GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 59,739: 24,780 4,195 1,890 32,561 53,389 59,231 59,474: 508 265
Old : 59,739: 24,780 4,195 1,890 32,561 53,389 59,231 59,474: 508 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,313: -15 208 18 -1,329 -1,539 -1,326 -1,313: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 7.0 3.2 54.5 89.4 99.1 99.6: 0.9 0.4
Old : 100.0: 41.5 7.0 3.2 54.5 89.4 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 : 57: 4 7 7 38 40 46 51:
Old : 57: 4 7 7 38 40 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 39.2 70.7 53.6 45.1 24.7 49.9 33.4
Old : 54.0 39.2 70.7 53.6 45.1 24.7 49.9 33.4
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,543: 625 200 600 6,318 6,743 7,543 7,543: 0 0
Old : 7,543: 625 200 600 6,318 6,743 7,543 7,543: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 19: 0 0 0 19 19 19 19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.7 8.0 83.8 89.4 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 2.7 8.0 83.8 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 : 72.2 39.3 92.5 68.4 45.8 28.7 51.1 45.3
Old : 72.2 39.3 92.5 68.4 45.8 28.7 51.1 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,159: 879 554 989 6,442 6,911 8,310 8,454: 849 705
Old : 9,159: 879 554 989 6,442 6,911 8,310 8,454: 849 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 46: -25 56 61 86 -76 122 41: -76 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.0 10.8 70.3 75.5 90.7 92.3: 9.3 7.7
Old : 100.0: 9.6 6.0 10.8 70.3 75.5 90.7 92.3: 9.3 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 30 29 40 37:
Old : 42: 6 5 7 30 29 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 29.8 54.7 48.5 14.8 15.0 22.0 20.2
Old : 37.8 29.8 54.7 48.5 14.8 15.0 22.0 20.2
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,754: 249 312 205 1,008 787 1,462 1,304: 292 450
Old : 1,754: 249 312 205 1,008 787 1,462 1,304: 292 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 57: 22 23 0 18 -39 40 -16: 17 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.8 11.7 57.5 44.9 83.4 74.3: 16.6 25.7
Old : 100.0: 14.2 17.8 11.7 57.5 44.9 83.4 74.3: 16.6 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 4 18 15 23 21:
Old : 25: 4 3 4 18 15 23 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 : 29.4 33.0 51.4 51.5 20.1 22.6 32.6 32.5
Old : 29.4 33.0 51.4 51.5 20.1 22.6 32.6 32.5
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,687: 954 633 446 5,778 6,359 7,178 7,438: 509 249
Old : 7,687: 954 633 446 5,778 6,359 7,178 7,438: 509 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 165: 43 40 9 139 204 191 253: -26 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.2 5.8 75.2 82.7 93.4 96.8: 6.6 3.2
Old : 100.0: 12.4 8.2 5.8 75.2 82.7 93.4 96.8: 6.6 3.2
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 : 53: 6 6 7 35 40 43 51:
Old : 53: 6 6 7 35 40 43 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 : 31.9 33.4 56.2 50.3 17.5 19.9 25.1 28.0
Old : 31.9 33.4 56.2 50.3 17.5 19.9 25.1 28.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 6,815: 50 50 0 6,763 6,765 6,813 6,815: 2 0
Old : 6,815: 50 50 0 6,763 6,765 6,813 6,815: 2 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : 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 : 69.9 82.7 88.3 94.9 65.0 80.8 80.9 84.9
Old : 69.9 82.7 88.3 94.9 65.0 80.8 80.9 84.9
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,881: 1,073 1,784 787 5,780 4,883 7,640 7,454: 241 427
Old : 7,881: 1,073 1,784 787 5,780 4,883 7,640 7,454: 241 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 176: 51 21 37 73 118 161 176: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.6 10.0 73.3 62.0 96.9 94.6: 3.1 5.4
Old : 100.0: 13.6 22.6 10.0 73.3 62.0 96.9 94.6: 3.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 8 5 8 30 21 43 30:
Old : 49: 8 5 8 30 21 43 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 : 33.5 44.6 52.5 65.1 33.3 44.1 49.6 62.9
Old : 33.5 44.6 52.5 65.1 33.3 44.1 49.6 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 1,780: 50 712 190 1,493 796 1,733 1,698: 47 82
Old : 1,780: 50 712 190 1,493 796 1,733 1,698: 47 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 166: 30 156 -40 206 40 196 156: -30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 40.0 10.7 83.9 44.7 97.4 95.4: 2.6 4.6
Old : 100.0: 2.8 40.0 10.7 83.9 44.7 97.4 95.4: 2.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 9 4 17 13 22 22:
Old : 32: 1 9 4 17 13 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 43.4 61.3 61.7 39.4 31.5 54.0 48.0
Old : 43.5 43.4 61.3 61.7 39.4 31.5 54.0 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 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 22, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 51.4 64.7 74.6 88.8 41.0 63.0 56.5 70.3
Old : 51.4 64.7 74.6 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 5,208: 1,172 2,306 95 3,281 2,438 4,548 4,839: 660 369
Old : 5,208: 1,172 2,306 95 3,281 2,438 4,548 4,839: 660 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 306: 20 180 -15 186 169 191 334: 115 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 44.3 1.8 63.0 46.8 87.3 92.9: 12.7 7.1
Old : 100.0: 22.5 44.3 1.8 63.0 46.8 87.3 92.9: 12.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 7 3 19 19 27 27:
Old : 41: 6 7 3 19 19 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 44.7 62.5 64.6 44.0 43.3 58.4 62.4
Old : 47.4 44.7 62.5 64.6 44.0 43.3 58.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 358,427: 62,401 69,292 57,151 193,453 188,411 313,005 314,854: 45,422 43,572
Old : 358,427: 62,401 69,292 57,151 193,453 188,411 313,005 314,854: 45,422 43,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -12,948: 1,532 -4,302 -457 -12,990 -6,386 -11,915 -11,145: -1,033 -1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.3 15.9 54.0 52.6 87.3 87.8: 12.7 12.2
Old : 100.0: 17.4 19.3 15.9 54.0 52.6 87.3 87.8: 12.7 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 : 182: 36 55 55 79 79 149 159:
Old : 182: 36 55 55 79 79 149 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 16.2 24.8 24.0 11.2 7.2 18.3 12.4
Old : 14.4 16.2 24.8 24.0 11.2 7.2 18.3 12.4
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 45,671: 0 970 350 33,364 39,873 33,714 41,193: 11,957 4,478
Old : 45,671: 0 970 350 33,364 39,873 33,714 41,193: 11,957 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 773: 0 0 0 915 648 915 648: -142 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.8 73.1 87.3 73.8 90.2: 26.2 9.8
Old : 100.0: 0.0 2.1 0.8 73.1 87.3 73.8 90.2: 26.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 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 : 38.3 27.6 56.2 43.8 30.1 24.8 43.0 38.1
Old : 38.3 27.6 56.2 43.8 30.1 24.8 43.0 38.1
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,018,859: 225,842 433,583 284,160 443,234 258,850 953,235 976,594: 65,623 42,265
Old : 1,018,859: 225,842 433,583 284,160 443,234 258,850 953,235 976,594: 65,623 42,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -38,271: -12,796 -8,150 -12,900 -7,584 -15,919 -33,281 -36,970: -4,990 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 42.6 27.9 43.5 25.4 93.6 95.9: 6.4 4.1
Old : 100.0: 22.2 42.6 27.9 43.5 25.4 93.6 95.9: 6.4 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 : 306: 91 139 129 65 52 231 251:
Old : 306: 91 139 129 65 52 231 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.2 28.6 33.3 10.3 13.9 17.9 20.9
Old : 18.1 22.2 28.6 33.3 10.3 13.9 17.9 20.9
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 703,735: 31,481 31,134 235,344 432,486 435,001 699,311 701,479: 4,424 2,256
Old : 703,735: 31,481 31,134 235,344 432,486 435,001 699,311 701,479: 4,424 2,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -324,615: 1,017 -18,189 -177,859 -147,822 -128,448 -324,665 -324,496: 49 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.4 33.4 61.5 61.8 99.4 99.7: 0.6 0.3
Old : 100.0: 4.5 4.4 33.4 61.5 61.8 99.4 99.7: 0.6 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 : 123: 42 27 55 50 49 113 110:
Old : 123: 42 27 55 50 49 113 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 36.5 55.0 54.8 6.7 5.6 9.3 8.8
Old : 38.6 36.5 55.0 54.8 6.7 5.6 9.3 8.8
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 330,875: 71,624 106,383 76,715 174,376 139,815 322,715 322,913: 8,160 7,962
Old : 330,875: 71,624 106,383 76,715 174,376 139,815 322,715 322,913: 8,160 7,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 4,390: -3,512 -5,496 7,488 -317 1,188 3,658 3,180: 732 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 32.2 23.2 52.7 42.3 97.5 97.6: 2.5 2.4
Old : 100.0: 21.6 32.2 23.2 52.7 42.3 97.5 97.6: 2.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 18 12 26 40 37 70 63:
Old : 73: 18 12 26 40 37 70 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 42.8 47.1 53.9 26.2 34.9 37.0 40.3
Old : 31.7 42.8 47.1 53.9 26.2 34.9 37.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 95,967: 19,929 17,716 13,763 53,965 57,372 87,657 88,851: 8,310 7,116
Old : 95,967: 19,929 17,716 13,763 53,965 57,372 87,657 88,851: 8,310 7,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -39,712: -10,858 -18,903 -7,124 -24,038 -16,326 -42,020 -42,353: 2,308 2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.5 14.3 56.2 59.8 91.3 92.6: 8.7 7.4
Old : 100.0: 20.8 18.5 14.3 56.2 59.8 91.3 92.6: 8.7 7.4
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 : 46: 13 13 21 19 20 40 46:
Old : 46: 13 13 21 19 20 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 34.3 59.7 50.1 26.5 23.5 35.8 32.9
Old : 39.6 34.3 59.7 50.1 26.5 23.5 35.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,510,628: 564,603 67,996 109,903 791,611 1,302,281 1,466,117 1,480,180: 44,511 30,448
Old : 1,510,628: 564,603 67,996 109,903 791,611 1,302,281 1,466,117 1,480,180: 44,511 30,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -4,453: -6,840 -6,281 4,756 -5,678 3,936 -7,762 2,411: 3,309 -6,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 4.5 7.3 52.4 86.2 97.1 98.0: 2.9 2.0
Old : 100.0: 37.4 4.5 7.3 52.4 86.2 97.1 98.0: 2.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 20 19 30 57 54 90 91:
Old : 105: 20 19 30 57 54 90 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.6 64.2 57.3 48.7 33.6 55.2 51.3
Old : 51.8 34.6 64.2 57.3 48.7 33.6 55.2 51.3
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 313,610: 9,046 38,892 40,891 261,912 231,592 311,849 311,375: 1,761 2,235
Old : 313,610: 9,046 38,892 40,891 261,912 231,592 311,849 311,375: 1,761 2,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -82,819: -31,272 -22,786 -20,699 -31,059 -39,898 -83,030 -83,383: 211 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 12.4 13.0 83.5 73.8 99.4 99.3: 0.6 0.7
Old : 100.0: 2.9 12.4 13.0 83.5 73.8 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 9 18 20 37 29 59 54:
Old : 66: 9 18 20 37 29 59 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 48.1 63.1 70.5 35.0 35.2 48.6 46.6
Old : 38.4 48.1 63.1 70.5 35.0 35.2 48.6 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 126,371: 42,702 69,136 15,149 67,525 41,184 125,376 125,469: 995 902
Old : 126,371: 42,702 69,136 15,149 67,525 41,184 125,376 125,469: 995 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 3,060: -120 6,125 -2,373 5,613 -632 3,120 3,120: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 54.7 12.0 53.4 32.6 99.2 99.3: 0.8 0.7
Old : 100.0: 33.8 54.7 12.0 53.4 32.6 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 15 22 24 23 19 55 48:
Old : 60: 15 22 24 23 19 55 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 : 41.5 35.5 65.7 57.5 31.3 32.0 49.9 47.0
Old : 41.5 35.5 65.7 57.5 31.3 32.0 49.9 47.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 34,402: 17,647 8,117 4,324 11,678 21,606 33,649 34,047: 753 355
Old : 34,402: 17,647 8,117 4,324 11,678 21,606 33,649 34,047: 753 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 106: -10 -50 -19 110 150 81 81: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 23.6 12.6 33.9 62.8 97.8 99.0: 2.2 1.0
Old : 100.0: 51.3 23.6 12.6 33.9 62.8 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 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 : 59.2 49.6 74.9 75.7 48.2 34.3 57.2 54.4
Old : 59.2 49.6 74.9 75.7 48.2 34.3 57.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 TONS) :
: : :
All : 2,645: 515 228 565 1,565 1,852 2,645 2,645: 0 0
Old : 2,645: 515 228 565 1,565 1,852 2,645 2,645: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 93: 238 -251 -133 -13 476 93 93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.6 21.4 59.2 70.0 100.0 100.0: 0.0 0.0
Old : 100.0: 19.5 8.6 21.4 59.2 70.0 100.0 100.0: 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: 8 5 8 6 7 19 15:
Old : 22: 8 5 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 : 72.5 75.7 87.8 92.6 34.7 35.7 41.8 42.0
Old : 72.5 75.7 87.8 92.6 34.7 35.7 41.8 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 45,008: 4,890 1,623 4,060 35,690 39,000 44,639 44,684: 369 325
Old : 45,008: 4,890 1,623 4,060 35,690 39,000 44,639 44,684: 369 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,579: 137 -12 -64 1,574 1,671 1,647 1,595: -68 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.6 9.0 79.3 86.7 99.2 99.3: 0.8 0.7
Old : 100.0: 10.9 3.6 9.0 79.3 86.7 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 16 12 14 48 57 71 76:
Old : 91: 16 12 14 48 57 71 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 : 35.7 37.9 52.0 54.0 21.0 17.5 27.8 24.9
Old : 35.7 37.9 52.0 54.0 21.0 17.5 27.8 24.9
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 4,902: 642 761 433 2,761 3,240 3,836 4,434: 1,066 468
Old : 4,902: 642 761 433 2,761 3,240 3,836 4,434: 1,066 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 238: 35 -82 -8 206 188 233 98: 5 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.5 8.8 56.3 66.1 78.3 90.5: 21.7 9.5
Old : 100.0: 13.1 15.5 8.8 56.3 66.1 78.3 90.5: 21.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 3 3 21 21 26 26:
Old : 38: 4 3 3 21 21 26 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 : 30.7 45.3 49.6 63.9 27.7 39.5 44.0 56.4
Old : 30.7 45.3 49.6 63.9 27.7 39.5 44.0 56.4
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours-5MW per :
: : :
All : 174,205: 10,418 1,505 2,706 160,826 169,994 173,950 174,205: 255 0
Old : 174,205: 10,418 1,505 2,706 160,826 169,994 173,950 174,205: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -2,135: -35 0 -33 -2,068 -2,102 -2,135 -2,135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.9 1.6 92.3 97.6 99.9 100.0: 0.1 0.0
Old : 100.0: 6.0 0.9 1.6 92.3 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 : 55.9 73.1 77.0 88.7 45.3 57.7 61.3 65.9
Old : 55.9 73.1 77.0 88.7 45.3 57.7 61.3 65.9
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 3,448,667: 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 22, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 76,802: 419 0 0 76,383 76,802 76,802 76,802: 0 0
Old : 76,802: 419 0 0 76,383 76,802 76,802 76,802: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,002: 0 0 0 2,002 2,002 2,002 2,002: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.5 58.8 84.6 84.7 53.5 52.2 66.9 63.3
Old : 63.5 58.8 84.6 84.7 53.5 52.2 66.9 63.3
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,649,567: 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 22, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 25,576: 967 0 62 24,407 25,096 25,436 25,158: 140 418
Old : 25,576: 967 0 62 24,407 25,096 25,436 25,158: 140 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 310: 60 0 0 250 310 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.2 95.4 98.1 99.5 98.4: 0.5 1.6
Old : 100.0: 3.8 0.0 0.2 95.4 98.1 99.5 98.4: 0.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.1 44.6 75.2 69.7 49.6 33.6 58.2 50.6
Old : 61.1 44.6 75.2 69.7 49.6 33.6 58.2 50.6
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 100,503: 2,134 9,284 818 96,693 90,064 99,645 100,166: 858 337
Old : 100,503: 2,134 9,284 818 96,693 90,064 99,645 100,166: 858 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 626: 117 528 -11 580 139 686 656: -60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.2 0.8 96.2 89.6 99.1 99.7: 0.9 0.3
Old : 100.0: 2.1 9.2 0.8 96.2 89.6 99.1 99.7: 0.9 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 : 85: 7 9 7 59 54 71 67:
Old : 85: 7 9 7 59 54 71 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 39.3 64.5 60.1 27.6 31.1 34.3 40.2
Old : 48.4 39.3 64.5 60.1 27.6 31.1 34.3 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 29,153: 255 480 57 28,096 28,511 28,408 29,048: 745 105
Old : 29,153: 255 480 57 28,096 28,511 28,408 29,048: 745 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,196: 0 0 0 1,136 1,176 1,136 1,176: 60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.6 0.2 96.4 97.8 97.4 99.6: 2.6 0.4
Old : 100.0: 0.9 1.6 0.2 96.4 97.8 97.4 99.6: 2.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 18 17 19 19:
Old : 21: 1 1 1 18 17 19 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 : 70.4 49.8 89.8 78.6 37.7 28.2 38.9 36.9
Old : 70.4 49.8 89.8 78.6 37.7 28.2 38.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 33,555: 2,503 5,343 242 30,294 27,547 33,039 33,132: 516 423
Old : 33,555: 2,503 5,343 242 30,294 27,547 33,039 33,132: 516 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 513: -6 140 -12 504 373 486 501: 27 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 15.9 0.7 90.3 82.1 98.5 98.7: 1.5 1.3
Old : 100.0: 7.5 15.9 0.7 90.3 82.1 98.5 98.7: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 4 3 32 32 38 39:
Old : 47: 5 4 3 32 32 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 48.4 61.8 64.9 18.9 27.8 30.8 35.7
Old : 41.8 48.4 61.8 64.9 18.9 27.8 30.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,368: 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 22, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 47.7 38.6 65.3 62.4 41.5 37.0 53.0 47.1
Old : 47.7 38.6 65.3 62.4 41.5 37.0 53.0 47.1
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,358: 0 997 58 12,306 12,064 12,364 13,119: 994 239
Old : 13,358: 0 997 58 12,306 12,064 12,364 13,119: 994 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 44: 0 -25 0 74 69 74 44: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.4 92.1 90.3 92.6 98.2: 7.4 1.8
Old : 100.0: 0.0 7.5 0.4 92.1 90.3 92.6 98.2: 7.4 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 48.6 70.0 69.1 32.0 39.3 48.2 55.3
Old : 45.5 48.6 70.0 69.1 32.0 39.3 48.2 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,248,629: 465,111 235,589 878,261 812,630 1,040,246 2,156,002 2,154,095: 92,627 94,534
Old : 2,248,629: 465,111 235,589 878,261 812,630 1,040,246 2,156,002 2,154,095: 92,627 94,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -7,430: -8,758 -13,330 -4,784 12,855 7,818 -687 -10,296: -6,743 2,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.5 39.1 36.1 46.3 95.9 95.8: 4.1 4.2
Old : 100.0: 20.7 10.5 39.1 36.1 46.3 95.9 95.8: 4.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 145 143 207 93 107 346 356:
Old : 409: 145 143 207 93 107 346 356:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 10.3 23.7 18.6 13.0 5.8 17.0 10.1
Old : 13.9 10.3 23.7 18.6 13.0 5.8 17.0 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 93,407: 33,676 3,860 28,245 28,711 60,084 90,632 92,189: 2,775 1,218
Old : 93,407: 33,676 3,860 28,245 28,711 60,084 90,632 92,189: 2,775 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,891: 1,095 -29 101 704 1,720 1,899 1,792: -8 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 4.1 30.2 30.7 64.3 97.0 98.7: 3.0 1.3
Old : 100.0: 36.1 4.1 30.2 30.7 64.3 97.0 98.7: 3.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.3 60.8 79.2 85.4 36.8 36.8 43.9 43.2
Old : 66.3 60.8 79.2 85.4 36.8 36.8 43.9 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 125,753: 73,961 11,119 1,487 35,023 58,515 110,471 71,121: 15,282 54,632
Old : 125,753: 73,961 11,119 1,487 35,023 58,515 110,471 71,121: 15,282 54,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -394: 292 0 -373 -450 -178 -531 -551: 137 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 8.8 1.2 27.9 46.5 87.8 56.6: 12.2 43.4
Old : 100.0: 58.8 8.8 1.2 27.9 46.5 87.8 56.6: 12.2 43.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 4 4 12 15 21 19:
Old : 25: 5 4 4 12 15 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 : 71.7 29.6 82.2 44.5 69.9 28.6 77.5 42.7
Old : 71.7 29.6 82.2 44.5 69.9 28.6 77.5 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,545: 6,676 4,774 6,113 2,125 4,064 14,914 14,951: 631 594
Old : 15,545: 6,676 4,774 6,113 2,125 4,064 14,914 14,951: 631 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -3,386: -1,661 -1,762 -1,671 23 72 -3,309 -3,361: -78 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 30.7 39.3 13.7 26.1 95.9 96.2: 4.1 3.8
Old : 100.0: 42.9 30.7 39.3 13.7 26.1 95.9 96.2: 4.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 3 10 8 9 24 20:
Old : 26: 13 3 10 8 9 24 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 : 40.6 72.2 66.0 84.7 25.4 44.5 36.1 45.3
Old : 40.6 72.2 66.0 84.7 25.4 44.5 36.1 45.3
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 152,408: 24,002 1,561 31,646 91,167 107,561 146,815 140,768: 5,594 11,640
Old : 152,408: 24,002 1,561 31,646 91,167 107,561 146,815 140,768: 5,594 11,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,658: 113 -103 -691 -858 -677 -1,437 -1,471: -221 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.0 20.8 59.8 70.6 96.3 92.4: 3.7 7.6
Old : 100.0: 15.7 1.0 20.8 59.8 70.6 96.3 92.4: 3.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 30.7 32.9 50.0 50.3 13.8 14.4 19.8 19.0
Old : 30.7 32.9 50.0 50.3 13.8 14.4 19.8 19.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 185,983: 21,604 75,904 76,920 80,319 26,538 178,842 179,362: 7,141 6,621
Old : 185,983: 21,604 75,904 76,920 80,319 26,538 178,842 179,362: 7,141 6,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,421: 456 729 -1,895 -364 -991 -1,802 -2,156: 381 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 40.8 41.4 43.2 14.3 96.2 96.4: 3.8 3.6
Old : 100.0: 11.6 40.8 41.4 43.2 14.3 96.2 96.4: 3.8 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 : 44: 11 13 22 16 14 40 38:
Old : 44: 11 13 22 16 14 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 51.4 55.5 72.7 23.9 39.4 34.4 46.5
Old : 36.9 51.4 55.5 72.7 23.9 39.4 34.4 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,671: 600 0 0 13,011 13,514 13,611 13,514: 60 157
Old : 13,671: 600 0 0 13,011 13,514 13,611 13,514: 60 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 30: 0 0 0 30 30 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 95.2 98.9 99.6 98.9: 0.4 1.1
Old : 100.0: 4.4 0.0 0.0 95.2 98.9 99.6 98.9: 0.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 16 14 17 14:
Old : 26: 1 0 0 16 14 17 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 : 70.9 76.3 89.4 92.0 70.9 76.3 85.7 89.7
Old : 70.9 76.3 89.4 92.0 70.9 76.3 85.7 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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 24,549: 16,911 8,922 330 5,702 13,697 22,944 22,949: 1,606 1,600
Old : 24,549: 16,911 8,922 330 5,702 13,697 22,944 22,949: 1,606 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 329: 212 194 7 23 75 242 275: 87 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 36.3 1.3 23.2 55.8 93.5 93.5: 6.5 6.5
Old : 100.0: 68.9 36.3 1.3 23.2 55.8 93.5 93.5: 6.5 6.5
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 : 161: 64 48 14 29 27 100 83:
Old : 161: 64 48 14 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 : 31.3 32.4 43.8 48.9 31.3 32.4 43.5 48.8
Old : 31.3 32.4 43.8 48.9 31.3 32.4 43.5 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 67,052: 46,787 23,253 1,792 11,041 38,591 59,620 63,637: 7,432 3,415
Old : 67,052: 46,787 23,253 1,792 11,041 38,591 59,620 63,637: 7,432 3,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -3,015: -967 -1,401 -1,315 -520 73 -2,802 -2,643: -213 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 34.7 2.7 16.5 57.6 88.9 94.9: 11.1 5.1
Old : 100.0: 69.8 34.7 2.7 16.5 57.6 88.9 94.9: 11.1 5.1
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 : 239: 119 66 22 36 33 168 109:
Old : 239: 119 66 22 36 33 168 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 34.5 28.3 50.7 18.4 34.0 28.3 50.0
Old : 18.4 34.5 28.3 50.7 18.4 34.0 28.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 365,656: 120,715 44,719 74,703 149,071 227,687 344,488 347,109: 21,168 18,548
Old : 365,656: 120,715 44,719 74,703 149,071 227,687 344,488 347,109: 21,168 18,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -7,884: 7,413 -776 -4,854 -10,498 1,011 -7,940 -4,619: 56 -3,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.2 20.4 40.8 62.3 94.2 94.9: 5.8 5.1
Old : 100.0: 33.0 12.2 20.4 40.8 62.3 94.2 94.9: 5.8 5.1
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 : 221: 80 40 54 82 93 182 168:
Old : 221: 80 40 54 82 93 182 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 17.7 26.2 30.2 14.1 11.1 21.0 17.4
Old : 16.9 17.7 26.2 30.2 14.1 11.1 21.0 17.4
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 17,267: 3,329 1,491 1,548 10,091 12,387 14,968 15,426: 2,299 1,841
Old : 17,267: 3,329 1,491 1,548 10,091 12,387 14,968 15,426: 2,299 1,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,089: 10 60 -25 1,044 1,127 1,029 1,162: 60 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 8.6 9.0 58.4 71.7 86.7 89.3: 13.3 10.7
Old : 100.0: 19.3 8.6 9.0 58.4 71.7 86.7 89.3: 13.3 10.7
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: 7 3 6 18 16 27 23:
Old : 34: 7 3 6 18 16 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 46.1 55.8 63.5 32.3 39.4 47.1 54.8
Old : 34.7 46.1 55.8 63.5 32.3 39.4 47.1 54.8
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 19,872: 0 2,883 0 19,664 16,012 19,664 18,895: 208 977
Old : 19,872: 0 2,883 0 19,664 16,012 19,664 18,895: 208 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 722: 0 25 0 754 675 754 700: -32 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.5 0.0 99.0 80.6 99.0 95.1: 1.0 4.9
Old : 100.0: 0.0 14.5 0.0 99.0 80.6 99.0 95.1: 1.0 4.9
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 : 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 : 68.9 38.5 87.3 58.3 56.6 33.4 68.1 47.3
Old : 68.9 38.5 87.3 58.3 56.6 33.4 68.1 47.3
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,263: 1,981 6,801 2,267 15,704 11,135 19,952 20,203: 2,311 2,060
Old : 22,263: 1,981 6,801 2,267 15,704 11,135 19,952 20,203: 2,311 2,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 402: 180 -243 0 297 798 477 555: -75 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 30.5 10.2 70.5 50.0 89.6 90.7: 10.4 9.3
Old : 100.0: 8.9 30.5 10.2 70.5 50.0 89.6 90.7: 10.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 3 6 20 22 28 28:
Old : 33: 5 3 6 20 22 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 : 33.7 44.3 51.8 58.9 28.1 37.9 42.4 49.0
Old : 33.7 44.3 51.8 58.9 28.1 37.9 42.4 49.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 25,266: 11,405 18,862 2,058 11,757 4,346 25,220 25,266: 46 0
Old : 25,266: 11,405 18,862 2,058 11,757 4,346 25,220 25,266: 46 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 214: 114 0 0 100 214 214 214: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 74.7 8.1 46.5 17.2 99.8 100.0: 0.2 0.0
Old : 100.0: 45.1 74.7 8.1 46.5 17.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 5 3 12 8 20 15:
Old : 27: 7 5 3 12 8 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 82.1 91.3 94.3 75.9 75.1 83.9 85.7
Old : 77.6 82.1 91.3 94.3 75.9 75.1 83.9 85.7
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 21,140: 7,155 6,409 8,232 5,058 5,796 20,445 20,437: 695 703
Old : 21,140: 7,155 6,409 8,232 5,058 5,796 20,445 20,437: 695 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 663: -50 620 256 174 -466 380 410: 283 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 30.3 38.9 23.9 27.4 96.7 96.7: 3.3 3.3
Old : 100.0: 33.8 30.3 38.9 23.9 27.4 96.7 96.7: 3.3 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 : 47: 19 17 29 9 10 42 43:
Old : 47: 19 17 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 : 31.7 37.0 52.4 54.7 23.8 28.5 34.7 35.5
Old : 31.7 37.0 52.4 54.7 23.8 28.5 34.7 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 15,905: 2,901 3,583 9,770 3,234 2,552 15,905 15,905: 0 0
Old : 15,905: 2,901 3,583 9,770 3,234 2,552 15,905 15,905: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,145: 389 507 -1,326 -208 -326 -1,145 -1,145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.5 61.4 20.3 16.0 100.0 100.0: 0.0 0.0
Old : 100.0: 18.2 22.5 61.4 20.3 16.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 8 13 6 5 21 21:
Old : 24: 10 8 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 : 64.9 71.3 86.6 91.6 17.0 20.7 23.1 24.0
Old : 64.9 71.3 86.6 91.6 17.0 20.7 23.1 24.0
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 31,952: 2,340 50 0 29,482 31,902 31,822 31,952: 130 0
Old : 31,952: 2,340 50 0 29,482 31,902 31,822 31,952: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.2 0.0 92.3 99.8 99.6 100.0: 0.4 0.0
Old : 100.0: 7.3 0.2 0.0 92.3 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 : 40.0 59.9 62.5 82.6 31.8 54.7 50.3 65.5
Old : 40.0 59.9 62.5 82.6 31.8 54.7 50.3 65.5
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,628: 2,271 7,230 750 11,524 7,490 14,545 15,470: 1,083 158
Old : 15,628: 2,271 7,230 750 11,524 7,490 14,545 15,470: 1,083 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 0: 71 38 0 -71 -38 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 46.3 4.8 73.7 47.9 93.1 99.0: 6.9 1.0
Old : 100.0: 14.5 46.3 4.8 73.7 47.9 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 : 48.7 59.8 68.5 78.1 47.2 56.7 64.4 70.6
Old : 48.7 59.8 68.5 78.1 47.2 56.7 64.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,782: 588 1,858 625 8,986 7,914 10,199 10,397: 583 385
Old : 10,782: 588 1,858 625 8,986 7,914 10,199 10,397: 583 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 45: 31 0 0 14 45 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.2 5.8 83.3 73.4 94.6 96.4: 5.4 3.6
Old : 100.0: 5.5 17.2 5.8 83.3 73.4 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 : 43: 5 6 7 24 24 34 33:
Old : 43: 5 6 7 24 24 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 46.3 68.7 65.8 44.4 41.7 58.2 56.4
Old : 51.5 46.3 68.7 65.8 44.4 41.7 58.2 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,977: 905 225 305 627 1,203 1,837 1,733: 140 244
Old : 1,977: 905 225 305 627 1,203 1,837 1,733: 140 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 20: -150 -30 -40 225 36 35 -34: -15 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 11.4 15.4 31.7 60.8 92.9 87.7: 7.1 12.3
Old : 100.0: 45.8 11.4 15.4 31.7 60.8 92.9 87.7: 7.1 12.3
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 : 32: 6 5 5 11 17 19 25:
Old : 32: 6 5 5 11 17 19 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 : 49.8 32.6 70.6 49.9 45.0 26.6 58.9 40.5
Old : 49.8 32.6 70.6 49.9 45.0 26.6 58.9 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,788: 1,722 1,653 30 6,655 7,086 8,407 8,769: 381 19
Old : 8,788: 1,722 1,653 30 6,655 7,086 8,407 8,769: 381 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 225: 0 0 0 225 225 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.8 0.3 75.7 80.6 95.7 99.8: 4.3 0.2
Old : 100.0: 19.6 18.8 0.3 75.7 80.6 95.7 99.8: 4.3 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 : 65.4 81.9 85.2 96.6 60.6 75.3 77.8 85.6
Old : 65.4 81.9 85.2 96.6 60.6 75.3 77.8 85.6
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,131: 320 4,017 4,185 24,054 20,429 28,559 28,631: 4,572 4,500
Old : 33,131: 320 4,017 4,185 24,054 20,429 28,559 28,631: 4,572 4,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 472: 71 -352 385 16 359 472 392: 0 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 12.1 12.6 72.6 61.7 86.2 86.4: 13.8 13.6
Old : 100.0: 1.0 12.1 12.6 72.6 61.7 86.2 86.4: 13.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 4 20 21 24 25:
Old : 26: 3 1 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 : 36.3 43.1 56.0 59.5 30.8 27.4 41.6 40.9
Old : 36.3 43.1 56.0 59.5 30.8 27.4 41.6 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016