 32.5 46.1 52.6 61.1
Old : 32.8 46.1 55.1 65.9 32.5 46.1 52.6 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 18,620: 0 2,645 0 17,700 13,965 17,700 16,610: 920 2,010
Old : 18,620: 0 2,645 0 17,700 13,965 17,700 16,610: 920 2,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 595: 0 0 0 555 255 555 255: 40 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.2 0.0 95.1 75.0 95.1 89.2: 4.9 10.8
Old : 100.0: 0.0 14.2 0.0 95.1 75.0 95.1 89.2: 4.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 13 19 13 21:
Old : 23: 0 2 0 13 19 13 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 : 67.2 43.5 88.1 60.4 48.0 33.5 60.0 44.9
Old : 67.2 43.5 88.1 60.4 48.0 33.5 60.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 7,907: 0 458 570 6,236 5,244 6,806 6,272: 1,101 1,635
Old : 7,907: 0 458 570 6,236 5,244 6,806 6,272: 1,101 1,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 7.2 78.9 66.3 86.1 79.3: 13.9 20.7
Old : 100.0: 0.0 5.8 7.2 78.9 66.3 86.1 79.3: 13.9 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 16 12 18 15:
Old : 20: 0 2 2 16 12 18 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 : 45.9 41.4 66.8 60.3 36.2 36.5 50.9 44.9
Old : 45.9 41.4 66.8 60.3 36.2 36.5 50.9 44.9
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 22, 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 : 19,337: 3,302 1,749 3,835 9,444 12,216 16,581 17,800: 2,756 1,537
Old : 19,337: 3,302 1,749 3,835 9,444 12,216 16,581 17,800: 2,756 1,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -58: 150 0 0 -225 150 -75 150: 17 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 9.0 19.8 48.8 63.2 85.7 92.1: 14.3 7.9
Old : 100.0: 17.1 9.0 19.8 48.8 63.2 85.7 92.1: 14.3 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 : 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 35.2 59.9 56.5 27.0 25.1 39.3 40.0
Old : 39.6 35.2 59.9 56.5 27.0 25.1 39.3 40.0
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 22, 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 : 7,103: 507 194 495 3,510 4,464 4,512 5,153: 2,591 1,950
Old : 7,103: 507 194 495 3,510 4,464 4,512 5,153: 2,591 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 306: -32 -180 27 195 444 190 291: 116 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.7 7.0 49.4 62.8 63.5 72.5: 36.5 27.5
Old : 100.0: 7.1 2.7 7.0 49.4 62.8 63.5 72.5: 36.5 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: 4 1 4 11 13 16 17:
Old : 20: 4 1 4 11 13 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 36.6 47.7 51.7 22.9 21.3 30.0 34.9
Old : 28.3 36.6 47.7 51.7 22.9 21.3 30.0 34.9
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 22, 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 : 21,843: 11,777 17,477 665 9,334 3,701 21,776 21,843: 67 0
Old : 21,843: 11,777 17,477 665 9,334 3,701 21,776 21,843: 67 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 615: -300 -100 565 350 150 615 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 80.0 3.0 42.7 16.9 99.7 100.0: 0.3 0.0
Old : 100.0: 53.9 80.0 3.0 42.7 16.9 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 : 30: 9 7 2 11 8 21 16:
Old : 30: 9 7 2 11 8 21 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 : 64.2 82.0 84.6 93.9 64.2 80.8 80.4 90.6
Old : 64.2 82.0 84.6 93.9 64.2 80.8 80.4 90.6
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 22, 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 : 18,365: 7,789 7,372 6,083 3,751 4,390 17,623 17,845: 742 520
Old : 18,365: 7,789 7,372 6,083 3,751 4,390 17,623 17,845: 742 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -158: -210 -110 -156 88 162 -278 -104: 120 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 40.1 33.1 20.4 23.9 96.0 97.2: 4.0 2.8
Old : 100.0: 42.4 40.1 33.1 20.4 23.9 96.0 97.2: 4.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 22 27 5 9 38 45:
Old : 51: 19 22 27 5 9 38 45:
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 : 35.7 31.0 55.7 48.3 25.0 18.1 37.3 30.5
Old : 35.7 31.0 55.7 48.3 25.0 18.1 37.3 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 22, 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 : 12,408: 2,156 2,882 7,825 2,407 1,701 12,388 12,408: 20 0
Old : 12,408: 2,156 2,882 7,825 2,407 1,701 12,388 12,408: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -103: 3 13 -107 -2 -9 -105 -103: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.2 63.1 19.4 13.7 99.8 100.0: 0.2 0.0
Old : 100.0: 17.4 23.2 63.1 19.4 13.7 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 : 23: 6 10 13 5 6 18 22:
Old : 23: 6 10 13 5 6 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 67.8 85.3 86.4 22.5 19.3 24.7 23.3
Old : 59.5 67.8 85.3 86.4 22.5 19.3 24.7 23.3
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 22, 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 : 35,987: 3,568 0 0 32,239 35,977 35,807 35,977: 180 10
Old : 35,987: 3,568 0 0 32,239 35,977 35,807 35,977: 180 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 530: -165 0 0 580 520 415 520: 115 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 89.6 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 9.9 0.0 0.0 89.6 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 0 0 24 22 30 22:
Old : 36: 6 0 0 24 22 30 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 : 35.6 51.4 61.2 80.2 31.5 37.0 46.9 55.9
Old : 35.6 51.4 61.2 80.2 31.5 37.0 46.9 55.9
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 22, 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 : 9,059: 2,540 2,746 184 6,323 6,129 9,047 9,059: 12 0
Old : 9,059: 2,540 2,746 184 6,323 6,129 9,047 9,059: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -40: 0 0 -40 0 0 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 30.3 2.0 69.8 67.7 99.9 100.0: 0.1 0.0
Old : 100.0: 28.0 30.3 2.0 69.8 67.7 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 : 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 : 62.1 75.8 86.4 91.5 58.7 67.0 78.7 80.1
Old : 62.1 75.8 86.4 91.5 58.7 67.0 78.7 80.1
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 22, 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 : 15,517: 1,679 5,210 323 12,548 9,888 14,550 15,421: 967 96
Old : 15,517: 1,679 5,210 323 12,548 9,888 14,550 15,421: 967 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -340: 158 217 -600 307 43 -135 -340: -205 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 33.6 2.1 80.9 63.7 93.8 99.4: 6.2 0.6
Old : 100.0: 10.8 33.6 2.1 80.9 63.7 93.8 99.4: 6.2 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 4 22 18 29 26:
Old : 36: 5 6 4 22 18 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 : 50.1 50.3 67.1 72.4 41.4 47.0 54.9 64.5
Old : 50.1 50.3 67.1 72.4 41.4 47.0 54.9 64.5
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 22, 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 : 12,934: 1,708 2,312 538 10,093 9,826 12,339 12,676: 595 258
Old : 12,934: 1,708 2,312 538 10,093 9,826 12,339 12,676: 595 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 179: 0 45 18 147 65 165 128: 14 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.9 4.2 78.0 76.0 95.4 98.0: 4.6 2.0
Old : 100.0: 13.2 17.9 4.2 78.0 76.0 95.4 98.0: 4.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 8 7 18 23 30 33:
Old : 42: 6 8 7 18 23 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 40.7 75.7 62.4 40.0 37.7 57.0 52.5
Old : 51.0 40.7 75.7 62.4 40.0 37.7 57.0 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 22, 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 : 2,190: 871 480 290 884 1,170 2,045 1,940: 145 250
Old : 2,190: 871 480 290 884 1,170 2,045 1,940: 145 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 60: -50 20 20 30 30 0 70: 60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 21.9 13.2 40.4 53.4 93.4 88.6: 6.6 11.4
Old : 100.0: 39.8 21.9 13.2 40.4 53.4 93.4 88.6: 6.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 9 5 13 12 21 23:
Old : 32: 5 9 5 13 12 21 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 : 54.2 45.8 70.1 59.6 44.3 43.2 58.0 52.3
Old : 54.2 45.8 70.1 59.6 44.3 43.2 58.0 52.3
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 22, 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 : 9,832: 1,632 1,732 152 7,604 7,908 9,388 9,792: 444 40
Old : 9,832: 1,632 1,732 152 7,604 7,908 9,388 9,792: 444 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 30: 0 0 0 30 30 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.6 1.5 77.3 80.4 95.5 99.6: 4.5 0.4
Old : 100.0: 16.6 17.6 1.5 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 11 10 15 16:
Old : 20: 3 3 4 11 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 79.2 83.1 91.3 59.3 73.3 72.6 81.4
Old : 64.7 79.2 83.1 91.3 59.3 73.3 72.6 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,484: 4,406 2,378 3,254 19,792 20,954 27,452 26,586: 5,032 5,898
Old : 32,484: 4,406 2,378 3,254 19,792 20,954 27,452 26,586: 5,032 5,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 630: 0 -417 448 165 1,007 613 1,038: 17 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.3 10.0 60.9 64.5 84.5 81.8: 15.5 18.2
Old : 100.0: 13.6 7.3 10.0 60.9 64.5 84.5 81.8: 15.5 18.2
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 : 28: 3 3 5 17 19 23 24:
Old : 28: 3 3 5 17 19 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 41.3 57.2 58.7 31.2 29.7 47.0 41.2
Old : 33.2 41.3 57.2 58.7 31.2 29.7 47.0 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015