GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 60,677: 25,054 4,477 1,815 33,333 54,120 60,202 60,412: 475 265
Old : 60,677: 25,054 4,477 1,815 33,333 54,120 60,202 60,412: 475 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,602: 601 -220 1,155 -146 667 1,610 1,602: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 7.4 3.0 54.9 89.2 99.2 99.6: 0.8 0.4
Old : 100.0: 41.3 7.4 3.0 54.9 89.2 99.2 99.6: 0.8 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 : 57: 5 7 6 37 40 45 50:
Old : 57: 5 7 6 37 40 45 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 40.6 72.3 54.9 44.2 22.9 48.7 31.2
Old : 53.3 40.6 72.3 54.9 44.2 22.9 48.7 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,699: 525 200 600 5,574 5,899 6,699 6,699: 0 0
Old : 6,699: 525 200 600 5,574 5,899 6,699 6,699: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -13: 0 200 0 -13 -213 -13 -13: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.0 9.0 83.2 88.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 3.0 9.0 83.2 88.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 16 20 18:
Old : 24: 1 1 1 19 16 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 : 69.6 40.3 89.0 69.4 40.5 27.9 50.6 43.9
Old : 69.6 40.3 89.0 69.4 40.5 27.9 50.6 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,752: 880 431 885 6,182 6,766 7,947 8,082: 805 670
Old : 8,752: 880 431 885 6,182 6,766 7,947 8,082: 805 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 192: -1 168 334 -130 -286 203 216: -11 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.9 10.1 70.6 77.3 90.8 92.3: 9.2 7.7
Old : 100.0: 10.1 4.9 10.1 70.6 77.3 90.8 92.3: 9.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 5 6 29 30 38 38:
Old : 43: 6 5 6 29 30 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 : 39.4 31.4 57.3 51.0 16.4 15.1 23.9 20.4
Old : 39.4 31.4 57.3 51.0 16.4 15.1 23.9 20.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,584: 226 243 191 922 808 1,339 1,242: 245 342
Old : 1,584: 226 243 191 922 808 1,339 1,242: 245 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 28: 71 21 -9 -65 6 -3 18: 31 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.3 12.1 58.2 51.0 84.5 78.4: 15.5 21.6
Old : 100.0: 14.3 15.3 12.1 58.2 51.0 84.5 78.4: 15.5 21.6
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 4 4 14 14 20 20:
Old : 24: 4 4 4 14 14 20 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 : 32.1 32.1 55.6 52.3 21.9 17.1 32.9 26.2
Old : 32.1 32.1 55.6 52.3 21.9 17.1 32.9 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,256: 800 526 399 5,514 6,004 6,713 6,929: 543 327
Old : 7,256: 800 526 399 5,514 6,004 6,713 6,929: 543 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 544: 94 103 158 242 275 494 536: 50 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.2 5.5 76.0 82.7 92.5 95.5: 7.5 4.5
Old : 100.0: 11.0 7.2 5.5 76.0 82.7 92.5 95.5: 7.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 6 6 31 35 38 46:
Old : 48: 6 6 6 31 35 38 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 34.4 57.7 52.6 17.2 20.2 24.1 27.4
Old : 32.8 34.4 57.7 52.6 17.2 20.2 24.1 27.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,161: 955 1,477 590 5,387 4,694 6,932 6,761: 229 400
Old : 7,161: 955 1,477 590 5,387 4,694 6,932 6,761: 229 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 312: -31 19 41 282 244 292 304: 20 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.6 8.2 75.2 65.5 96.8 94.4: 3.2 5.6
Old : 100.0: 13.3 20.6 8.2 75.2 65.5 96.8 94.4: 3.2 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 : 48: 9 5 9 26 21 40 31:
Old : 48: 9 5 9 26 21 40 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 : 35.8 45.3 55.0 66.1 35.4 44.1 50.8 63.8
Old : 35.8 45.3 55.0 66.1 35.4 44.1 50.8 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 1,222: 50 430 160 935 520 1,145 1,110: 77 112
Old : 1,222: 50 430 160 935 520 1,145 1,110: 77 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 98: 0 0 0 98 118 98 118: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.2 13.1 76.5 42.6 93.7 90.8: 6.3 9.2
Old : 100.0: 4.1 35.2 13.1 76.5 42.6 93.7 90.8: 6.3 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 7 3 14 11 18 18:
Old : 27: 1 7 3 14 11 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 40.7 60.5 60.1 35.9 32.5 51.1 46.3
Old : 40.3 40.7 60.5 60.1 35.9 32.5 51.1 46.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,719: 226 12,552 225 27,238 14,702 27,689 27,479: 30 240
Old : 27,719: 226 12,552 225 27,238 14,702 27,689 27,479: 30 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,701: -150 715 -40 1,891 1,026 1,701 1,701: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 45.3 0.8 98.3 53.0 99.9 99.1: 0.1 0.9
Old : 100.0: 0.8 45.3 0.8 98.3 53.0 99.9 99.1: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 3 2 25 18 29 21:
Old : 35: 2 3 2 25 18 29 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 : 51.4 65.8 74.1 88.1 43.4 63.9 58.2 71.2
Old : 51.4 65.8 74.1 88.1 43.4 63.9 58.2 71.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 4,540: 1,082 1,912 155 2,744 2,121 3,981 4,188: 559 352
Old : 4,540: 1,082 1,912 155 2,744 2,121 3,981 4,188: 559 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 774: 311 270 8 524 513 843 791: -69 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 42.1 3.4 60.4 46.7 87.7 92.2: 12.3 7.8
Old : 100.0: 23.8 42.1 3.4 60.4 46.7 87.7 92.2: 12.3 7.8
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 : 39: 6 7 4 16 16 25 24:
Old : 39: 6 7 4 16 16 25 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 : 49.5 43.9 66.7 65.3 49.3 42.3 65.9 63.5
Old : 49.5 43.9 66.7 65.3 49.3 42.3 65.9 63.5
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 367,501: 64,249 76,981 52,673 203,264 193,396 320,185 323,049: 47,316 44,452
Old : 367,501: 64,249 76,981 52,673 203,264 193,396 320,185 323,049: 47,316 44,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 5,082: 6,523 3,475 -1,887 2,174 6,384 6,810 7,972: -1,728 -2,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.9 14.3 55.3 52.6 87.1 87.9: 12.9 12.1
Old : 100.0: 17.5 20.9 14.3 55.3 52.6 87.1 87.9: 12.9 12.1
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 : 183: 36 52 53 84 84 155 157:
Old : 183: 36 52 53 84 84 155 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 16.3 25.1 24.6 10.2 8.4 17.7 13.7
Old : 15.0 16.3 25.1 24.6 10.2 8.4 17.7 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 46,192: 725 970 350 33,817 40,936 34,892 42,256: 11,300 3,936
Old : 46,192: 725 970 350 33,817 40,936 34,892 42,256: 11,300 3,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 3,302: 0 0 125 2,851 3,161 2,976 3,286: 326 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 0.8 73.2 88.6 75.5 91.5: 24.5 8.5
Old : 100.0: 1.6 2.1 0.8 73.2 88.6 75.5 91.5: 24.5 8.5
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: 1 3 1 23 28 25 31:
Old : 34: 1 3 1 23 28 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 : 43.3 32.5 58.3 49.6 37.0 29.5 45.6 44.9
Old : 43.3 32.5 58.3 49.6 37.0 29.5 45.6 44.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,092,842: 240,054 442,588 324,451 455,884 280,948 1,020,388 1,047,986: 72,453 44,855
Old : 1,092,842: 240,054 442,588 324,451 455,884 280,948 1,020,388 1,047,986: 72,453 44,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 46,990: 5,998 -3,305 17,057 23,768 34,121 46,823 47,874: 167 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 40.5 29.7 41.7 25.7 93.4 95.9: 6.6 4.1
Old : 100.0: 22.0 40.5 29.7 41.7 25.7 93.4 95.9: 6.6 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 : 353: 115 155 155 67 56 277 283:
Old : 353: 115 155 155 67 56 277 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 18.2 26.5 29.3 9.3 11.9 16.4 18.3
Old : 17.1 18.2 26.5 29.3 9.3 11.9 16.4 18.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,025,562: 30,098 53,403 409,399 581,789 558,814 1,021,286 1,021,616: 4,276 3,946
Old : 1,025,562: 30,098 53,403 409,399 581,789 558,814 1,021,286 1,021,616: 4,276 3,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 172,935: -772 7,653 105,519 68,481 61,312 173,229 174,484: -294 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.2 39.9 56.7 54.5 99.6 99.6: 0.4 0.4
Old : 100.0: 2.9 5.2 39.9 56.7 54.5 99.6 99.6: 0.4 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 : 130: 39 37 68 51 50 124 121:
Old : 130: 39 37 68 51 50 124 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 35.3 53.7 53.3 5.8 4.8 8.2 7.6
Old : 36.0 35.3 53.7 53.3 5.8 4.8 8.2 7.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 323,285: 73,348 112,478 63,487 179,499 140,663 316,334 316,628: 6,951 6,657
Old : 323,285: 73,348 112,478 63,487 179,499 140,663 316,334 316,628: 6,951 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,594: -4,704 576 8,901 -2,474 -7,082 1,723 2,395: 871 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 34.8 19.6 55.5 43.5 97.8 97.9: 2.2 2.1
Old : 100.0: 22.7 34.8 19.6 55.5 43.5 97.8 97.9: 2.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 20 12 26 36 32 68 59:
Old : 71: 20 12 26 36 32 68 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 44.2 49.8 54.9 29.7 37.6 40.1 43.7
Old : 34.1 44.2 49.8 54.9 29.7 37.6 40.1 43.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 120,005: 22,219 30,015 19,684 71,402 65,401 113,305 115,100: 6,700 4,905
Old : 120,005: 22,219 30,015 19,684 71,402 65,401 113,305 115,100: 6,700 4,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 18,098: 10,410 9,112 3,372 4,812 6,160 18,594 18,644: -496 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 25.0 16.4 59.5 54.5 94.4 95.9: 5.6 4.1
Old : 100.0: 18.5 25.0 16.4 59.5 54.5 94.4 95.9: 5.6 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 : 52: 9 21 24 21 22 46 51:
Old : 52: 9 21 24 21 22 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 27.8 63.5 44.2 30.2 15.4 37.0 25.7
Old : 44.7 27.8 63.5 44.2 30.2 15.4 37.0 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 12,348: 5,487 1,485 4,887 1,957 5,923 12,332 12,295: 17 54
Old : 12,348: 5,487 1,485 4,887 1,957 5,923 12,332 12,295: 17 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 12.0 39.6 15.8 48.0 99.9 99.6: 0.1 0.4
Old : 100.0: 44.4 12.0 39.6 15.8 48.0 99.9 99.6: 0.1 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: 7 4 8 5 7 14 17:
Old : 20: 7 4 8 5 7 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 56.9 91.9 80.6 41.9 39.5 47.0 46.5
Old : 75.1 56.9 91.9 80.6 41.9 39.5 47.0 46.5
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,490,587: 551,032 61,596 110,665 782,160 1,278,180 1,443,857 1,450,441: 46,730 40,146
Old : 1,490,587: 551,032 61,596 110,665 782,160 1,278,180 1,443,857 1,450,441: 46,730 40,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 10,647: 11,315 -488 -5,171 2,677 9,699 8,821 4,040: 1,826 6,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 4.1 7.4 52.5 85.8 96.9 97.3: 3.1 2.7
Old : 100.0: 37.0 4.1 7.4 52.5 85.8 96.9 97.3: 3.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 20 14 29 55 52 86 85:
Old : 98: 20 14 29 55 52 86 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 34.3 63.6 56.1 48.3 33.2 54.9 50.8
Old : 51.1 34.3 63.6 56.1 48.3 33.2 54.9 50.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 384,932: 39,459 57,163 56,676 286,549 269,576 382,684 383,415: 2,248 1,517
Old : 384,932: 39,459 57,163 56,676 286,549 269,576 382,684 383,415: 2,248 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 22,469: 12,153 9,820 5,712 4,032 7,110 21,897 22,642: 572 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 14.9 14.7 74.4 70.0 99.4 99.6: 0.6 0.4
Old : 100.0: 10.3 14.9 14.7 74.4 70.0 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 18 17 26 39 30 70 60:
Old : 75: 18 17 26 39 30 70 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 45.6 55.6 67.3 29.8 31.7 41.3 43.4
Old : 35.3 45.6 55.6 67.3 29.8 31.7 41.3 43.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 121,985: 42,498 66,572 15,146 63,322 39,512 120,966 121,230: 1,019 755
Old : 121,985: 42,498 66,572 15,146 63,322 39,512 120,966 121,230: 1,019 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,134: -598 1,586 1,151 877 -1,417 1,430 1,320: -296 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 54.6 12.4 51.9 32.4 99.2 99.4: 0.8 0.6
Old : 100.0: 34.8 54.6 12.4 51.9 32.4 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 23 25 22 19 55 49:
Old : 61: 15 23 25 22 19 55 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 37.3 64.2 58.3 30.3 33.6 47.6 46.6
Old : 41.2 37.3 64.2 58.3 30.3 33.6 47.6 46.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 34,027: 17,437 8,032 4,584 11,223 21,066 33,244 33,682: 783 345
Old : 34,027: 17,437 8,032 4,584 11,223 21,066 33,244 33,682: 783 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -66: 5 -190 144 -300 -5 -151 -51: 85 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 23.6 13.5 33.0 61.9 97.7 99.0: 2.3 1.0
Old : 100.0: 51.2 23.6 13.5 33.0 61.9 97.7 99.0: 2.3 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 : 41: 12 12 15 13 13 33 32:
Old : 41: 12 12 15 13 13 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 50.4 74.5 75.9 48.9 33.8 57.3 54.8
Old : 59.4 50.4 74.5 75.9 48.9 33.8 57.3 54.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 TONS) :
: : :
All : 2,349: 305 209 542 1,503 1,599 2,349 2,349: 0 0
Old : 2,349: 305 209 542 1,503 1,599 2,349 2,349: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 210: -44 0 97 157 120 210 218: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.9 23.1 64.0 68.0 100.0 100.0: 0.0 0.0
Old : 100.0: 13.0 8.9 23.1 64.0 68.0 100.0 100.0: 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: 8 5 8 6 6 19 14:
Old : 21: 8 5 8 6 6 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 74.4 85.8 92.4 35.7 42.6 43.7 46.0
Old : 69.8 74.4 85.8 92.4 35.7 42.6 43.7 46.0
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 40,975: 4,689 1,643 4,397 31,528 34,534 40,614 40,574: 361 401
Old : 40,975: 4,689 1,643 4,397 31,528 34,534 40,614 40,574: 361 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,639: 279 -179 320 2,009 2,484 2,608 2,624: 31 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 4.0 10.7 76.9 84.3 99.1 99.0: 0.9 1.0
Old : 100.0: 11.4 4.0 10.7 76.9 84.3 99.1 99.0: 0.9 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 : 91: 17 9 14 47 59 70 77:
Old : 91: 17 9 14 47 59 70 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 36.4 52.6 52.7 21.4 19.0 28.4 25.6
Old : 34.9 36.4 52.6 52.7 21.4 19.0 28.4 25.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 4,451: 577 773 469 2,484 2,896 3,530 4,138: 921 313
Old : 4,451: 577 773 469 2,484 2,896 3,530 4,138: 921 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 357: 30 76 -6 358 397 382 467: -25 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.4 10.5 55.8 65.1 79.3 93.0: 20.7 7.0
Old : 100.0: 13.0 17.4 10.5 55.8 65.1 79.3 93.0: 20.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 4 22 24 27 30:
Old : 39: 3 4 4 22 24 27 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 : 30.6 41.8 51.1 61.8 26.5 34.9 43.0 52.1
Old : 30.6 41.8 51.1 61.8 26.5 34.9 43.0 52.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours-5MW per :
: : :
All : 174,859: 18,162 1,505 2,790 153,652 170,564 174,604 174,859: 255 0
Old : 174,859: 18,162 1,505 2,790 153,652 170,564 174,604 174,859: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 461: 7 0 7 447 454 461 461: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.9 1.6 87.9 97.5 99.9 100.0: 0.1 0.0
Old : 100.0: 10.4 0.9 1.6 87.9 97.5 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 : 28: 1 2 1 20 17 21 20:
Old : 28: 1 2 1 20 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 72.6 77.3 88.4 45.9 56.2 59.9 64.4
Old : 56.8 72.6 77.3 88.4 45.9 56.2 59.9 64.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 3,201,055: 187,200 0 0 3,013,855 3,201,025 3,201,055 3,201,025: 0 30
Old : 3,201,055: 187,200 0 0 3,013,855 3,201,025 3,201,055 3,201,025: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 90,638: 0 0 0 90,638 90,638 90,638 90,638: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 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 : 24: 1 0 0 19 16 20 16:
Old : 24: 1 0 0 19 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 81.2 84.7 90.9 38.2 47.6 49.3 54.2
Old : 64.9 81.2 84.7 90.9 38.2 47.6 49.3 54.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 74,472: 419 0 0 74,053 74,472 74,472 74,472: 0 0
Old : 74,472: 419 0 0 74,053 74,472 74,472 74,472: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -210: 0 0 0 -210 -210 -210 -210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 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 15 16 16 16:
Old : 22: 1 0 0 15 16 16 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 : 62.1 57.6 84.1 83.9 51.7 51.0 65.6 61.9
Old : 62.1 57.6 84.1 83.9 51.7 51.0 65.6 61.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,649,567: 4,629 0 0 1,644,938 1,649,567 1,649,567 1,649,567: 0 0
Old : 1,649,567: 4,629 0 0 1,644,938 1,649,567 1,649,567 1,649,567: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -7,590: 0 0 0 -7,590 -7,590 -7,590 -7,590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 17 11 18 11:
Old : 23: 1 0 0 17 11 18 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 : 61.1 87.9 81.2 96.4 51.2 67.2 64.5 74.8
Old : 61.1 87.9 81.2 96.4 51.2 67.2 64.5 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 24,460: 787 0 62 23,471 23,980 24,320 24,042: 140 418
Old : 24,460: 787 0 62 23,471 23,980 24,320 24,042: 140 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 744: 327 0 0 417 760 744 760: 0 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.3 96.0 98.0 99.4 98.3: 0.6 1.7
Old : 100.0: 3.2 0.0 0.3 96.0 98.0 99.4 98.3: 0.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 1 25 27 27 28:
Old : 38: 2 0 1 25 27 27 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 : 61.8 46.5 75.8 70.8 48.7 33.4 57.7 50.1
Old : 61.8 46.5 75.8 70.8 48.7 33.4 57.7 50.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 97,986: 1,887 8,666 791 94,390 88,132 97,068 97,589: 918 397
Old : 97,986: 1,887 8,666 791 94,390 88,132 97,068 97,589: 918 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 9,398: 105 317 40 9,247 8,941 9,392 9,298: 6 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.8 0.8 96.3 89.9 99.1 99.6: 0.9 0.4
Old : 100.0: 1.9 8.8 0.8 96.3 89.9 99.1 99.6: 0.9 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 : 81: 7 8 5 58 54 68 64:
Old : 81: 7 8 5 58 54 68 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 38.2 64.6 60.0 28.5 31.2 34.8 40.7
Old : 48.2 38.2 64.6 60.0 28.5 31.2 34.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 25,492: 168 480 57 24,587 24,847 24,812 25,384: 680 108
Old : 25,492: 168 480 57 24,587 24,847 24,812 25,384: 680 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,755: 0 0 0 2,755 2,755 2,755 2,755: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.9 0.2 96.4 97.5 97.3 99.6: 2.7 0.4
Old : 100.0: 0.7 1.9 0.2 96.4 97.5 97.3 99.6: 2.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 18 16 19 18:
Old : 21: 1 1 1 18 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 54.0 91.7 81.2 40.7 31.2 42.2 40.1
Old : 69.3 54.0 91.7 81.2 40.7 31.2 42.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 32,176: 2,529 5,203 253 28,920 26,309 31,702 31,765: 474 411
Old : 32,176: 2,529 5,203 253 28,920 26,309 31,702 31,765: 474 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 680: -50 100 0 775 632 725 732: -45 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 16.2 0.8 89.9 81.8 98.5 98.7: 1.5 1.3
Old : 100.0: 7.9 16.2 0.8 89.9 81.8 98.5 98.7: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 6 4 4 33 32 40 40:
Old : 49: 6 4 4 33 32 40 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 : 40.4 48.1 60.9 65.1 18.5 26.9 29.8 35.2
Old : 40.4 48.1 60.9 65.1 18.5 26.9 29.8 35.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,618: 120 772 397 7,716 7,180 8,233 8,349: 385 269
Old : 8,618: 120 772 397 7,716 7,180 8,233 8,349: 385 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 343: 0 -26 -21 340 400 319 353: 24 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.0 4.6 89.5 83.3 95.5 96.9: 4.5 3.1
Old : 100.0: 1.4 9.0 4.6 89.5 83.3 95.5 96.9: 4.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 3 25 20 29 24:
Old : 34: 1 4 3 25 20 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 42.0 66.0 63.4 43.9 40.3 57.3 50.8
Old : 47.3 42.0 66.0 63.4 43.9 40.3 57.3 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,187: 0 1,007 64 11,084 10,892 11,148 11,963: 1,039 224
Old : 12,187: 0 1,007 64 11,084 10,892 11,148 11,963: 1,039 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 316: 0 33 0 296 275 296 308: 20 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.3 0.5 90.9 89.4 91.5 98.2: 8.5 1.8
Old : 100.0: 0.0 8.3 0.5 90.9 89.4 91.5 98.2: 8.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 2 19 20 21 23:
Old : 29: 0 3 2 19 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 45.9 68.1 68.4 30.0 36.8 45.3 53.6
Old : 43.7 45.9 68.1 68.4 30.0 36.8 45.3 53.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,370,334: 483,002 239,332 958,212 829,351 1,074,481 2,270,565 2,272,025: 99,769 98,309
Old : 2,370,334: 483,002 239,332 958,212 829,351 1,074,481 2,270,565 2,272,025: 99,769 98,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -11,058: -19,817 -28,922 26,732 -8,570 -9,789 -1,654 -11,978: -9,404 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.1 40.4 35.0 45.3 95.8 95.9: 4.2 4.1
Old : 100.0: 20.4 10.1 40.4 35.0 45.3 95.8 95.9: 4.2 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 : 431: 155 154 219 95 102 373 362:
Old : 431: 155 154 219 95 102 373 362:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 10.0 22.5 18.0 12.3 5.7 16.7 10.1
Old : 13.4 10.0 22.5 18.0 12.3 5.7 16.7 10.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 115,530: 36,222 6,909 30,187 45,836 77,368 112,244 114,464: 3,285 1,066
Old : 115,530: 36,222 6,909 30,187 45,836 77,368 112,244 114,464: 3,285 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -3,711: -2,739 -2,620 107 -1,106 -653 -3,738 -3,166: 27 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.0 26.1 39.7 67.0 97.2 99.1: 2.8 0.9
Old : 100.0: 31.4 6.0 26.1 39.7 67.0 97.2 99.1: 2.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 7 9 17 15 27 25:
Old : 29: 4 7 9 17 15 27 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 : 57.1 56.0 72.9 81.8 34.7 31.9 41.4 38.1
Old : 57.1 56.0 72.9 81.8 34.7 31.9 41.4 38.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 125,911: 73,915 11,200 2,286 34,918 58,011 111,119 71,497: 14,792 54,414
Old : 125,911: 73,915 11,200 2,286 34,918 58,011 111,119 71,497: 14,792 54,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,164: 341 423 -81 738 412 998 754: 166 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 8.9 1.8 27.7 46.1 88.3 56.8: 11.7 43.2
Old : 100.0: 58.7 8.9 1.8 27.7 46.1 88.3 56.8: 11.7 43.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 5 4 11 15 20 20:
Old : 26: 5 5 4 11 15 20 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 : 71.8 29.5 82.2 44.2 70.0 28.5 77.3 41.8
Old : 71.8 29.5 82.2 44.2 70.0 28.5 77.3 41.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,876: 6,584 4,723 6,325 2,173 4,151 15,082 15,200: 794 676
Old : 15,876: 6,584 4,723 6,325 2,173 4,151 15,082 15,200: 794 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,324: 404 242 1,215 -287 -126 1,332 1,331: -8 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 29.8 39.8 13.7 26.1 95.0 95.7: 5.0 4.3
Old : 100.0: 41.5 29.8 39.8 13.7 26.1 95.0 95.7: 5.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 3 10 7 8 23 19:
Old : 25: 13 3 10 7 8 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 68.1 66.0 84.4 24.3 43.1 34.6 44.5
Old : 38.5 68.1 66.0 84.4 24.3 43.1 34.6 44.5
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 150,980: 24,329 1,479 30,737 90,270 107,011 145,336 139,227: 5,644 11,754
Old : 150,980: 24,329 1,479 30,737 90,270 107,011 145,336 139,227: 5,644 11,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,425: 3,158 47 3,324 -5,107 -2,199 1,375 1,172: 50 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 1.0 20.4 59.8 70.9 96.3 92.2: 3.7 7.8
Old : 100.0: 16.1 1.0 20.4 59.8 70.9 96.3 92.2: 3.7 7.8
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: 11 1 12 23 23 35 35:
Old : 35: 11 1 12 23 23 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 33.0 50.2 50.3 14.1 14.4 20.0 19.2
Old : 30.9 33.0 50.2 50.3 14.1 14.4 20.0 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 190,715: 18,913 71,866 85,033 80,463 27,927 184,410 184,825: 6,305 5,890
Old : 190,715: 18,913 71,866 85,033 80,463 27,927 184,410 184,825: 6,305 5,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -5,607: 1,615 621 -2,462 -4,866 -3,679 -5,713 -5,519: 105 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 37.7 44.6 42.2 14.6 96.7 96.9: 3.3 3.1
Old : 100.0: 9.9 37.7 44.6 42.2 14.6 96.7 96.9: 3.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 10 24 15 16 42 41:
Old : 45: 16 10 24 15 16 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 51.9 56.5 72.5 22.1 36.4 31.9 44.3
Old : 37.7 51.9 56.5 72.5 22.1 36.4 31.9 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 147,620: 29,249 15,258 91,149 26,699 40,443 147,098 146,851: 522 769
Old : 147,620: 29,249 15,258 91,149 26,699 40,443 147,098 146,851: 522 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -5,608: -2,223 -552 -3,616 477 -1,362 -5,362 -5,530: -246 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 10.3 61.7 18.1 27.4 99.6 99.5: 0.4 0.5
Old : 100.0: 19.8 10.3 61.7 18.1 27.4 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 9 6 6 9 12 20:
Old : 23: 2 9 6 6 9 12 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 : 90.5 71.6 98.1 92.0 21.5 17.2 21.9 19.8
Old : 90.5 71.6 98.1 92.0 21.5 17.2 21.9 19.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,829: 630 0 0 14,124 14,805 14,754 14,805: 75 24
Old : 14,829: 630 0 0 14,124 14,805 14,754 14,805: 75 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 144: 0 0 0 144 120 144 120: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.0 95.2 99.8 99.5 99.8: 0.5 0.2
Old : 100.0: 4.2 0.0 0.0 95.2 99.8 99.5 99.8: 0.5 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 : 25: 1 0 0 14 14 15 14:
Old : 25: 1 0 0 14 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 74.7 89.5 92.2 71.7 74.3 85.2 89.7
Old : 71.7 74.7 89.5 92.2 71.7 74.3 85.2 89.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 25,362: 17,024 9,692 419 6,433 13,772 23,876 23,883: 1,486 1,479
Old : 25,362: 17,024 9,692 419 6,433 13,772 23,876 23,883: 1,486 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -1,598: -758 -259 -98 -742 -1,308 -1,598 -1,665: 0 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 38.2 1.7 25.4 54.3 94.1 94.2: 5.9 5.8
Old : 100.0: 67.1 38.2 1.7 25.4 54.3 94.1 94.2: 5.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 69 49 17 33 28 108 88:
Old : 168: 69 49 17 33 28 108 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 31.0 44.5 48.4 31.9 30.6 43.9 47.8
Old : 31.9 31.0 44.5 48.4 31.9 30.6 43.9 47.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 77,011: 50,904 29,509 4,265 14,071 39,061 69,240 72,835: 7,771 4,177
Old : 77,011: 50,904 29,509 4,265 14,071 39,061 69,240 72,835: 7,771 4,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -210: -1,381 -1,042 627 931 -62 177 -477: -387 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 38.3 5.5 18.3 50.7 89.9 94.6: 10.1 5.4
Old : 100.0: 66.1 38.3 5.5 18.3 50.7 89.9 94.6: 10.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 123 68 24 37 34 175 114:
Old : 249: 123 68 24 37 34 175 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 30.6 28.8 45.1 18.2 30.5 27.5 45.0
Old : 18.5 30.6 28.8 45.1 18.2 30.5 27.5 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 379,100: 113,678 44,114 83,099 161,514 232,128 358,291 359,340: 20,809 19,760
Old : 379,100: 113,678 44,114 83,099 161,514 232,128 358,291 359,340: 20,809 19,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 8,402: 2,008 -3,563 -388 7,208 11,373 8,828 7,422: -426 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 11.6 21.9 42.6 61.2 94.5 94.8: 5.5 5.2
Old : 100.0: 30.0 11.6 21.9 42.6 61.2 94.5 94.8: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 70 48 70 83 94 188 181:
Old : 222: 70 48 70 83 94 188 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.6 25.7 29.0 13.6 10.6 20.4 16.8
Old : 16.6 17.6 25.7 29.0 13.6 10.6 20.4 16.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 15,983: 3,103 1,371 1,739 9,047 10,960 13,889 14,070: 2,094 1,913
Old : 15,983: 3,103 1,371 1,739 9,047 10,960 13,889 14,070: 2,094 1,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,839: 297 125 214 2,307 2,516 2,818 2,855: 21 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.6 10.9 56.6 68.6 86.9 88.0: 13.1 12.0
Old : 100.0: 19.4 8.6 10.9 56.6 68.6 86.9 88.0: 13.1 12.0
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: 7 3 6 17 15 26 22:
Old : 33: 7 3 6 17 15 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 38.3 54.9 57.8 33.0 31.3 46.5 47.2
Old : 34.7 38.3 54.9 57.8 33.0 31.3 46.5 47.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 18,470: 0 2,708 0 18,330 14,892 18,330 17,600: 140 870
Old : 18,470: 0 2,708 0 18,330 14,892 18,330 17,600: 140 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,145: 0 415 0 1,225 655 1,225 1,070: -80 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.7 0.0 99.2 80.6 99.2 95.3: 0.8 4.7
Old : 100.0: 0.0 14.7 0.0 99.2 80.6 99.2 95.3: 0.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 4 0 14 23 14 27:
Old : 31: 0 4 0 14 23 14 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 : 74.1 38.2 91.8 61.2 67.6 36.0 79.6 51.8
Old : 74.1 38.2 91.8 61.2 67.6 36.0 79.6 51.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,546: 1,729 7,069 2,247 15,364 10,671 19,340 19,987: 2,206 1,559
Old : 21,546: 1,729 7,069 2,247 15,364 10,671 19,340 19,987: 2,206 1,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,957: 675 1,505 377 1,830 1,168 2,882 3,050: -925 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 32.8 10.4 71.3 49.5 89.8 92.8: 10.2 7.2
Old : 100.0: 8.0 32.8 10.4 71.3 49.5 89.8 92.8: 10.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 5 20 20 28 25:
Old : 32: 5 3 5 20 20 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 46.7 52.4 61.8 26.5 40.1 39.2 50.9
Old : 32.4 46.7 52.4 61.8 26.5 40.1 39.2 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 25,052: 11,291 18,862 2,058 11,657 4,132 25,006 25,052: 46 0
Old : 25,052: 11,291 18,862 2,058 11,657 4,132 25,006 25,052: 46 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 781: 0 555 226 555 0 781 781: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 75.3 8.2 46.5 16.5 99.8 100.0: 0.2 0.0
Old : 100.0: 45.1 75.3 8.2 46.5 16.5 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 : 27: 7 5 3 12 7 20 14:
Old : 27: 7 5 3 12 7 20 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 : 77.2 82.8 91.0 95.3 75.5 75.7 84.1 86.6
Old : 77.2 82.8 91.0 95.3 75.5 75.7 84.1 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 20,043: 6,905 5,475 8,177 4,668 6,097 19,750 19,749: 293 294
Old : 20,043: 6,905 5,475 8,177 4,668 6,097 19,750 19,749: 293 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 939: 268 31 463 227 494 958 988: -19 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 27.3 40.8 23.3 30.4 98.5 98.5: 1.5 1.5
Old : 100.0: 34.5 27.3 40.8 23.3 30.4 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 21 14 29 8 10 41 43:
Old : 47: 21 14 29 8 10 41 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 : 33.7 36.3 54.7 55.0 21.8 28.0 32.3 35.4
Old : 33.7 36.3 54.7 55.0 21.8 28.0 32.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 18,582: 2,614 3,149 12,181 3,787 3,252 18,582 18,581: 0 0
Old : 18,582: 2,614 3,149 12,181 3,787 3,252 18,582 18,581: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 484: 179 159 239 67 86 484 484: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.9 65.6 20.4 17.5 100.0 100.0: 0.0 0.0
Old : 100.0: 14.1 16.9 65.6 20.4 17.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 10 13 6 5 21 21:
Old : 24: 8 10 13 6 5 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 68.3 84.7 91.1 13.1 14.3 16.7 17.2
Old : 62.1 68.3 84.7 91.1 13.1 14.3 16.7 17.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 29,571: 2,361 50 0 27,020 29,521 29,381 29,571: 190 0
Old : 29,571: 2,361 50 0 27,020 29,521 29,381 29,571: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,853: 255 0 -120 2,718 2,973 2,853 2,853: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.2 0.0 91.4 99.8 99.4 100.0: 0.6 0.0
Old : 100.0: 8.0 0.2 0.0 91.4 99.8 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 1 0 26 25 30 26:
Old : 40: 4 1 0 26 25 30 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 : 41.8 58.5 66.4 81.6 37.9 51.9 56.4 65.1
Old : 41.8 58.5 66.4 81.6 37.9 51.9 56.4 65.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,310: 2,480 2,679 55 5,766 5,569 8,301 8,303: 9 7
Old : 8,310: 2,480 2,679 55 5,766 5,569 8,301 8,303: 9 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -75: 0 -75 0 -75 0 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 32.2 0.7 69.4 67.0 99.9 99.9: 0.1 0.1
Old : 100.0: 29.8 32.2 0.7 69.4 67.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 4 2 10 10 14 14:
Old : 20: 2 4 2 10 10 14 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 : 63.2 79.9 86.5 95.5 60.0 71.7 79.0 86.6
Old : 63.2 79.9 86.5 95.5 60.0 71.7 79.0 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,314: 2,200 6,976 654 11,387 7,526 14,241 15,156: 1,073 158
Old : 15,314: 2,200 6,976 654 11,387 7,526 14,241 15,156: 1,073 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 298: 71 325 480 -235 -264 316 541: -18 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 45.6 4.3 74.4 49.1 93.0 99.0: 7.0 1.0
Old : 100.0: 14.4 45.6 4.3 74.4 49.1 93.0 99.0: 7.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 7 4 21 18 30 27:
Old : 38: 7 7 4 21 18 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 : 50.3 58.7 69.9 77.4 48.2 56.2 65.3 70.6
Old : 50.3 58.7 69.9 77.4 48.2 56.2 65.3 70.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,316: 531 1,878 524 8,678 7,529 9,733 9,931: 583 385
Old : 10,316: 531 1,878 524 8,678 7,529 9,733 9,931: 583 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 430: 34 250 39 417 137 490 426: -60 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 18.2 5.1 84.1 73.0 94.3 96.3: 5.7 3.7
Old : 100.0: 5.1 18.2 5.1 84.1 73.0 94.3 96.3: 5.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 7 7 23 22 32 31:
Old : 42: 3 7 7 23 22 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 48.3 69.4 68.9 48.2 44.6 62.4 59.9
Old : 51.4 48.3 69.4 68.9 48.2 44.6 62.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,807: 950 255 385 342 947 1,677 1,587: 130 220
Old : 1,807: 950 255 385 342 947 1,677 1,587: 130 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 172: 225 60 -40 17 132 202 152: -30 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 14.1 21.3 18.9 52.4 92.8 87.8: 7.2 12.2
Old : 100.0: 52.6 14.1 21.3 18.9 52.4 92.8 87.8: 7.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 5 5 8 14 16 22:
Old : 27: 5 5 5 8 14 16 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 33.2 79.0 52.9 54.0 25.7 61.7 41.7
Old : 64.2 33.2 79.0 52.9 54.0 25.7 61.7 41.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,518: 1,722 1,653 30 6,385 6,816 8,137 8,499: 381 19
Old : 8,518: 1,722 1,653 30 6,385 6,816 8,137 8,499: 381 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.4 0.4 75.0 80.0 95.5 99.8: 4.5 0.2
Old : 100.0: 20.2 19.4 0.4 75.0 80.0 95.5 99.8: 4.5 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 : 20: 3 4 3 11 9 14 16:
Old : 20: 3 4 3 11 9 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 84.0 86.2 96.5 62.5 80.3 80.3 88.3
Old : 67.5 84.0 86.2 96.5 62.5 80.3 80.3 88.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,266: 223 3,761 3,998 22,931 18,905 27,152 26,664: 5,114 5,602
Old : 32,266: 223 3,761 3,998 22,931 18,905 27,152 26,664: 5,114 5,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 3,053: -379 280 1,058 3,103 2,811 3,782 4,149: -729 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 11.7 12.4 71.1 58.6 84.2 82.6: 15.8 17.4
Old : 100.0: 0.7 11.7 12.4 71.1 58.6 84.2 82.6: 15.8 17.4
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 : 25: 2 2 5 18 19 23 24:
Old : 25: 2 2 5 18 19 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 41.5 56.5 57.3 32.0 26.5 41.9 36.8
Old : 37.6 41.5 56.5 57.3 32.0 26.5 41.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015