GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 62,340: 20,281 4,244 2,090 39,379 55,926 61,750 62,260: 590 80
Old : 62,340: 20,281 4,244 2,090 39,379 55,926 61,750 62,260: 590 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,879: 48 340 587 1,202 930 1,837 1,857: 42 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 6.8 3.4 63.2 89.7 99.1 99.9: 0.9 0.1
Old : 100.0: 32.5 6.8 3.4 63.2 89.7 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 : 60: 6 6 7 39 43 48 54:
Old : 60: 6 6 7 39 43 48 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 42.8 73.0 55.9 35.8 13.1 40.9 20.9
Old : 50.6 42.8 73.0 55.9 35.8 13.1 40.9 20.9
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 29, 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 : 5,780: 450 0 0 5,330 5,780 5,780 5,780: 0 0
Old : 5,780: 450 0 0 5,330 5,780 5,780 5,780: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 265: 0 0 0 265 265 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 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 : 65.1 47.4 89.6 77.9 44.2 31.4 51.3 47.6
Old : 65.1 47.4 89.6 77.9 44.2 31.4 51.3 47.6
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 29, 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 : 10,092: 868 183 620 7,778 8,601 9,266 9,404: 826 688
Old : 10,092: 868 183 620 7,778 8,601 9,266 9,404: 826 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 576: -22 -5 22 417 524 417 541: 159 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 1.8 6.1 77.1 85.2 91.8 93.2: 8.2 6.8
Old : 100.0: 8.6 1.8 6.1 77.1 85.2 91.8 93.2: 8.2 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 2 7 31 31 38 38:
Old : 38: 5 2 7 31 31 38 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 : 43.3 40.7 60.4 58.2 13.1 9.0 16.7 13.9
Old : 43.3 40.7 60.4 58.2 13.1 9.0 16.7 13.9
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 29, 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 : 2,153: 115 85 277 1,142 1,138 1,534 1,500: 619 653
Old : 2,153: 115 85 277 1,142 1,138 1,534 1,500: 619 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 37: -45 58 7 25 -85 -13 -20: 50 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.9 12.9 53.0 52.9 71.2 69.7: 28.8 30.3
Old : 100.0: 5.3 3.9 12.9 53.0 52.9 71.2 69.7: 28.8 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 3 14 16 17 20:
Old : 22: 2 2 3 14 16 17 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 : 34.8 26.7 53.3 45.7 16.3 14.9 23.3 22.8
Old : 34.8 26.7 53.3 45.7 16.3 14.9 23.3 22.8
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 29, 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 : 7,375: 1,189 569 140 5,365 6,146 6,694 6,855: 681 520
Old : 7,375: 1,189 569 140 5,365 6,146 6,694 6,855: 681 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 216: -152 -18 47 407 160 302 189: -86 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 7.7 1.9 72.7 83.3 90.8 92.9: 9.2 7.1
Old : 100.0: 16.1 7.7 1.9 72.7 83.3 90.8 92.9: 9.2 7.1
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 : 48: 6 2 5 36 36 42 43:
Old : 48: 6 2 5 36 36 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 37.4 53.4 56.8 20.3 30.4 26.4 35.3
Old : 34.0 37.4 53.4 56.8 20.3 30.4 26.4 35.3
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 29, 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 : 8,911: 2,297 3,570 458 5,604 4,131 8,359 8,159: 552 752
Old : 8,911: 2,297 3,570 458 5,604 4,131 8,359 8,159: 552 752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 251: 137 359 -57 128 -29 208 273: 43 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 40.1 5.1 62.9 46.4 93.8 91.6: 6.2 8.4
Old : 100.0: 25.8 40.1 5.1 62.9 46.4 93.8 91.6: 6.2 8.4
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 : 48: 7 7 7 28 20 39 30:
Old : 48: 7 7 7 28 20 39 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 : 40.0 52.6 56.8 66.4 37.2 50.8 51.3 63.3
Old : 40.0 52.6 56.8 66.4 37.2 50.8 51.3 63.3
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 29, 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 : 1,351: 330 337 30 708 862 1,068 1,229: 283 122
Old : 1,351: 330 337 30 708 862 1,068 1,229: 283 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 112: 0 -5 -8 80 110 72 97: 40 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 24.9 2.2 52.4 63.8 79.1 91.0: 20.9 9.0
Old : 100.0: 24.4 24.9 2.2 52.4 63.8 79.1 91.0: 20.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 5 1 10 9 16 14:
Old : 25: 5 5 1 10 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 45.3 60.5 68.8 42.2 43.1 59.1 66.2
Old : 42.2 45.3 60.5 68.8 42.2 43.1 59.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,158: 305 9,719 1,484 28,272 18,715 30,061 29,918: 97 240
Old : 30,158: 305 9,719 1,484 28,272 18,715 30,061 29,918: 97 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 850: 0 -169 245 605 774 850 850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 32.2 4.9 93.7 62.1 99.7 99.2: 0.3 0.8
Old : 100.0: 1.0 32.2 4.9 93.7 62.1 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 : 52.0 57.5 70.6 77.9 42.9 51.9 54.6 61.7
Old : 52.0 57.5 70.6 77.9 42.9 51.9 54.6 61.7
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 29, 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 : 4,573: 662 1,253 295 2,988 2,489 3,945 4,037: 628 536
Old : 4,573: 662 1,253 295 2,988 2,489 3,945 4,037: 628 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 245: 68 121 -12 200 152 256 261: -11 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 27.4 6.5 65.3 54.4 86.3 88.3: 13.7 11.7
Old : 100.0: 14.5 27.4 6.5 65.3 54.4 86.3 88.3: 13.7 11.7
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: 7 6 5 20 19 30 27:
Old : 42: 7 6 5 20 19 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 : 41.6 42.8 58.6 65.4 36.6 39.4 52.5 56.4
Old : 41.6 42.8 58.6 65.4 36.6 39.4 52.5 56.4
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 29, 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 : 407,856: 56,030 66,175 89,233 220,022 211,603 365,285 367,011: 42,571 40,845
Old : 407,856: 56,030 66,175 89,233 220,022 211,603 365,285 367,011: 42,571 40,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -7,461: -513 2,948 -4,344 -3,581 -3,686 -8,438 -5,082: 977 -2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.2 21.9 53.9 51.9 89.6 90.0: 10.4 10.0
Old : 100.0: 13.7 16.2 21.9 53.9 51.9 89.6 90.0: 10.4 10.0
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 : 181: 35 50 57 79 84 149 161:
Old : 181: 35 50 57 79 84 149 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 14.8 24.4 24.2 10.9 7.5 18.1 13.2
Old : 13.0 14.8 24.4 24.2 10.9 7.5 18.1 13.2
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 29, 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 : 57,089: 1,700 500 125 41,873 51,042 43,698 51,667: 13,391 5,422
Old : 57,089: 1,700 500 125 41,873 51,042 43,698 51,667: 13,391 5,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 184: 25 -250 -275 200 510 -50 -15: 234 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.9 0.2 73.3 89.4 76.5 90.5: 23.5 9.5
Old : 100.0: 3.0 0.9 0.2 73.3 89.4 76.5 90.5: 23.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 23 29 25 31:
Old : 34: 2 1 1 23 29 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 40.2 56.0 58.9 38.1 37.4 47.2 48.9
Old : 38.8 40.2 56.0 58.9 38.1 37.4 47.2 48.9
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 29, 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 : 929,044: 255,510 477,937 226,739 380,856 181,944 863,104 886,620: 65,940 42,424
Old : 929,044: 255,510 477,937 226,739 380,856 181,944 863,104 886,620: 65,940 42,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -17,033: -2,088 3,627 -20,945 9,837 700 -13,196 -16,618: -3,837 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 51.4 24.4 41.0 19.6 92.9 95.4: 7.1 4.6
Old : 100.0: 27.5 51.4 24.4 41.0 19.6 92.9 95.4: 7.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 97 132 135 64 58 243 252:
Old : 309: 97 132 135 64 58 243 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 19.5 27.9 31.0 11.7 18.5 19.9 26.2
Old : 16.6 19.5 27.9 31.0 11.7 18.5 19.9 26.2
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 29, 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 : 692,470: 36,802 41,409 199,886 450,746 446,409 687,435 687,704: 5,035 4,765
Old : 692,470: 36,802 41,409 199,886 450,746 446,409 687,435 687,704: 5,035 4,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -110,654: -21,147 -29,255 -33,941 -54,927 -48,760 -110,016 -111,956: -638 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 6.0 28.9 65.1 64.5 99.3 99.3: 0.7 0.7
Old : 100.0: 5.3 6.0 28.9 65.1 64.5 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 : 130: 45 32 63 49 49 120 118:
Old : 130: 45 32 63 49 49 120 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 39.6 58.3 56.7 7.0 7.7 9.9 10.7
Old : 41.9 39.6 58.3 56.7 7.0 7.7 9.9 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 357,463: 153,246 127,092 51,136 148,020 173,430 352,403 351,658: 5,060 5,804
Old : 357,463: 153,246 127,092 51,136 148,020 173,430 352,403 351,658: 5,060 5,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -27,190: -7,546 -3,464 -8,334 -10,023 -15,097 -25,903 -26,894: -1,287 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 35.6 14.3 41.4 48.5 98.6 98.4: 1.4 1.6
Old : 100.0: 42.9 35.6 14.3 41.4 48.5 98.6 98.4: 1.4 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 : 70: 20 10 24 34 36 65 61:
Old : 70: 20 10 24 34 36 65 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 51.3 56.9 64.3 38.4 42.7 46.4 48.3
Old : 42.6 51.3 56.9 64.3 38.4 42.7 46.4 48.3
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 29, 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 : 78,403: 10,593 10,748 9,465 50,845 51,073 70,903 71,286: 7,500 7,117
Old : 78,403: 10,593 10,748 9,465 50,845 51,073 70,903 71,286: 7,500 7,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -22,108: -6,243 -11,934 -2,926 -12,584 -7,618 -21,753 -22,478: -355 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 13.7 12.1 64.9 65.1 90.4 90.9: 9.6 9.1
Old : 100.0: 13.5 13.7 12.1 64.9 65.1 90.4 90.9: 9.6 9.1
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 : 35: 8 8 14 19 18 35 32:
Old : 35: 8 8 14 19 18 35 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 : 40.6 38.6 58.0 56.3 29.8 27.2 37.9 35.6
Old : 40.6 38.6 58.0 56.3 29.8 27.2 37.9 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,572,924: 654,028 53,628 113,382 769,202 1,380,889 1,536,612 1,547,899: 36,312 25,025
Old : 1,572,924: 654,028 53,628 113,382 769,202 1,380,889 1,536,612 1,547,899: 36,312 25,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -100,861: -58,967 -17,401 -4,379 -40,321 -75,029 -103,667 -96,809: 2,806 -4,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 3.4 7.2 48.9 87.8 97.7 98.4: 2.3 1.6
Old : 100.0: 41.6 3.4 7.2 48.9 87.8 97.7 98.4: 2.3 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 : 105: 28 9 28 54 55 90 87:
Old : 105: 28 9 28 54 55 90 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 36.5 65.2 56.9 48.5 35.9 55.0 52.9
Old : 52.2 36.5 65.2 56.9 48.5 35.9 55.0 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 29, 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 : 373,529: 17,389 47,415 53,370 300,112 269,792 370,871 370,577: 2,658 2,952
Old : 373,529: 17,389 47,415 53,370 300,112 269,792 370,871 370,577: 2,658 2,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -66,994: -15,804 -6,430 -20,445 -30,535 -39,883 -66,784 -66,758: -210 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.7 14.3 80.3 72.2 99.3 99.2: 0.7 0.8
Old : 100.0: 4.7 12.7 14.3 80.3 72.2 99.3 99.2: 0.7 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 : 69: 11 19 18 37 33 60 58:
Old : 69: 11 19 18 37 33 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 49.5 59.4 70.2 33.0 34.2 45.5 43.8
Old : 39.0 49.5 59.4 70.2 33.0 34.2 45.5 43.8
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 29, 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 : 143,339: 52,732 47,024 30,280 59,252 64,904 142,264 142,208: 1,075 1,131
Old : 143,339: 52,732 47,024 30,280 59,252 64,904 142,264 142,208: 1,075 1,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,586: -223 556 -965 -16 -1,087 -1,204 -1,496: -382 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 32.8 21.1 41.3 45.3 99.3 99.2: 0.7 0.8
Old : 100.0: 36.8 32.8 21.1 41.3 45.3 99.3 99.2: 0.7 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 : 58: 16 19 21 21 21 50 48:
Old : 58: 16 19 21 21 21 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 35.2 60.3 54.7 28.5 31.5 43.0 43.2
Old : 36.6 35.2 60.3 54.7 28.5 31.5 43.0 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 29, 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 : 34,200: 20,150 8,590 4,464 9,169 20,799 33,783 33,853: 417 347
Old : 34,200: 20,150 8,590 4,464 9,169 20,799 33,783 33,853: 417 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,389: -1,816 -1,658 643 -99 -347 -1,272 -1,362: -117 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 25.1 13.1 26.8 60.8 98.8 99.0: 1.2 1.0
Old : 100.0: 58.9 25.1 13.1 26.8 60.8 98.8 99.0: 1.2 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 : 42: 12 11 14 15 13 35 30:
Old : 42: 12 11 14 15 13 35 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 : 63.9 53.2 77.2 75.9 60.2 48.2 69.6 65.0
Old : 63.9 53.2 77.2 75.9 60.2 48.2 69.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 13,123: 1,780 3,323 4,985 6,352 4,813 13,117 13,121: 6 2
Old : 13,123: 1,780 3,323 4,985 6,352 4,813 13,117 13,121: 6 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 996: -11 72 597 409 327 995 996: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 25.3 38.0 48.4 36.7 100.0 100.0: 0.0 0.0
Old : 100.0: 13.6 25.3 38.0 48.4 36.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 10 17 13 11 31 30:
Old : 34: 10 10 17 13 11 31 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 : 63.9 57.9 83.2 82.1 23.4 29.9 33.4 34.9
Old : 63.9 57.9 83.2 82.1 23.4 29.9 33.4 34.9
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 29, 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 : 3,407: 20 439 40 3,077 2,788 3,137 3,267: 270 140
Old : 3,407: 20 439 40 3,077 2,788 3,137 3,267: 270 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 169: 0 0 0 49 169 49 169: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.9 1.2 90.3 81.8 92.1 95.9: 7.9 4.1
Old : 100.0: 0.6 12.9 1.2 90.3 81.8 92.1 95.9: 7.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 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 : 59.8 45.4 80.3 68.0 44.1 36.4 51.5 50.8
Old : 59.8 45.4 80.3 68.0 44.1 36.4 51.5 50.8
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 29, 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 : 53,023: 2,835 1,147 5,729 43,869 45,718 52,433 52,594: 590 429
Old : 53,023: 2,835 1,147 5,729 43,869 45,718 52,433 52,594: 590 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,062: -14 120 97 2,010 1,753 2,094 1,970: -32 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.2 10.8 82.7 86.2 98.9 99.2: 1.1 0.8
Old : 100.0: 5.3 2.2 10.8 82.7 86.2 98.9 99.2: 1.1 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 : 88: 14 12 11 46 59 67 76:
Old : 88: 14 12 11 46 59 67 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 : 38.5 44.9 57.1 60.6 22.8 21.5 28.4 28.0
Old : 38.5 44.9 57.1 60.6 22.8 21.5 28.4 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 5,227: 890 560 582 3,280 3,722 4,752 4,864: 475 363
Old : 5,227: 890 560 582 3,280 3,722 4,752 4,864: 475 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 436: 22 -35 20 360 397 402 382: 34 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 10.7 11.1 62.8 71.2 90.9 93.1: 9.1 6.9
Old : 100.0: 17.0 10.7 11.1 62.8 71.2 90.9 93.1: 9.1 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 : 38: 6 2 5 24 25 30 32:
Old : 38: 6 2 5 24 25 30 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 : 31.7 41.9 52.8 59.8 24.8 41.9 43.3 58.2
Old : 31.7 41.9 52.8 59.8 24.8 41.9 43.3 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 0 0 408,265 411,428 411,428 411,428: 0 0
Old : 411,428: 3,163 0 0 408,265 411,428 411,428 411,428: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 0: 0 -9,088 0 0 9,088 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 99.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.0 0.0 99.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 13 12 14 12:
Old : 22: 1 0 0 13 12 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 29, 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 : 155,547: 10,949 1,595 2,822 141,521 151,130 155,292 155,547: 255 0
Old : 155,547: 10,949 1,595 2,822 141,521 151,130 155,292 155,547: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 8,570: 580 0 -1,204 9,194 9,774 8,570 8,570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.0 1.8 91.0 97.2 99.8 100.0: 0.2 0.0
Old : 100.0: 7.0 1.0 1.8 91.0 97.2 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 : 33: 1 1 1 27 19 28 21:
Old : 33: 1 1 1 27 19 28 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 : 53.7 66.7 76.6 83.5 36.2 43.7 49.7 51.4
Old : 53.7 66.7 76.6 83.5 36.2 43.7 49.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 3,093,205: 46,800 0 0 3,046,405 3,093,175 3,093,205 3,093,175: 0 30
Old : 3,093,205: 46,800 0 0 3,046,405 3,093,175 3,093,205 3,093,175: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 97,142: 46,800 -169,560 0 50,342 266,702 97,142 97,142: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 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 : 29: 1 0 0 22 20 23 20:
Old : 29: 1 0 0 22 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 77.9 87.0 89.4 35.1 43.2 43.5 48.6
Old : 71.1 77.9 87.0 89.4 35.1 43.2 43.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 70,197: 483 0 0 69,714 70,197 70,197 70,197: 0 0
Old : 70,197: 483 0 0 69,714 70,197 70,197 70,197: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 4,315: -945 0 -1,915 7,175 6,230 4,315 4,315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 99.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.0 0.0 99.3 100.0 100.0 100.0: 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 : 24: 1 0 0 15 18 16 18:
Old : 24: 1 0 0 15 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 67.3 78.4 87.8 46.6 57.1 61.8 64.5
Old : 51.4 67.3 78.4 87.8 46.6 57.1 61.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 23,064: 0 0 0 22,809 23,064 22,809 23,064: 255 0
Old : 23,064: 0 0 0 22,809 23,064 22,809 23,064: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 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 : 20: 0 0 0 15 10 15 10:
Old : 20: 0 0 0 15 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 84.6 88.9 96.6 65.8 81.3 83.3 90.5
Old : 69.5 84.6 88.9 96.6 65.8 81.3 83.3 90.5
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 29, 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 : 1,507,820: 5,814 0 0 1,502,006 1,507,820 1,507,820 1,507,820: 0 0
Old : 1,507,820: 5,814 0 0 1,502,006 1,507,820 1,507,820 1,507,820: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 218,268: -23,800 0 -70,560 312,628 288,828 218,268 218,268: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 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 : 23: 1 0 0 18 11 19 11:
Old : 23: 1 0 0 18 11 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 86.8 80.9 96.1 47.1 67.5 66.8 74.3
Old : 56.4 86.8 80.9 96.1 47.1 67.5 66.8 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 204,480: 0 0 0 204,480 204,480 204,480 204,480: 0 0
Old : 204,480: 0 0 0 204,480 204,480 204,480 204,480: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 10 13 10:
Old : 20: 0 0 0 13 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 84.9 84.4 98.3 51.1 72.6 70.7 78.5
Old : 61.1 84.9 84.4 98.3 51.1 72.6 70.7 78.5
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 29, 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 : 24,306: 585 0 13 23,566 24,158 24,164 24,171: 142 135
Old : 24,306: 585 0 13 23,566 24,158 24,164 24,171: 142 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 6,171: 226 -62 0 5,945 6,233 6,171 6,171: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.1 97.0 99.4 99.4 99.4: 0.6 0.6
Old : 100.0: 2.4 0.0 0.1 97.0 99.4 99.4 99.4: 0.6 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 : 37: 2 0 1 26 27 28 28:
Old : 37: 2 0 1 26 27 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 52.9 77.5 72.8 50.3 39.6 58.5 57.2
Old : 60.0 52.9 77.5 72.8 50.3 39.6 58.5 57.2
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 29, 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 : 81,625: 1,240 8,429 1,567 77,784 71,178 80,591 81,174: 1,034 451
Old : 81,625: 1,240 8,429 1,567 77,784 71,178 80,591 81,174: 1,034 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 239: -188 14 76 306 159 194 249: 45 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 10.3 1.9 95.3 87.2 98.7 99.4: 1.3 0.6
Old : 100.0: 1.5 10.3 1.9 95.3 87.2 98.7 99.4: 1.3 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 : 78: 6 6 7 57 55 67 66:
Old : 78: 6 6 7 57 55 67 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 36.8 64.2 55.7 21.4 24.2 29.8 33.2
Old : 44.6 36.8 64.2 55.7 21.4 24.2 29.8 33.2
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 29, 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 : 22,536: 0 526 0 21,941 21,786 21,941 22,312: 595 224
Old : 22,536: 0 526 0 21,941 21,786 21,941 22,312: 595 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 925: 0 0 0 925 925 925 925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 97.4 96.7 97.4 99.0: 2.6 1.0
Old : 100.0: 0.0 2.3 0.0 97.4 96.7 97.4 99.0: 2.6 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 : 68.9 50.3 91.4 79.5 28.4 26.1 33.2 32.9
Old : 68.9 50.3 91.4 79.5 28.4 26.1 33.2 32.9
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 34,802: 2,870 7,080 119 31,444 26,936 34,433 34,135: 369 667
Old : 34,802: 2,870 7,080 119 31,444 26,936 34,433 34,135: 369 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,404: -48 51 -27 1,489 1,380 1,414 1,404: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 20.3 0.3 90.4 77.4 98.9 98.1: 1.1 1.9
Old : 100.0: 8.2 20.3 0.3 90.4 77.4 98.9 98.1: 1.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 5 3 32 31 39 38:
Old : 48: 6 5 3 32 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 : 37.6 43.1 55.2 60.9 19.3 25.5 30.2 34.0
Old : 37.6 43.1 55.2 60.9 19.3 25.5 30.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 9,626: 405 971 785 8,324 7,411 9,514 9,167: 112 459
Old : 9,626: 405 971 785 8,324 7,411 9,514 9,167: 112 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 150: 0 99 -105 235 96 130 90: 20 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 10.1 8.2 86.5 77.0 98.8 95.2: 1.2 4.8
Old : 100.0: 4.2 10.1 8.2 86.5 77.0 98.8 95.2: 1.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 4 23 21 29 25:
Old : 35: 2 2 4 23 21 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 45.1 71.2 70.0 47.1 38.3 62.9 57.7
Old : 49.9 45.1 71.2 70.0 47.1 38.3 62.9 57.7
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 29, 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 : 10,810: 0 844 153 9,612 9,639 9,765 10,636: 1,045 174
Old : 10,810: 0 844 153 9,612 9,639 9,765 10,636: 1,045 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 133: 0 -15 15 118 118 133 118: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 1.4 88.9 89.2 90.3 98.4: 9.7 1.6
Old : 100.0: 0.0 7.8 1.4 88.9 89.2 90.3 98.4: 9.7 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 : 28: 0 2 2 23 23 25 25:
Old : 28: 0 2 2 23 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 48.9 65.2 73.3 38.1 44.4 52.7 59.8
Old : 42.4 48.9 65.2 73.3 38.1 44.4 52.7 59.8
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 29, 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 : 2,459,756: 498,087 199,429 966,223 910,201 1,208,980 2,374,512 2,374,632: 85,245 85,124
Old : 2,459,756: 498,087 199,429 966,223 910,201 1,208,980 2,374,512 2,374,632: 85,245 85,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 24,047: -3,800 -4,541 8,884 11,788 21,465 16,871 25,807: 7,176 -1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.1 39.3 37.0 49.2 96.5 96.5: 3.5 3.5
Old : 100.0: 20.2 8.1 39.3 37.0 49.2 96.5 96.5: 3.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 162 131 219 101 111 367 371:
Old : 423: 162 131 219 101 111 367 371:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 12.7 20.6 21.3 10.0 6.9 14.2 11.8
Old : 11.2 12.7 20.6 21.3 10.0 6.9 14.2 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 115,153: 36,443 11,475 29,374 47,080 72,218 112,896 113,066: 2,257 2,087
Old : 115,153: 36,443 11,475 29,374 47,080 72,218 112,896 113,066: 2,257 2,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -10,074: -2,933 -5,430 183 -6,315 -4,260 -9,066 -9,508: -1,008 -566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 10.0 25.5 40.9 62.7 98.0 98.2: 2.0 1.8
Old : 100.0: 31.6 10.0 25.5 40.9 62.7 98.0 98.2: 2.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 9 11 18 18 29 31:
Old : 32: 4 9 11 18 18 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 47.6 81.1 71.6 35.9 31.4 43.7 40.2
Old : 60.3 47.6 81.1 71.6 35.9 31.4 43.7 40.2
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 29, 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 : 138,208: 71,384 8,733 2,617 47,144 73,922 121,145 85,272: 17,063 52,936
Old : 138,208: 71,384 8,733 2,617 47,144 73,922 121,145 85,272: 17,063 52,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 710: 214 267 0 259 187 473 454: 237 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 6.3 1.9 34.1 53.5 87.7 61.7: 12.3 38.3
Old : 100.0: 51.6 6.3 1.9 34.1 53.5 87.7 61.7: 12.3 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 : 61.9 29.5 75.7 43.9 60.3 27.6 70.5 39.3
Old : 61.9 29.5 75.7 43.9 60.3 27.6 70.5 39.3
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 29, 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 : 18,383: 3,114 261 9,652 5,017 7,444 17,783 17,357: 600 1,026
Old : 18,383: 3,114 261 9,652 5,017 7,444 17,783 17,357: 600 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -222: -252 -6 202 -180 -449 -230 -253: 7 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.4 52.5 27.3 40.5 96.7 94.4: 3.3 5.6
Old : 100.0: 16.9 1.4 52.5 27.3 40.5 96.7 94.4: 3.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 50.1 46.6 73.9 71.2 24.9 25.4 31.3 30.5
Old : 50.1 46.6 73.9 71.2 24.9 25.4 31.3 30.5
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 29, 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 : 179,562: 25,305 1,087 34,828 112,587 128,946 172,720 164,860: 6,842 14,702
Old : 179,562: 25,305 1,087 34,828 112,587 128,946 172,720 164,860: 6,842 14,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,012: 311 89 276 1,267 1,034 1,854 1,399: 158 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.6 19.4 62.7 71.8 96.2 91.8: 3.8 8.2
Old : 100.0: 14.1 0.6 19.4 62.7 71.8 96.2 91.8: 3.8 8.2
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 : 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 : 27.7 30.8 45.1 48.0 12.5 12.4 18.2 17.9
Old : 27.7 30.8 45.1 48.0 12.5 12.4 18.2 17.9
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 29, 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 : 185,073: 16,284 74,761 76,010 85,440 27,285 177,735 178,056: 7,339 7,017
Old : 185,073: 16,284 74,761 76,010 85,440 27,285 177,735 178,056: 7,339 7,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 12,363: -229 -349 11,749 -940 -129 10,580 11,271: 1,783 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 40.4 41.1 46.2 14.7 96.0 96.2: 4.0 3.8
Old : 100.0: 8.8 40.4 41.1 46.2 14.7 96.0 96.2: 4.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 19 8 23 17 16 44 40:
Old : 47: 19 8 23 17 16 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 55.1 59.7 75.5 28.6 37.5 36.2 45.5
Old : 42.9 55.1 59.7 75.5 28.6 37.5 36.2 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 54,366: 3,397 839 7,432 33,423 30,982 44,252 39,253: 10,114 15,113
Old : 54,366: 3,397 839 7,432 33,423 30,982 44,252 39,253: 10,114 15,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 706: 169 -6 96 418 552 683 642: 22 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.5 13.7 61.5 57.0 81.4 72.2: 18.6 27.8
Old : 100.0: 6.2 1.5 13.7 61.5 57.0 81.4 72.2: 18.6 27.8
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 : 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 : 46.2 42.0 69.7 60.9 24.8 23.4 32.3 24.6
Old : 46.2 42.0 69.7 60.9 24.8 23.4 32.3 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 136,466: 25,570 7,190 74,420 36,087 54,007 136,077 135,616: 389 849
Old : 136,466: 25,570 7,190 74,420 36,087 54,007 136,077 135,616: 389 849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -10,217: -6,088 -706 -1,647 -2,467 -7,721 -10,202 -10,074: -15 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.3 54.5 26.4 39.6 99.7 99.4: 0.3 0.6
Old : 100.0: 18.7 5.3 54.5 26.4 39.6 99.7 99.4: 0.3 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 : 24: 4 6 7 9 14 16 24:
Old : 24: 4 6 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 : 91.1 76.9 97.2 91.5 18.7 11.6 18.9 15.7
Old : 91.1 76.9 97.2 91.5 18.7 11.6 18.9 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 13,745: 360 0 0 13,290 13,715 13,650 13,715: 95 30
Old : 13,745: 360 0 0 13,290 13,715 13,650 13,715: 95 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 819: 0 0 0 819 819 819 819: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 96.7 99.8 99.3 99.8: 0.7 0.2
Old : 100.0: 2.6 0.0 0.0 96.7 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 17 15 18 15:
Old : 29: 1 0 0 17 15 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 : 59.9 73.1 80.9 93.0 59.0 73.1 77.6 90.5
Old : 59.9 73.1 80.9 93.0 59.0 73.1 77.6 90.5
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 29, 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 : 28,776: 18,308 9,267 1,524 7,640 16,406 27,472 27,197: 1,305 1,580
Old : 28,776: 18,308 9,267 1,524 7,640 16,406 27,472 27,197: 1,305 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 163: 128 -2,782 247 -210 3,130 165 595: -1 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 32.2 5.3 26.5 57.0 95.5 94.5: 4.5 5.5
Old : 100.0: 63.6 32.2 5.3 26.5 57.0 95.5 94.5: 4.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 49 48 11 27 35 81 89:
Old : 147: 49 48 11 27 35 81 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 29.7 57.9 44.5 38.4 26.6 53.9 40.9
Old : 41.1 29.7 57.9 44.5 38.4 26.6 53.9 40.9
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 29, 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 : 76,583: 52,998 33,014 2,043 15,669 37,273 70,710 72,330: 5,873 4,253
Old : 76,583: 52,998 33,014 2,043 15,669 37,273 70,710 72,330: 5,873 4,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -3,110: -1,386 1,173 -829 -330 -3,076 -2,544 -2,732: -566 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 43.1 2.7 20.5 48.7 92.3 94.4: 7.7 5.6
Old : 100.0: 69.2 43.1 2.7 20.5 48.7 92.3 94.4: 7.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 119 86 25 35 30 168 130:
Old : 262: 119 86 25 35 30 168 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 27.7 37.4 41.3 26.2 27.6 37.4 41.1
Old : 26.2 27.7 37.4 41.3 26.2 27.6 37.4 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 377,630: 112,752 47,253 72,086 174,523 235,895 359,361 355,233: 18,269 22,397
Old : 377,630: 112,752 47,253 72,086 174,523 235,895 359,361 355,233: 18,269 22,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -19,304: -2,864 -2,596 -5,436 -10,682 -12,983 -18,982 -21,015: -323 1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 12.5 19.1 46.2 62.5 95.2 94.1: 4.8 5.9
Old : 100.0: 29.9 12.5 19.1 46.2 62.5 95.2 94.1: 4.8 5.9
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 : 227: 69 53 70 84 95 192 185:
Old : 227: 69 53 70 84 95 192 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.5 27.6 28.1 13.7 10.8 19.9 16.6
Old : 17.4 17.5 27.6 28.1 13.7 10.8 19.9 16.6
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 29, 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 : 14,002: 4,539 501 918 6,088 9,355 11,545 10,774: 2,457 3,228
Old : 14,002: 4,539 501 918 6,088 9,355 11,545 10,774: 2,457 3,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 125: 140 0 -15 0 -80 125 -95: 0 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 3.6 6.6 43.5 66.8 82.5 76.9: 17.5 23.1
Old : 100.0: 32.4 3.6 6.6 43.5 66.8 82.5 76.9: 17.5 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 1 3 12 10 19 13:
Old : 25: 6 1 3 12 10 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 45.2 55.7 64.8 33.4 45.2 53.3 59.9
Old : 33.6 45.2 55.7 64.8 33.4 45.2 53.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 19,805: 0 2,700 0 19,035 15,310 19,035 18,010: 770 1,795
Old : 19,805: 0 2,700 0 19,035 15,310 19,035 18,010: 770 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,185: 0 55 0 1,335 1,345 1,335 1,400: -150 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 0.0 96.1 77.3 96.1 90.9: 3.9 9.1
Old : 100.0: 0.0 13.6 0.0 96.1 77.3 96.1 90.9: 3.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 15 23 15 25:
Old : 26: 0 2 0 15 23 15 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 : 68.3 41.5 90.1 60.0 47.9 33.4 62.2 44.1
Old : 68.3 41.5 90.1 60.0 47.9 33.4 62.2 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 9,146: 170 747 675 7,063 5,989 7,908 7,411: 1,238 1,735
Old : 9,146: 170 747 675 7,063 5,989 7,908 7,411: 1,238 1,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,239: 170 289 105 827 745 1,102 1,139: 137 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.2 7.4 77.2 65.5 86.5 81.0: 13.5 19.0
Old : 100.0: 1.9 8.2 7.4 77.2 65.5 86.5 81.0: 13.5 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 16 12 18 15:
Old : 20: 1 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 : 47.0 46.2 66.2 64.6 34.3 36.1 47.4 44.2
Old : 47.0 46.2 66.2 64.6 34.3 36.1 47.4 44.2
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 29, 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 : 19,332: 3,636 832 3,525 9,415 13,276 16,576 17,633: 2,756 1,699
Old : 19,332: 3,636 832 3,525 9,415 13,276 16,576 17,633: 2,756 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -5: 334 -917 -310 -29 1,060 -5 -167: 0 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.3 18.2 48.7 68.7 85.7 91.2: 14.3 8.8
Old : 100.0: 18.8 4.3 18.2 48.7 68.7 85.7 91.2: 14.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 5 15 19 21 24:
Old : 26: 4 2 5 15 19 21 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 : 36.3 30.2 57.5 51.9 23.3 24.9 36.5 38.7
Old : 36.3 30.2 57.5 51.9 23.3 24.9 36.5 38.7
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 29, 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 : 7,446: 596 237 578 3,702 4,437 4,876 5,252: 2,570 2,194
Old : 7,446: 596 237 578 3,702 4,437 4,876 5,252: 2,570 2,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 343: 89 43 83 192 -27 364 99: -21 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 3.2 7.8 49.7 59.6 65.5 70.5: 34.5 29.5
Old : 100.0: 8.0 3.2 7.8 49.7 59.6 65.5 70.5: 34.5 29.5
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 2 5 12 12 18 17:
Old : 20: 4 2 5 12 12 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 36.9 46.8 52.7 23.3 22.9 30.9 34.2
Old : 28.4 36.9 46.8 52.7 23.3 22.9 30.9 34.2
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 29, 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 : 23,230: 12,732 17,757 1,092 9,339 4,381 23,163 23,230: 67 0
Old : 23,230: 12,732 17,757 1,092 9,339 4,381 23,163 23,230: 67 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,387: 955 280 427 5 680 1,387 1,387: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 76.4 4.7 40.2 18.9 99.7 100.0: 0.3 0.0
Old : 100.0: 54.8 76.4 4.7 40.2 18.9 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: 8 7 2 12 8 21 16:
Old : 30: 8 7 2 12 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 : 65.1 77.5 84.3 91.6 65.1 74.5 80.4 87.3
Old : 65.1 77.5 84.3 91.6 65.1 74.5 80.4 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 18,711: 7,635 7,040 6,839 3,763 4,380 18,237 18,259: 474 452
Old : 18,711: 7,635 7,040 6,839 3,763 4,380 18,237 18,259: 474 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 346: -154 -332 756 12 -10 614 414: -268 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 37.6 36.6 20.1 23.4 97.5 97.6: 2.5 2.4
Old : 100.0: 40.8 37.6 36.6 20.1 23.4 97.5 97.6: 2.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 20 22 27 5 9 39 45:
Old : 52: 20 22 27 5 9 39 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 : 34.7 30.7 56.1 47.0 23.7 17.8 35.5 28.7
Old : 34.7 30.7 56.1 47.0 23.7 17.8 35.5 28.7
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 29, 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 : 13,454: 2,461 3,344 8,377 2,600 1,733 13,438 13,454: 16 0
Old : 13,454: 2,461 3,344 8,377 2,600 1,733 13,438 13,454: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,046: 306 462 552 193 32 1,050 1,046: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 24.9 62.3 19.3 12.9 99.9 100.0: 0.1 0.0
Old : 100.0: 18.3 24.9 62.3 19.3 12.9 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: 5 11 13 5 5 18 21:
Old : 22: 5 11 13 5 5 18 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 : 59.3 69.3 87.4 87.5 22.5 21.5 25.6 24.4
Old : 59.3 69.3 87.4 87.5 22.5 21.5 25.6 24.4
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 29, 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 : 38,533: 3,838 0 0 34,575 38,533 38,413 38,533: 120 0
Old : 38,533: 3,838 0 0 34,575 38,533 38,413 38,533: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,546: 270 0 0 2,336 2,556 2,606 2,556: -60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 0.0 89.7 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 10.0 0.0 0.0 89.7 100.0 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 0 0 25 24 31 24:
Old : 38: 6 0 0 25 24 31 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 : 36.9 53.3 61.3 81.1 29.8 40.1 47.8 57.5
Old : 36.9 53.3 61.3 81.1 29.8 40.1 47.8 57.5
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 29, 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 : 9,076: 2,540 2,771 176 6,348 6,129 9,064 9,076: 12 0
Old : 9,076: 2,540 2,771 176 6,348 6,129 9,064 9,076: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 17: 0 25 -8 25 0 17 17: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 30.5 1.9 69.9 67.5 99.9 100.0: 0.1 0.0
Old : 100.0: 28.0 30.5 1.9 69.9 67.5 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 12 10 17 15:
Old : 22: 2 5 3 12 10 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 75.8 86.2 92.0 58.6 67.2 78.6 80.7
Old : 62.0 75.8 86.2 92.0 58.6 67.2 78.6 80.7
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,121: 1,694 5,685 348 13,102 9,992 15,144 16,025: 977 96
Old : 16,121: 1,694 5,685 348 13,102 9,992 15,144 16,025: 977 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 604: 15 475 25 554 104 594 604: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 35.3 2.2 81.3 62.0 93.9 99.4: 6.1 0.6
Old : 100.0: 10.5 35.3 2.2 81.3 62.0 93.9 99.4: 6.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 50.2 50.4 66.5 73.0 41.6 48.2 54.6 65.4
Old : 50.2 50.4 66.5 73.0 41.6 48.2 54.6 65.4
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 29, 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 : 13,356: 1,770 2,171 592 10,399 10,327 12,761 13,090: 595 266
Old : 13,356: 1,770 2,171 592 10,399 10,327 12,761 13,090: 595 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 422: 62 -141 54 306 501 422 414: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.3 4.4 77.9 77.3 95.5 98.0: 4.5 2.0
Old : 100.0: 13.3 16.3 4.4 77.9 77.3 95.5 98.0: 4.5 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 : 44: 7 7 8 21 24 34 34:
Old : 44: 7 7 8 21 24 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 38.6 72.3 61.4 38.7 35.2 53.4 50.4
Old : 48.6 38.6 72.3 61.4 38.7 35.2 53.4 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 2,310: 991 470 310 914 1,270 2,215 2,050: 95 260
Old : 2,310: 991 470 310 914 1,270 2,215 2,050: 95 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 120: 120 -10 20 30 100 170 110: -50 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 20.3 13.4 39.6 55.0 95.9 88.7: 4.1 11.3
Old : 100.0: 42.9 20.3 13.4 39.6 55.0 95.9 88.7: 4.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 9 6 13 13 24 24:
Old : 34: 7 9 6 13 13 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 : 52.2 43.9 67.7 58.3 42.9 41.4 55.9 50.5
Old : 52.2 43.9 67.7 58.3 42.9 41.4 55.9 50.5
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 29, 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 22, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.6 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 29, 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 : 32,633: 4,423 1,538 3,152 19,694 21,052 27,269 25,742: 5,364 6,891
Old : 32,633: 4,423 1,538 3,152 19,694 21,052 27,269 25,742: 5,364 6,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 149: 17 -840 -102 -98 98 -183 -844: 332 993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 4.7 9.7 60.3 64.5 83.6 78.9: 16.4 21.1
Old : 100.0: 13.6 4.7 9.7 60.3 64.5 83.6 78.9: 16.4 21.1
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 : 27: 3 2 4 17 20 22 24:
Old : 27: 3 2 4 17 20 22 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 : 32.9 41.3 56.7 59.1 30.2 29.7 45.6 40.6
Old : 32.9 41.3 56.7 59.1 30.2 29.7 45.6 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015