GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 61,052: 24,795 3,987 1,872 33,890 54,928 60,557 60,787: 495 265
Old : 61,052: 24,795 3,987 1,872 33,890 54,928 60,557 60,787: 495 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 375: -259 -490 57 557 808 355 375: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 6.5 3.1 55.5 90.0 99.2 99.6: 0.8 0.4
Old : 100.0: 40.6 6.5 3.1 55.5 90.0 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: 4 7 7 39 40 47 51:
Old : 57: 4 7 7 39 40 47 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 : 52.8 40.9 72.2 55.3 44.0 23.3 48.7 31.7
Old : 52.8 40.9 72.2 55.3 44.0 23.3 48.7 31.7
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,524: 625 200 600 6,299 6,724 7,524 7,524: 0 0
Old : 7,524: 625 200 600 6,299 6,724 7,524 7,524: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 825: 100 0 0 725 825 825 825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.7 8.0 83.7 89.4 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 2.7 8.0 83.7 89.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 20 17 21 19:
Old : 25: 1 1 1 20 17 21 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 : 72.5 37.1 92.5 65.7 45.9 27.0 53.2 44.8
Old : 72.5 37.1 92.5 65.7 45.9 27.0 53.2 44.8
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,113: 904 498 928 6,356 6,987 8,188 8,413: 925 700
Old : 9,113: 904 498 928 6,356 6,987 8,188 8,413: 925 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 361: 24 67 43 174 221 241 331: 120 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.5 10.2 69.7 76.7 89.8 92.3: 10.2 7.7
Old : 100.0: 9.9 5.5 10.2 69.7 76.7 89.8 92.3: 10.2 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 : 42: 6 5 7 29 30 39 38:
Old : 42: 6 5 7 29 30 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 30.8 55.6 49.6 15.2 14.9 22.4 20.1
Old : 38.4 30.8 55.6 49.6 15.2 14.9 22.4 20.1
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,697: 227 289 205 990 826 1,422 1,320: 275 377
Old : 1,697: 227 289 205 990 826 1,422 1,320: 275 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 113: 1 46 14 68 18 83 78: 30 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.0 12.1 58.3 48.7 83.8 77.8: 16.2 22.2
Old : 100.0: 13.4 17.0 12.1 58.3 48.7 83.8 77.8: 16.2 22.2
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 : 24: 4 3 4 17 14 22 20:
Old : 24: 4 3 4 17 14 22 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 : 30.3 32.8 52.9 53.7 20.4 19.9 31.6 28.7
Old : 30.3 32.8 52.9 53.7 20.4 19.9 31.6 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,522: 911 593 437 5,639 6,155 6,987 7,185: 535 337
Old : 7,522: 911 593 437 5,639 6,155 6,987 7,185: 535 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 266: 111 67 38 125 151 274 256: -8 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.9 5.8 75.0 81.8 92.9 95.5: 7.1 4.5
Old : 100.0: 12.1 7.9 5.8 75.0 81.8 92.9 95.5: 7.1 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 : 49: 6 6 6 32 37 39 48:
Old : 49: 6 6 6 32 37 39 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 33.8 57.1 51.6 17.3 20.6 24.8 28.2
Old : 32.5 33.8 57.1 51.6 17.3 20.6 24.8 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 6,765: 50 50 0 6,713 6,715 6,763 6,765: 2 0
Old : 6,765: 50 50 0 6,713 6,715 6,763 6,765: 2 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.0 99.2 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.7 0.0 99.2 99.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 13 14 14:
Old : 20: 1 1 0 13 13 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 : 68.6 82.5 88.2 94.9 63.6 80.7 80.7 84.8
Old : 68.6 82.5 88.2 94.9 63.6 80.7 80.7 84.8
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,705: 1,022 1,763 750 5,707 4,765 7,479 7,278: 226 427
Old : 7,705: 1,022 1,763 750 5,707 4,765 7,479 7,278: 226 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 544: 67 286 160 320 71 547 517: -3 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 22.9 9.7 74.1 61.8 97.1 94.5: 2.9 5.5
Old : 100.0: 13.3 22.9 9.7 74.1 61.8 97.1 94.5: 2.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 6 8 30 22 43 31:
Old : 49: 7 6 8 30 22 43 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 : 34.4 44.3 53.8 65.1 34.4 43.8 50.6 62.8
Old : 34.4 44.3 53.8 65.1 34.4 43.8 50.6 62.8
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 1,614: 20 556 230 1,287 756 1,537 1,542: 77 72
Old : 1,614: 20 556 230 1,287 756 1,537 1,542: 77 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 392: -30 126 70 352 236 392 432: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 34.4 14.3 79.7 46.8 95.2 95.5: 4.8 4.5
Old : 100.0: 1.2 34.4 14.3 79.7 46.8 95.2 95.5: 4.8 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 : 31: 1 9 5 16 12 21 22:
Old : 31: 1 9 5 16 12 21 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 : 42.4 42.7 62.0 60.5 36.9 29.1 52.2 44.6
Old : 42.4 42.7 62.0 60.5 36.9 29.1 52.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 28,319: 151 12,642 125 28,013 15,292 28,289 28,059: 30 260
Old : 28,319: 151 12,642 125 28,013 15,292 28,289 28,059: 30 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 600: -75 90 -100 775 590 600 580: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 44.6 0.4 98.9 54.0 99.9 99.1: 0.1 0.9
Old : 100.0: 0.5 44.6 0.4 98.9 54.0 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 : 34: 1 3 2 25 16 28 19:
Old : 34: 1 3 2 25 16 28 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 : 51.0 64.7 74.3 88.8 41.0 63.0 56.5 70.3
Old : 51.0 64.7 74.3 88.8 41.0 63.0 56.5 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 4,902: 1,152 2,126 110 3,095 2,269 4,357 4,505: 545 397
Old : 4,902: 1,152 2,126 110 3,095 2,269 4,357 4,505: 545 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 362: 70 214 -45 351 148 376 317: -14 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 43.4 2.2 63.1 46.3 88.9 91.9: 11.1 8.1
Old : 100.0: 23.5 43.4 2.2 63.1 46.3 88.9 91.9: 11.1 8.1
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 : 40: 6 7 4 19 17 28 25:
Old : 40: 6 7 4 19 17 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 : 49.7 44.5 65.6 65.6 47.2 43.0 62.6 63.3
Old : 49.7 44.5 65.6 65.6 47.2 43.0 62.6 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 371,374: 60,868 73,594 57,609 206,443 194,797 324,920 326,000: 46,455 45,375
Old : 371,374: 60,868 73,594 57,609 206,443 194,797 324,920 326,000: 46,455 45,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 3,873: -3,380 -3,387 4,936 3,178 1,401 4,734 2,951: -861 923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 19.8 15.5 55.6 52.5 87.5 87.8: 12.5 12.2
Old : 100.0: 16.4 19.8 15.5 55.6 52.5 87.5 87.8: 12.5 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 : 185: 36 54 54 81 82 152 160:
Old : 185: 36 54 54 81 82 152 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 16.1 24.3 24.8 10.6 7.2 17.5 12.6
Old : 14.1 16.1 24.3 24.8 10.6 7.2 17.5 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 44,898: 0 970 350 32,449 39,225 32,799 40,545: 12,099 4,353
Old : 44,898: 0 970 350 32,449 39,225 32,799 40,545: 12,099 4,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -1,294: -725 0 0 -1,368 -1,711 -2,093 -1,711: 799 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.8 72.3 87.4 73.1 90.3: 26.9 9.7
Old : 100.0: 0.0 2.2 0.8 72.3 87.4 73.1 90.3: 26.9 9.7
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 : 34: 0 3 1 25 29 26 32:
Old : 34: 0 3 1 25 29 26 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 : 38.4 28.8 55.3 45.2 30.7 25.7 41.8 40.0
Old : 38.4 28.8 55.3 45.2 30.7 25.7 41.8 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,057,130: 238,638 441,733 297,060 450,817 274,770 986,516 1,013,563: 70,614 43,566
Old : 1,057,130: 238,638 441,733 297,060 450,817 274,770 986,516 1,013,563: 70,614 43,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -35,712: -1,416 -855 -27,390 -5,066 -6,178 -33,872 -34,423: -1,840 -1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 41.8 28.1 42.6 26.0 93.3 95.9: 6.7 4.1
Old : 100.0: 22.6 41.8 28.1 42.6 26.0 93.3 95.9: 6.7 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 : 328: 104 142 141 68 58 252 270:
Old : 328: 104 142 141 68 58 252 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 20.7 28.0 32.4 9.6 13.3 16.7 20.3
Old : 18.1 20.7 28.0 32.4 9.6 13.3 16.7 20.3
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,028,351: 30,464 49,322 413,203 580,308 563,448 1,023,976 1,025,974: 4,375 2,376
Old : 1,028,351: 30,464 49,322 413,203 580,308 563,448 1,023,976 1,025,974: 4,375 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,788: 366 -4,081 3,804 -1,481 4,635 2,689 4,358: 99 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.8 40.2 56.4 54.8 99.6 99.8: 0.4 0.2
Old : 100.0: 3.0 4.8 40.2 56.4 54.8 99.6 99.8: 0.4 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 : 131: 38 37 65 53 52 124 121:
Old : 131: 38 37 65 53 52 124 121:
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 : 35.8 34.6 53.2 53.1 5.8 4.8 7.9 7.5
Old : 35.8 34.6 53.2 53.1 5.8 4.8 7.9 7.5
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 326,485: 75,137 111,879 69,227 174,693 138,627 319,057 319,732: 7,428 6,753
Old : 326,485: 75,137 111,879 69,227 174,693 138,627 319,057 319,732: 7,428 6,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 3,200: 1,789 -599 5,740 -4,805 -2,037 2,724 3,104: 477 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.3 21.2 53.5 42.5 97.7 97.9: 2.3 2.1
Old : 100.0: 23.0 34.3 21.2 53.5 42.5 97.7 97.9: 2.3 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 : 73: 20 11 25 38 35 69 61:
Old : 73: 20 11 25 38 35 69 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 43.6 48.8 55.0 28.4 36.5 39.6 42.2
Old : 33.2 43.6 48.8 55.0 28.4 36.5 39.6 42.2
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 135,679: 30,787 36,619 20,887 78,003 73,698 129,677 131,204: 6,002 4,475
Old : 135,679: 30,787 36,619 20,887 78,003 73,698 129,677 131,204: 6,002 4,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 15,674: 8,568 6,604 1,203 6,601 8,297 16,372 16,104: -698 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 27.0 15.4 57.5 54.3 95.6 96.7: 4.4 3.3
Old : 100.0: 22.7 27.0 15.4 57.5 54.3 95.6 96.7: 4.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 12 21 29 25 24 54 57:
Old : 58: 12 21 29 25 24 54 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 35.8 60.0 50.5 29.0 18.7 36.2 29.0
Old : 43.0 35.8 60.0 50.5 29.0 18.7 36.2 29.0
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 11,862: 5,137 1,310 4,811 1,901 5,695 11,848 11,816: 14 46
Old : 11,862: 5,137 1,310 4,811 1,901 5,695 11,848 11,816: 14 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -486: -351 -175 -77 -57 -227 -484 -478: -2 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 11.0 40.6 16.0 48.0 99.9 99.6: 0.1 0.4
Old : 100.0: 43.3 11.0 40.6 16.0 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 : 74.9 54.7 92.0 79.6 40.6 37.3 45.8 45.2
Old : 74.9 54.7 92.0 79.6 40.6 37.3 45.8 45.2
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,515,081: 571,443 74,277 105,147 797,289 1,298,345 1,473,879 1,477,769: 41,202 37,312
Old : 1,515,081: 571,443 74,277 105,147 797,289 1,298,345 1,473,879 1,477,769: 41,202 37,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 24,494: 20,411 12,681 -5,518 15,129 20,165 30,022 27,328: -5,528 -2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 4.9 6.9 52.6 85.7 97.3 97.5: 2.7 2.5
Old : 100.0: 37.7 4.9 6.9 52.6 85.7 97.3 97.5: 2.7 2.5
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 : 103: 22 16 30 56 52 90 87:
Old : 103: 22 16 30 56 52 90 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.1 64.2 56.4 48.8 33.0 55.4 51.2
Old : 51.8 34.1 64.2 56.4 48.8 33.0 55.4 51.2
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 396,429: 40,318 61,678 61,590 292,971 271,490 394,879 394,758: 1,550 1,671
Old : 396,429: 40,318 61,678 61,590 292,971 271,490 394,879 394,758: 1,550 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 11,497: 859 4,515 4,914 6,422 1,914 12,195 11,343: -698 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.6 15.5 73.9 68.5 99.6 99.6: 0.4 0.4
Old : 100.0: 10.2 15.6 15.5 73.9 68.5 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 : 77: 17 20 27 39 30 72 61:
Old : 77: 17 20 27 39 30 72 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 44.7 55.5 66.6 30.0 31.4 41.6 42.9
Old : 34.9 44.7 55.5 66.6 30.0 31.4 41.6 42.9
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 123,311: 42,822 63,011 17,522 61,912 41,816 122,256 122,349: 1,055 962
Old : 123,311: 42,822 63,011 17,522 61,912 41,816 122,256 122,349: 1,055 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,326: 324 -3,561 2,376 -1,410 2,304 1,290 1,119: 36 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 51.1 14.2 50.2 33.9 99.1 99.2: 0.9 0.8
Old : 100.0: 34.7 51.1 14.2 50.2 33.9 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 15 22 25 23 19 56 48:
Old : 60: 15 22 25 23 19 56 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 36.4 62.9 58.9 29.8 32.8 46.7 45.6
Old : 40.4 36.4 62.9 58.9 29.8 32.8 46.7 45.6
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 34,296: 17,657 8,167 4,343 11,568 21,456 33,568 33,966: 728 330
Old : 34,296: 17,657 8,167 4,343 11,568 21,456 33,568 33,966: 728 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 269: 220 135 -241 345 390 324 284: -55 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 23.8 12.7 33.7 62.6 97.9 99.0: 2.1 1.0
Old : 100.0: 51.5 23.8 12.7 33.7 62.6 97.9 99.0: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 12 15 15 13 35 32:
Old : 42: 12 12 15 15 13 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 49.7 74.8 75.9 48.4 34.0 57.3 54.6
Old : 59.1 49.7 74.8 75.9 48.4 34.0 57.3 54.6
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 TONS) :
: : :
All : 2,552: 277 479 698 1,578 1,376 2,552 2,552: 0 0
Old : 2,552: 277 479 698 1,578 1,376 2,552 2,552: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 203: -28 270 156 75 -223 203 203: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.8 27.3 61.8 53.9 100.0 100.0: 0.0 0.0
Old : 100.0: 10.9 18.8 27.3 61.8 53.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 6 8 6 7 19 15:
Old : 22: 7 6 8 6 7 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 74.8 87.1 92.2 34.1 35.1 41.4 41.6
Old : 71.2 74.8 87.1 92.2 34.1 35.1 41.4 41.6
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 43,430: 4,753 1,635 4,124 34,116 37,330 42,993 43,089: 437 340
Old : 43,430: 4,753 1,635 4,124 34,116 37,330 42,993 43,089: 437 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,455: 64 -8 -273 2,588 2,796 2,379 2,515: 76 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.8 9.5 78.6 86.0 99.0 99.2: 1.0 0.8
Old : 100.0: 10.9 3.8 9.5 78.6 86.0 99.0 99.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 15 12 13 46 57 67 76:
Old : 90: 15 12 13 46 57 67 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 37.9 52.2 54.2 21.8 18.0 28.6 25.6
Old : 35.4 37.9 52.2 54.2 21.8 18.0 28.6 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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 4,664: 607 843 441 2,555 3,052 3,603 4,336: 1,061 328
Old : 4,664: 607 843 441 2,555 3,052 3,603 4,336: 1,061 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 213: 30 70 -28 71 156 73 198: 140 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.1 9.5 54.8 65.4 77.3 93.0: 22.7 7.0
Old : 100.0: 13.0 18.1 9.5 54.8 65.4 77.3 93.0: 22.7 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 21 24 26 30:
Old : 39: 3 4 4 21 24 26 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 : 29.4 43.0 48.8 62.4 25.2 36.9 42.4 55.0
Old : 29.4 43.0 48.8 62.4 25.2 36.9 42.4 55.0
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours-5MW per :
: : :
All : 176,340: 10,453 1,505 2,739 162,893 172,096 176,085 176,340: 255 0
Old : 176,340: 10,453 1,505 2,739 162,893 172,096 176,085 176,340: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,481: -7,710 0 -51 9,241 1,532 1,481 1,481: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.9 1.6 92.4 97.6 99.9 100.0: 0.1 0.0
Old : 100.0: 5.9 0.9 1.6 92.4 97.6 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 : 27: 1 1 1 20 17 21 19:
Old : 27: 1 1 1 20 17 21 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 : 56.0 73.0 77.1 88.6 45.5 56.2 59.9 64.3
Old : 56.0 73.0 77.1 88.6 45.5 56.2 59.9 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 3,448,667: 187,200 0 0 3,261,467 3,448,667 3,448,667 3,448,667: 0 0
Old : 3,448,667: 187,200 0 0 3,261,467 3,448,667 3,448,667 3,448,667: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 247,612: 0 0 0 247,612 247,642 247,612 247,642: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 94.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.4 0.0 0.0 94.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 19 16 20 16:
Old : 25: 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 : 62.4 78.0 84.6 89.6 39.5 47.7 51.0 54.5
Old : 62.4 78.0 84.6 89.6 39.5 47.7 51.0 54.5
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 74,800: 419 0 0 74,381 74,800 74,800 74,800: 0 0
Old : 74,800: 419 0 0 74,381 74,800 74,800 74,800: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 328: 0 0 0 328 328 328 328: 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 : 61.8 57.4 83.7 84.0 51.5 50.2 65.3 61.6
Old : 61.8 57.4 83.7 84.0 51.5 50.2 65.3 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,649,567: 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 15, 2015 :
: 0: 0 0 0 0 0 0 0: 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 : 59.7 87.9 80.6 96.4 49.8 67.2 64.5 74.8
Old : 59.7 87.9 80.6 96.4 49.8 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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 25,266: 907 0 62 24,157 24,786 25,126 24,848: 140 418
Old : 25,266: 907 0 62 24,157 24,786 25,126 24,848: 140 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 806: 120 0 0 686 806 806 806: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.2 95.6 98.1 99.4 98.3: 0.6 1.7
Old : 100.0: 3.6 0.0 0.2 95.6 98.1 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 : 39: 2 0 1 26 27 28 28:
Old : 39: 2 0 1 26 27 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 45.2 75.2 70.2 49.0 34.0 57.7 50.5
Old : 61.2 45.2 75.2 70.2 49.0 34.0 57.7 50.5
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 99,877: 2,017 8,756 829 96,113 89,925 98,959 99,510: 918 367
Old : 99,877: 2,017 8,756 829 96,113 89,925 98,959 99,510: 918 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,891: 130 90 38 1,723 1,793 1,891 1,921: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.8 0.8 96.2 90.0 99.1 99.6: 0.9 0.4
Old : 100.0: 2.0 8.8 0.8 96.2 90.0 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 : 83: 7 8 6 59 54 70 65:
Old : 83: 7 8 6 59 54 70 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 38.9 64.3 59.6 28.2 31.0 34.8 40.2
Old : 48.6 38.9 64.3 59.6 28.2 31.0 34.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 27,957: 255 480 57 26,960 27,335 27,272 27,872: 685 85
Old : 27,957: 255 480 57 26,960 27,335 27,272 27,872: 685 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,465: 87 0 0 2,373 2,488 2,460 2,488: 5 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.7 0.2 96.4 97.8 97.5 99.7: 2.5 0.3
Old : 100.0: 0.9 1.7 0.2 96.4 97.8 97.5 99.7: 2.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 19 17 20 19:
Old : 22: 1 1 1 19 17 20 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 : 69.8 51.9 90.5 80.6 39.3 30.3 41.1 39.5
Old : 69.8 51.9 90.5 80.6 39.3 30.3 41.1 39.5
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 33,042: 2,509 5,203 254 29,790 27,174 32,553 32,631: 489 411
Old : 33,042: 2,509 5,203 254 29,790 27,174 32,553 32,631: 489 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 866: -20 0 1 870 865 851 866: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 15.7 0.8 90.2 82.2 98.5 98.8: 1.5 1.2
Old : 100.0: 7.6 15.7 0.8 90.2 82.2 98.5 98.8: 1.5 1.2
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 : 48: 6 4 4 32 32 39 40:
Old : 48: 6 4 4 32 32 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 48.4 61.5 65.1 18.6 27.2 29.8 35.1
Old : 41.8 48.4 61.5 65.1 18.6 27.2 29.8 35.1
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,368: 120 796 459 8,371 7,848 8,950 9,103: 418 265
Old : 9,368: 120 796 459 8,371 7,848 8,950 9,103: 418 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 750: 0 24 62 655 668 717 754: 33 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.5 4.9 89.4 83.8 95.5 97.2: 4.5 2.8
Old : 100.0: 1.3 8.5 4.9 89.4 83.8 95.5 97.2: 4.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 5 3 26 21 30 26:
Old : 36: 1 5 3 26 21 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 : 47.0 38.6 65.3 62.1 40.7 37.0 53.0 46.8
Old : 47.0 38.6 65.3 62.1 40.7 37.0 53.0 46.8
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,314: 0 1,022 58 12,232 11,995 12,290 13,075: 1,024 239
Old : 13,314: 0 1,022 58 12,232 11,995 12,290 13,075: 1,024 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,127: 0 15 -6 1,148 1,103 1,142 1,112: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 0.4 91.9 90.1 92.3 98.2: 7.7 1.8
Old : 100.0: 0.0 7.7 0.4 91.9 90.1 92.3 98.2: 7.7 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 : 30: 0 3 2 22 21 24 24:
Old : 30: 0 3 2 22 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 48.5 69.7 69.7 32.3 39.2 48.3 55.3
Old : 45.5 48.5 69.7 69.7 32.3 39.2 48.3 55.3
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,256,060: 473,870 248,918 883,045 799,775 1,032,428 2,156,690 2,164,391: 99,370 91,669
Old : 2,256,060: 473,870 248,918 883,045 799,775 1,032,428 2,156,690 2,164,391: 99,370 91,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -114,275: -9,133 9,586 -75,167 -29,576 -42,053 -113,875 -107,634: -399 -6,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.0 39.1 35.5 45.8 95.6 95.9: 4.4 4.1
Old : 100.0: 21.0 11.0 39.1 35.5 45.8 95.6 95.9: 4.4 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 : 416: 154 136 205 96 106 354 353:
Old : 416: 154 136 205 96 106 354 353:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 10.1 23.2 18.4 12.9 5.9 17.1 10.4
Old : 13.7 10.1 23.2 18.4 12.9 5.9 17.1 10.4
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 91,516: 32,581 3,889 28,145 28,007 58,365 88,732 90,398: 2,783 1,118
Old : 91,516: 32,581 3,889 28,145 28,007 58,365 88,732 90,398: 2,783 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -24,014: -3,641 -3,021 -2,042 -17,829 -19,003 -23,512 -24,066: -502 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.2 30.8 30.6 63.8 97.0 98.8: 3.0 1.2
Old : 100.0: 35.6 4.2 30.8 30.6 63.8 97.0 98.8: 3.0 1.2
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 : 24: 4 3 3 16 12 20 18:
Old : 24: 4 3 3 16 12 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 : 66.4 61.1 79.4 85.2 37.3 36.9 43.5 43.2
Old : 66.4 61.1 79.4 85.2 37.3 36.9 43.5 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 126,147: 73,669 11,119 1,860 35,473 58,693 111,002 71,672: 15,145 54,475
Old : 126,147: 73,669 11,119 1,860 35,473 58,693 111,002 71,672: 15,145 54,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 236: -246 -81 -426 555 682 -117 175: 353 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 8.8 1.5 28.1 46.5 88.0 56.8: 12.0 43.2
Old : 100.0: 58.4 8.8 1.5 28.1 46.5 88.0 56.8: 12.0 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 12 15 21 20:
Old : 26: 5 5 4 12 15 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 : 71.5 29.5 81.8 44.4 69.7 28.5 76.9 42.3
Old : 71.5 29.5 81.8 44.4 69.7 28.5 76.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,931: 8,337 6,536 7,783 2,102 3,992 18,222 18,311: 709 620
Old : 18,931: 8,337 6,536 7,783 2,102 3,992 18,222 18,311: 709 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 3,055: 1,753 1,813 1,458 -71 -159 3,140 3,111: -85 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 34.5 41.1 11.1 21.1 96.3 96.7: 3.7 3.3
Old : 100.0: 44.0 34.5 41.1 11.1 21.1 96.3 96.7: 3.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 13 3 11 8 9 25 21:
Old : 27: 13 3 11 8 9 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 70.0 66.0 82.4 25.8 45.3 37.7 46.2
Old : 42.0 70.0 66.0 82.4 25.8 45.3 37.7 46.2
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 154,066: 23,889 1,664 32,338 92,025 108,238 148,252 142,239: 5,814 11,827
Old : 154,066: 23,889 1,664 32,338 92,025 108,238 148,252 142,239: 5,814 11,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 3,086: -440 185 1,601 1,755 1,227 2,916 3,012: 170 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.1 21.0 59.7 70.3 96.2 92.3: 3.8 7.7
Old : 100.0: 15.5 1.1 21.0 59.7 70.3 96.2 92.3: 3.8 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 : 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 : 30.5 32.9 49.8 50.2 13.6 14.3 19.6 18.9
Old : 30.5 32.9 49.8 50.2 13.6 14.3 19.6 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 187,405: 21,147 75,175 78,815 80,682 27,528 180,645 181,518: 6,760 5,886
Old : 187,405: 21,147 75,175 78,815 80,682 27,528 180,645 181,518: 6,760 5,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -3,311: 2,234 3,309 -6,218 219 -398 -3,765 -3,307: 454 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 40.1 42.1 43.1 14.7 96.4 96.9: 3.6 3.1
Old : 100.0: 11.3 40.1 42.1 43.1 14.7 96.4 96.9: 3.6 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: 12 13 24 16 15 42 40:
Old : 45: 12 13 24 16 15 42 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 : 36.7 51.5 55.2 73.0 23.9 39.0 33.9 46.5
Old : 36.7 51.5 55.2 73.0 23.9 39.0 33.9 46.5
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,641: 600 0 0 12,981 13,484 13,581 13,484: 60 157
Old : 13,641: 600 0 0 12,981 13,484 13,581 13,484: 60 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -1,188: -30 0 0 -1,143 -1,321 -1,173 -1,321: -15 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 95.2 98.8 99.6 98.8: 0.4 1.2
Old : 100.0: 4.4 0.0 0.0 95.2 98.8 99.6 98.8: 0.4 1.2
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 15 14 16 14:
Old : 25: 1 0 0 15 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 76.2 89.8 92.0 71.2 76.2 86.1 89.7
Old : 71.2 76.2 89.8 92.0 71.2 76.2 86.1 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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 24,220: 16,699 8,728 324 5,679 13,622 22,701 22,674: 1,519 1,546
Old : 24,220: 16,699 8,728 324 5,679 13,622 22,701 22,674: 1,519 1,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -1,142: -325 -964 -95 -754 -150 -1,175 -1,209: 32 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 36.0 1.3 23.4 56.2 93.7 93.6: 6.3 6.4
Old : 100.0: 68.9 36.0 1.3 23.4 56.2 93.7 93.6: 6.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 65 48 13 29 27 100 83:
Old : 161: 65 48 13 29 27 100 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 32.7 44.3 49.4 31.8 32.6 44.0 49.4
Old : 31.8 32.7 44.3 49.4 31.8 32.6 44.0 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 70,066: 47,755 24,655 3,107 11,561 38,518 62,422 66,279: 7,644 3,787
Old : 70,066: 47,755 24,655 3,107 11,561 38,518 62,422 66,279: 7,644 3,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -6,945: -3,149 -4,854 -1,159 -2,510 -543 -6,818 -6,555: -127 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 35.2 4.4 16.5 55.0 89.1 94.6: 10.9 5.4
Old : 100.0: 68.2 35.2 4.4 16.5 55.0 89.1 94.6: 10.9 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 : 238: 122 64 23 33 33 168 108:
Old : 238: 122 64 23 33 33 168 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 32.7 27.7 48.3 18.2 32.5 27.7 48.1
Old : 18.2 32.7 27.7 48.3 18.2 32.5 27.7 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 373,540: 113,302 45,496 79,557 159,569 226,675 352,428 351,728: 21,113 21,812
Old : 373,540: 113,302 45,496 79,557 159,569 226,675 352,428 351,728: 21,113 21,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -5,559: -376 1,382 -3,541 -1,945 -5,452 -5,863 -7,612: 303 2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 12.2 21.3 42.7 60.7 94.3 94.2: 5.7 5.8
Old : 100.0: 30.3 12.2 21.3 42.7 60.7 94.3 94.2: 5.7 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 : 233: 80 49 65 86 94 193 184:
Old : 233: 80 49 65 86 94 193 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.6 29.8 13.8 10.6 21.0 16.3
Old : 16.6 17.6 25.6 29.8 13.8 10.6 21.0 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 16,178: 3,319 1,431 1,573 9,047 11,260 13,939 14,264: 2,239 1,914
Old : 16,178: 3,319 1,431 1,573 9,047 11,260 13,939 14,264: 2,239 1,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 195: 216 60 -166 0 300 50 194: 145 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 8.8 9.7 55.9 69.6 86.2 88.2: 13.8 11.8
Old : 100.0: 20.5 8.8 9.7 55.9 69.6 86.2 88.2: 13.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 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 : 34.3 38.9 54.0 59.0 32.6 31.8 45.9 47.9
Old : 34.3 38.9 54.0 59.0 32.6 31.8 45.9 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 19,150: 0 2,858 0 18,910 15,337 18,910 18,195: 240 955
Old : 19,150: 0 2,858 0 18,910 15,337 18,910 18,195: 240 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 680: 0 150 0 580 445 580 595: 100 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 0.0 98.7 80.1 98.7 95.0: 1.3 5.0
Old : 100.0: 0.0 14.9 0.0 98.7 80.1 98.7 95.0: 1.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 4 0 14 24 14 28:
Old : 31: 0 4 0 14 24 14 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 : 69.2 36.9 86.8 57.4 57.2 32.2 70.1 46.0
Old : 69.2 36.9 86.8 57.4 57.2 32.2 70.1 46.0
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,861: 1,801 7,044 2,267 15,407 10,337 19,475 19,648: 2,386 2,213
Old : 21,861: 1,801 7,044 2,267 15,407 10,337 19,475 19,648: 2,386 2,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 315: 72 -25 20 43 -334 135 -339: 180 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.2 10.4 70.5 47.3 89.1 89.9: 10.9 10.1
Old : 100.0: 8.2 32.2 10.4 70.5 47.3 89.1 89.9: 10.9 10.1
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 : 32: 5 3 6 19 20 27 26:
Old : 32: 5 3 6 19 20 27 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 : 35.1 46.2 53.5 61.1 29.5 39.8 43.4 50.9
Old : 35.1 46.2 53.5 61.1 29.5 39.8 43.4 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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 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 15, 2015 :
: 0: 0 0 0 0 0 0 0: 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 : 77.6 82.8 91.0 95.3 75.9 75.7 84.1 86.6
Old : 77.6 82.8 91.0 95.3 75.9 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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 20,477: 7,205 5,789 7,976 4,884 6,262 20,065 20,027: 412 450
Old : 20,477: 7,205 5,789 7,976 4,884 6,262 20,065 20,027: 412 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 434: 300 314 -201 216 165 315 278: 119 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 28.3 39.0 23.9 30.6 98.0 97.8: 2.0 2.2
Old : 100.0: 35.2 28.3 39.0 23.9 30.6 98.0 97.8: 2.0 2.2
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 : 47: 20 16 29 9 10 42 43:
Old : 47: 20 16 29 9 10 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 37.2 53.6 55.6 22.4 28.3 32.6 35.3
Old : 32.8 37.2 53.6 55.6 22.4 28.3 32.6 35.3
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 17,050: 2,512 3,075 11,096 3,442 2,879 17,050 17,050: 0 0
Old : 17,050: 2,512 3,075 11,096 3,442 2,879 17,050 17,050: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -1,532: -102 -74 -1,084 -345 -373 -1,532 -1,532: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.0 65.1 20.2 16.9 100.0 100.0: 0.0 0.0
Old : 100.0: 14.7 18.0 65.1 20.2 16.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 9 13 6 5 21 21:
Old : 24: 9 9 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 : 64.1 69.9 86.3 91.5 13.8 16.1 18.1 19.1
Old : 64.1 69.9 86.3 91.5 13.8 16.1 18.1 19.1
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 31,802: 2,340 50 0 29,332 31,752 31,672 31,802: 130 0
Old : 31,802: 2,340 50 0 29,332 31,752 31,672 31,802: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,231: -21 0 0 2,312 2,231 2,291 2,231: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.2 0.0 92.2 99.8 99.6 100.0: 0.4 0.0
Old : 100.0: 7.4 0.2 0.0 92.2 99.8 99.6 100.0: 0.4 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 : 42: 4 1 0 30 26 34 27:
Old : 42: 4 1 0 30 26 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 59.5 63.8 83.0 32.7 55.4 51.3 66.3
Old : 41.3 59.5 63.8 83.0 32.7 55.4 51.3 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,628: 2,200 7,192 750 11,595 7,528 14,545 15,470: 1,083 158
Old : 15,628: 2,200 7,192 750 11,595 7,528 14,545 15,470: 1,083 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 314: 0 216 96 208 2 304 314: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 46.0 4.8 74.2 48.2 93.1 99.0: 6.9 1.0
Old : 100.0: 14.1 46.0 4.8 74.2 48.2 93.1 99.0: 6.9 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 : 39: 7 7 5 22 18 32 27:
Old : 39: 7 7 5 22 18 32 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 : 49.3 59.5 68.5 77.8 47.2 56.4 64.4 70.3
Old : 49.3 59.5 68.5 77.8 47.2 56.4 64.4 70.3
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,737: 557 1,858 625 8,972 7,869 10,154 10,352: 583 385
Old : 10,737: 557 1,858 625 8,972 7,869 10,154 10,352: 583 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 421: 26 -20 101 294 340 421 421: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 17.3 5.8 83.6 73.3 94.6 96.4: 5.4 3.6
Old : 100.0: 5.2 17.3 5.8 83.6 73.3 94.6 96.4: 5.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 6 7 24 24 33 33:
Old : 42: 4 6 7 24 24 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 46.4 69.0 66.1 44.6 41.9 58.5 56.6
Old : 51.7 46.4 69.0 66.1 44.6 41.9 58.5 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,957: 1,055 255 345 402 1,167 1,802 1,767: 155 190
Old : 1,957: 1,055 255 345 402 1,167 1,802 1,767: 155 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 150: 105 0 -40 60 220 125 180: 25 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 13.0 17.6 20.5 59.6 92.1 90.3: 7.9 9.7
Old : 100.0: 53.9 13.0 17.6 20.5 59.6 92.1 90.3: 7.9 9.7
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 : 29: 4 6 5 8 17 14 26:
Old : 29: 4 6 5 8 17 14 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 : 66.2 33.0 82.1 50.6 58.3 26.8 65.9 41.6
Old : 66.2 33.0 82.1 50.6 58.3 26.8 65.9 41.6
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,563: 1,722 1,653 30 6,430 6,861 8,182 8,544: 381 19
Old : 8,563: 1,722 1,653 30 6,430 6,861 8,182 8,544: 381 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 45: 0 0 0 45 45 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 19.3 0.4 75.1 80.1 95.6 99.8: 4.4 0.2
Old : 100.0: 20.1 19.3 0.4 75.1 80.1 95.6 99.8: 4.4 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 : 67.1 84.0 85.8 96.5 62.2 79.9 79.8 87.8
Old : 67.1 84.0 85.8 96.5 62.2 79.9 79.8 87.8
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 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,659: 249 4,369 3,800 24,038 20,070 28,087 28,239: 4,572 4,420
Old : 32,659: 249 4,369 3,800 24,038 20,070 28,087 28,239: 4,572 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 393: 26 608 -198 1,107 1,165 935 1,575: -542 -1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 13.4 11.6 73.6 61.5 86.0 86.5: 14.0 13.5
Old : 100.0: 0.8 13.4 11.6 73.6 61.5 86.0 86.5: 14.0 13.5
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 : 26: 2 2 4 20 21 24 25:
Old : 26: 2 2 4 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 42.8 56.4 59.6 31.6 27.9 42.6 40.9
Old : 37.2 42.8 56.4 59.6 31.6 27.9 42.6 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015