GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,616: 22,896 4,137 1,668 27,314 46,332 51,878 52,137: 738 479
Old : 52,616: 22,896 4,137 1,668 27,314 46,332 51,878 52,137: 738 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,604: -303 2 15 1,892 1,587 1,604 1,604: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 7.9 3.2 51.9 88.1 98.6 99.1: 1.4 0.9
Old : 100.0: 43.5 7.9 3.2 51.9 88.1 98.6 99.1: 1.4 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 : 54: 3 7 7 35 36 43 46:
Old : 54: 3 7 7 35 36 43 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 : 60.1 40.5 73.3 55.3 45.4 26.6 49.6 35.7
Old : 60.1 40.5 73.3 55.3 45.4 26.6 49.6 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,562: 625 200 0 4,926 5,351 5,551 5,551: 11 11
Old : 5,562: 625 200 0 4,926 5,351 5,551 5,551: 11 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -333: 0 0 -600 267 267 -333 -333: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.6 0.0 88.6 96.2 99.8 99.8: 0.2 0.2
Old : 100.0: 11.2 3.6 0.0 88.6 96.2 99.8 99.8: 0.2 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: 1 1 0 14 14 15 15:
Old : 20: 1 1 0 14 14 15 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 : 68.7 57.2 94.4 78.7 50.6 43.8 60.5 58.2
Old : 68.7 57.2 94.4 78.7 50.6 43.8 60.5 58.2
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,933: 932 502 800 5,446 6,062 7,178 7,364: 755 569
Old : 7,933: 932 502 800 5,446 6,062 7,178 7,364: 755 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 374: -58 55 75 525 312 542 442: -168 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.3 10.1 68.6 76.4 90.5 92.8: 9.5 7.2
Old : 100.0: 11.7 6.3 10.1 68.6 76.4 90.5 92.8: 9.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 3 6 26 26 33 33:
Old : 38: 4 3 6 26 26 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 33.5 57.6 52.5 19.6 17.7 26.3 27.1
Old : 38.1 33.5 57.6 52.5 19.6 17.7 26.3 27.1
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,386: 1,284 290 299 4,265 5,486 5,848 6,075: 538 311
Old : 6,386: 1,284 290 299 4,265 5,486 5,848 6,075: 538 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 331: 166 32 19 71 241 256 292: 75 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.5 4.7 66.8 85.9 91.6 95.1: 8.4 4.9
Old : 100.0: 20.1 4.5 4.7 66.8 85.9 91.6 95.1: 8.4 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 : 45: 5 4 5 28 34 34 42:
Old : 45: 5 4 5 28 34 34 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.8 59.0 50.3 25.2 22.9 32.9 33.0
Old : 40.0 29.8 59.0 50.3 25.2 22.9 32.9 33.0
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,411: 784 1,479 543 4,868 3,580 6,195 5,602: 216 809
Old : 6,411: 784 1,479 543 4,868 3,580 6,195 5,602: 216 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 656: 141 214 64 527 624 732 902: -76 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.1 8.5 75.9 55.8 96.6 87.4: 3.4 12.6
Old : 100.0: 12.2 23.1 8.5 75.9 55.8 96.6 87.4: 3.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 5 5 26 16 34 24:
Old : 42: 5 5 5 26 16 34 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 : 40.7 42.7 62.6 65.0 40.4 42.1 60.0 62.9
Old : 40.7 42.7 62.6 65.0 40.4 42.1 60.0 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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,263: 115 377 85 963 691 1,163 1,153: 100 110
Old : 1,263: 115 377 85 963 691 1,163 1,153: 100 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 92: 30 30 -20 42 42 52 52: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 29.8 6.7 76.2 54.7 92.1 91.3: 7.9 8.7
Old : 100.0: 9.1 29.8 6.7 76.2 54.7 92.1 91.3: 7.9 8.7
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 : 26: 2 6 2 13 12 16 19:
Old : 26: 2 6 2 13 12 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 42.4 66.3 63.3 35.2 32.5 54.2 50.7
Old : 43.9 42.4 66.3 63.3 35.2 32.5 54.2 50.7
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,129: 136 12,212 120 25,861 13,531 26,117 25,863: 12 266
Old : 26,129: 136 12,212 120 25,861 13,531 26,117 25,863: 12 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 656: -15 -60 0 671 716 656 656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 46.7 0.5 99.0 51.8 100.0 99.0: 0.0 1.0
Old : 100.0: 0.5 46.7 0.5 99.0 51.8 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 1 21 12 23 15:
Old : 29: 1 3 1 21 12 23 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 : 52.1 69.2 75.8 92.3 36.0 66.8 54.7 71.2
Old : 52.1 69.2 75.8 92.3 36.0 66.8 54.7 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,583: 1,026 1,965 91 2,845 2,188 3,962 4,244: 621 339
Old : 4,583: 1,026 1,965 91 2,845 2,188 3,962 4,244: 621 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 461: 175 237 21 253 191 449 449: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 42.9 2.0 62.1 47.7 86.4 92.6: 13.6 7.4
Old : 100.0: 22.4 42.9 2.0 62.1 47.7 86.4 92.6: 13.6 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 : 40: 6 7 4 19 18 29 25:
Old : 40: 6 7 4 19 18 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 46.5 62.3 67.5 47.7 44.7 60.9 62.8
Old : 48.5 46.5 62.3 67.5 47.7 44.7 60.9 62.8
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 364,163: 67,789 62,201 67,963 184,139 190,661 319,892 320,825: 44,271 43,338
Old : 364,163: 67,789 62,201 67,963 184,139 190,661 319,892 320,825: 44,271 43,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,355: 2,290 -4,921 2,908 -2,149 1,035 3,049 -978: -1,694 2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.1 18.7 50.6 52.4 87.8 88.1: 12.2 11.9
Old : 100.0: 18.6 17.1 18.7 50.6 52.4 87.8 88.1: 12.2 11.9
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 : 189: 45 52 62 78 82 157 165:
Old : 189: 45 52 62 78 82 157 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 13.1 21.9 22.0 11.0 8.9 18.6 14.2
Old : 12.6 13.1 21.9 22.0 11.0 8.9 18.6 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,003: 0 325 350 27,901 34,720 28,251 35,395: 12,752 5,608
Old : 41,003: 0 325 350 27,901 34,720 28,251 35,395: 12,752 5,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 4,966: 0 0 0 3,579 4,752 3,579 4,752: 1,387 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.9 68.0 84.7 68.9 86.3: 31.1 13.7
Old : 100.0: 0.0 0.8 0.9 68.0 84.7 68.9 86.3: 31.1 13.7
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 : 32: 0 1 1 21 28 22 29:
Old : 32: 0 1 1 21 28 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 28.9 54.2 45.6 28.3 23.4 41.6 38.1
Old : 33.7 28.9 54.2 45.6 28.3 23.4 41.6 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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 937,857: 211,968 393,252 293,400 368,047 208,547 873,415 895,199: 64,442 42,658
Old : 937,857: 211,968 393,252 293,400 368,047 208,547 873,415 895,199: 64,442 42,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -34,470: 347 -12,718 8,399 -41,331 -28,841 -32,585 -33,160: -1,885 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 41.9 31.3 39.2 22.2 93.1 95.5: 6.9 4.5
Old : 100.0: 22.6 41.9 31.3 39.2 22.2 93.1 95.5: 6.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 96 121 149 68 54 254 243:
Old : 299: 96 121 149 68 54 254 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 21.3 24.7 33.2 10.8 16.5 17.8 24.0
Old : 14.2 21.3 24.7 33.2 10.8 16.5 17.8 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 755,699: 38,494 37,365 258,294 454,796 458,029 751,583 753,688: 4,117 2,012
Old : 755,699: 38,494 37,365 258,294 454,796 458,029 751,583 753,688: 4,117 2,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 30,069: 3,431 2,885 13,493 13,409 13,899 30,334 30,277: -265 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.9 34.2 60.2 60.6 99.5 99.7: 0.5 0.3
Old : 100.0: 5.1 4.9 34.2 60.2 60.6 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 47 31 67 52 55 124 128:
Old : 136: 47 31 67 52 55 124 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.4 53.9 53.5 6.5 5.6 9.0 8.7
Old : 37.5 35.4 53.9 53.5 6.5 5.6 9.0 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 308,115: 75,174 104,108 62,762 162,907 135,219 300,844 302,089: 7,271 6,026
Old : 308,115: 75,174 104,108 62,762 162,907 135,219 300,844 302,089: 7,271 6,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 6,601: 11,151 5,919 -5,437 832 6,311 6,546 6,793: 55 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 33.8 20.4 52.9 43.9 97.6 98.0: 2.4 2.0
Old : 100.0: 24.4 33.8 20.4 52.9 43.9 97.6 98.0: 2.4 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 : 68: 16 14 27 34 32 65 61:
Old : 68: 16 14 27 34 32 65 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 42.7 52.1 54.0 31.7 35.0 41.1 41.5
Old : 36.1 42.7 52.1 54.0 31.7 35.0 41.1 41.5
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,548: 25,392 23,448 14,685 60,192 62,807 100,269 100,940: 8,279 7,608
Old : 108,548: 25,392 23,448 14,685 60,192 62,807 100,269 100,940: 8,279 7,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 7,072: 3,886 2,824 662 3,407 3,466 7,955 6,952: -883 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.6 13.5 55.5 57.9 92.4 93.0: 7.6 7.0
Old : 100.0: 23.4 21.6 13.5 55.5 57.9 92.4 93.0: 7.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 15 23 20 21 44 50:
Old : 51: 15 15 23 20 21 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 36.6 55.3 50.7 24.2 25.4 34.0 33.3
Old : 36.5 36.6 55.3 50.7 24.2 25.4 34.0 33.3
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,432,938: 545,035 56,876 101,781 746,106 1,242,528 1,392,922 1,401,185: 40,016 31,753
Old : 1,432,938: 545,035 56,876 101,781 746,106 1,242,528 1,392,922 1,401,185: 40,016 31,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 31: 18,796 -2,102 2,744 -21,504 -140 36 502: -5 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 4.0 7.1 52.1 86.7 97.2 97.8: 2.8 2.2
Old : 100.0: 38.0 4.0 7.1 52.1 86.7 97.2 97.8: 2.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 24 14 30 56 51 92 84:
Old : 102: 24 14 30 56 51 92 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 35.8 63.1 58.6 47.5 34.9 54.3 52.9
Old : 50.8 35.8 63.1 58.6 47.5 34.9 54.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 333,245: 13,150 43,128 44,800 273,727 243,040 331,677 330,968: 1,568 2,277
Old : 333,245: 13,150 43,128 44,800 273,727 243,040 331,677 330,968: 1,568 2,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 11,769: 2,008 3,442 121 9,344 7,875 11,473 11,438: 296 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.9 13.4 82.1 72.9 99.5 99.3: 0.5 0.7
Old : 100.0: 3.9 12.9 13.4 82.1 72.9 99.5 99.3: 0.5 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 : 71: 11 21 23 37 27 62 57:
Old : 71: 11 21 23 37 27 62 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 48.2 60.7 69.0 33.5 36.1 48.3 46.7
Old : 36.8 48.2 60.7 69.0 33.5 36.1 48.3 46.7
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 123,310: 40,756 66,266 18,126 63,463 37,776 122,345 122,168: 965 1,142
Old : 123,310: 40,756 66,266 18,126 63,463 37,776 122,345 122,168: 965 1,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,673: 428 307 3,616 -386 -535 3,658 3,388: 15 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 53.7 14.7 51.5 30.6 99.2 99.1: 0.8 0.9
Old : 100.0: 33.1 53.7 14.7 51.5 30.6 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 13 22 16 22 22 47 48:
Old : 58: 13 22 16 22 22 47 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 : 39.1 34.3 63.4 56.3 30.2 31.4 50.1 50.3
Old : 39.1 34.3 63.4 56.3 30.2 31.4 50.1 50.3
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,846: 18,590 6,880 2,841 8,792 20,760 30,223 30,481: 623 365
Old : 30,846: 18,590 6,880 2,841 8,792 20,760 30,223 30,481: 623 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 381: 1,127 492 -519 -307 348 301 321: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 22.3 9.2 28.5 67.3 98.0 98.8: 2.0 1.2
Old : 100.0: 60.3 22.3 9.2 28.5 67.3 98.0 98.8: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 8 10 14 10 31 24:
Old : 38: 13 8 10 14 10 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 56.8 71.1 79.7 55.5 45.7 65.4 66.6
Old : 56.2 56.8 71.1 79.7 55.5 45.7 65.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,507: 554 245 982 1,972 2,280 3,507 3,507: 0 0
Old : 3,507: 554 245 982 1,972 2,280 3,507 3,507: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 699: 56 54 353 290 291 699 698: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.0 28.0 56.2 65.0 100.0 100.0: 0.0 0.0
Old : 100.0: 15.8 7.0 28.0 56.2 65.0 100.0 100.0: 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: 8 6 9 6 7 19 17:
Old : 23: 8 6 9 6 7 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 70.5 84.5 90.5 31.4 31.1 36.4 36.0
Old : 64.6 70.5 84.5 90.5 31.4 31.1 36.4 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,702: 3,528 6,283 9,133 5,041 2,285 17,702 17,702: 0 0
Old : 17,702: 3,528 6,283 9,133 5,041 2,285 17,702 17,702: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 35.5 51.6 28.5 12.9 100.0 100.0: 0.0 0.0
Old : 100.0: 19.9 35.5 51.6 28.5 12.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 5 10 8 6 19 17:
Old : 20: 7 5 10 8 6 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 78.5 84.0 92.2 24.2 35.5 33.9 35.5
Old : 56.2 78.5 84.0 92.2 24.2 35.5 33.9 35.5
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,519: 5,366 1,515 4,986 34,786 38,740 45,137 45,240: 382 279
Old : 45,519: 5,366 1,515 4,986 34,786 38,740 45,137 45,240: 382 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,989: 330 -183 1,028 2,620 3,177 3,979 4,023: 11 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.3 11.0 76.4 85.1 99.2 99.4: 0.8 0.6
Old : 100.0: 11.8 3.3 11.0 76.4 85.1 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 16 12 15 46 54 69 74:
Old : 85: 16 12 15 46 54 69 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 39.3 50.9 55.2 18.1 18.5 25.5 24.9
Old : 32.6 39.3 50.9 55.2 18.1 18.5 25.5 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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,288: 361 669 531 2,472 2,731 3,364 3,931: 924 357
Old : 4,288: 361 669 531 2,472 2,731 3,364 3,931: 924 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 724: 10 -203 176 540 747 726 720: -2 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.6 12.4 57.6 63.7 78.5 91.7: 21.5 8.3
Old : 100.0: 8.4 15.6 12.4 57.6 63.7 78.5 91.7: 21.5 8.3
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 : 38: 4 3 4 21 25 27 30:
Old : 38: 4 3 4 21 25 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 40.9 44.2 59.3 26.6 34.7 39.4 50.1
Old : 27.4 40.9 44.2 59.3 26.6 34.7 39.4 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,094: 10,855 1,405 2,344 153,660 163,345 166,859 167,094: 235 0
Old : 167,094: 10,855 1,405 2,344 153,660 163,345 166,859 167,094: 235 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 624: 23 0 23 578 601 624 624: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.8 1.4 92.0 97.8 99.9 100.0: 0.1 0.0
Old : 100.0: 6.5 0.8 1.4 92.0 97.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 21 18 22 20:
Old : 28: 1 1 1 21 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 74.6 78.1 89.1 44.0 57.5 59.3 64.8
Old : 55.2 74.6 78.1 89.1 44.0 57.5 59.3 64.8
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,289,132: 187,200 0 0 3,101,932 3,289,132 3,289,132 3,289,132: 0 0
Old : 3,289,132: 187,200 0 0 3,101,932 3,289,132 3,289,132 3,289,132: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 38,801: 0 0 0 38,801 38,801 38,801 38,801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 94.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 0.0 0.0 94.3 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 20 16 21 16:
Old : 25: 1 0 0 20 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 78.1 84.9 89.9 38.8 46.4 50.8 53.7
Old : 63.1 78.1 84.9 89.9 38.8 46.4 50.8 53.7
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 74,369: 319 0 0 74,050 74,369 74,369 74,369: 0 0
Old : 74,369: 319 0 0 74,050 74,369 74,369 74,369: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 347: 0 0 0 347 347 347 347: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 16 16 17 16:
Old : 23: 1 0 0 16 16 17 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 : 66.3 61.1 85.1 85.2 56.9 55.4 70.0 67.4
Old : 66.3 61.1 85.1 85.2 56.9 55.4 70.0 67.4
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,575,713: 3,357 0 0 1,572,356 1,575,713 1,575,713 1,575,713: 0 0
Old : 1,575,713: 3,357 0 0 1,572,356 1,575,713 1,575,713 1,575,713: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 13,490: 0 0 0 13,490 13,490 13,490 13,490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 17 12 18 12:
Old : 23: 1 0 0 17 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 87.2 81.2 96.4 49.4 67.0 64.9 74.8
Old : 59.8 87.2 81.2 96.4 49.4 67.0 64.9 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 99,584: 0 0 0 99,328 99,584 99,328 99,584: 256 0
Old : 99,584: 0 0 0 99,328 99,584 99,328 99,584: 256 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -34,232: 0 0 0 -34,144 -34,232 -34,144 -34,232: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 0.0 0.0 99.7 100.0 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 7 14 7:
Old : 20: 0 0 0 14 7 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
Old : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,546: 893 62 62 21,451 22,152 22,406 22,276: 140 270
Old : 22,546: 893 62 62 21,451 22,152 22,406 22,276: 140 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,657: 50 62 0 1,607 1,705 1,657 1,767: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.3 0.3 95.1 98.3 99.4 98.8: 0.6 1.2
Old : 100.0: 4.0 0.3 0.3 95.1 98.3 99.4 98.8: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 1 21 27 23 29:
Old : 35: 2 1 1 21 27 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 44.6 85.9 72.5 52.5 37.5 58.1 49.3
Old : 70.0 44.6 85.9 72.5 52.5 37.5 58.1 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 99,505: 1,336 8,736 1,118 96,151 89,275 98,605 99,129: 900 376
Old : 99,505: 1,336 8,736 1,118 96,151 89,275 98,605 99,129: 900 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,609: -783 -693 329 -2,088 -2,239 -2,542 -2,603: -67 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.8 1.1 96.6 89.7 99.1 99.6: 0.9 0.4
Old : 100.0: 1.3 8.8 1.1 96.6 89.7 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 : 79: 6 10 6 53 46 63 59:
Old : 79: 6 10 6 53 46 63 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 40.1 66.6 61.1 28.3 29.6 34.3 38.5
Old : 50.5 40.1 66.6 61.1 28.3 29.6 34.3 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,479: 2,379 4,060 397 26,279 24,661 29,055 29,118: 424 361
Old : 29,479: 2,379 4,060 397 26,279 24,661 29,055 29,118: 424 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 167: -75 -20 97 160 90 182 167: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.8 1.3 89.1 83.7 98.6 98.8: 1.4 1.2
Old : 100.0: 8.1 13.8 1.3 89.1 83.7 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 6 5 33 33 41 42:
Old : 51: 5 6 5 33 33 41 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 49.3 62.3 67.1 25.3 37.3 38.9 44.3
Old : 39.7 49.3 62.3 67.1 25.3 37.3 38.9 44.3
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,386: 90 517 258 7,527 7,268 7,875 8,043: 511 343
Old : 8,386: 90 517 258 7,527 7,268 7,875 8,043: 511 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 301: -50 108 -119 336 222 167 211: 134 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 6.2 3.1 89.8 86.7 93.9 95.9: 6.1 4.1
Old : 100.0: 1.1 6.2 3.1 89.8 86.7 93.9 95.9: 6.1 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 : 36: 1 4 2 26 24 29 28:
Old : 36: 1 4 2 26 24 29 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 : 54.4 40.9 69.8 62.4 46.9 38.3 55.4 50.6
Old : 54.4 40.9 69.8 62.4 46.9 38.3 55.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,227: 64 666 88 11,201 11,304 11,353 12,058: 874 169
Old : 12,227: 64 666 88 11,201 11,304 11,353 12,058: 874 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 229: 10 0 -5 129 194 134 189: 95 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.4 0.7 91.6 92.5 92.9 98.6: 7.1 1.4
Old : 100.0: 0.5 5.4 0.7 91.6 92.5 92.9 98.6: 7.1 1.4
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 : 31: 1 3 3 23 19 26 23:
Old : 31: 1 3 3 23 19 26 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 : 45.2 49.8 67.9 71.8 26.4 37.9 41.5 51.5
Old : 45.2 49.8 67.9 71.8 26.4 37.9 41.5 51.5
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,537,432: 511,030 315,944 1,037,714 872,633 1,090,242 2,421,377 2,443,901: 116,055 93,531
Old : 2,537,432: 511,030 315,944 1,037,714 872,633 1,090,242 2,421,377 2,443,901: 116,055 93,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 202,220: 31,490 54,651 106,652 48,156 39,956 186,298 201,259: 15,922 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.5 40.9 34.4 43.0 95.4 96.3: 4.6 3.7
Old : 100.0: 20.1 12.5 40.9 34.4 43.0 95.4 96.3: 4.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 176 153 229 103 109 395 387:
Old : 457: 176 153 229 103 109 395 387:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 9.8 22.6 17.5 12.6 5.9 16.0 9.7
Old : 13.5 9.8 22.6 17.5 12.6 5.9 16.0 9.7
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 119,355: 38,797 4,071 35,844 42,020 78,484 116,661 118,399: 2,694 956
Old : 119,355: 38,797 4,071 35,844 42,020 78,484 116,661 118,399: 2,694 956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 16,463: 5,637 -607 4,520 6,279 12,715 16,436 16,627: 27 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.4 30.0 35.2 65.8 97.7 99.2: 2.3 0.8
Old : 100.0: 32.5 3.4 30.0 35.2 65.8 97.7 99.2: 2.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 3 3 17 15 21 20:
Old : 24: 3 3 3 17 15 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 60.0 79.2 87.3 35.0 32.4 40.3 39.0
Old : 64.5 60.0 79.2 87.3 35.0 32.4 40.3 39.0
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,322: 68,851 11,419 1,066 33,852 53,591 103,769 66,076: 13,553 51,246
Old : 117,322: 68,851 11,419 1,066 33,852 53,591 103,769 66,076: 13,553 51,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,293: -231 410 277 717 -467 763 220: 530 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 9.7 0.9 28.9 45.7 88.4 56.3: 11.6 43.7
Old : 100.0: 58.7 9.7 0.9 28.9 45.7 88.4 56.3: 11.6 43.7
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 : 27: 5 4 4 13 16 21 21:
Old : 27: 5 4 4 13 16 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 : 72.7 30.3 81.9 44.2 71.1 29.5 78.3 42.1
Old : 72.7 30.3 81.9 44.2 71.1 29.5 78.3 42.1
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,035: 14,842 11,988 16,242 2,963 6,129 34,047 34,359: 988 676
Old : 35,035: 14,842 11,988 16,242 2,963 6,129 34,047 34,359: 988 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 16,343: 6,154 5,337 9,102 806 1,805 16,062 16,244: 281 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 34.2 46.4 8.5 17.5 97.2 98.1: 2.8 1.9
Old : 100.0: 42.4 34.2 46.4 8.5 17.5 97.2 98.1: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 3 10 8 9 23 21:
Old : 26: 13 3 10 8 9 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 : 49.3 68.5 72.4 84.4 22.5 42.1 34.8 43.6
Old : 49.3 68.5 72.4 84.4 22.5 42.1 34.8 43.6
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,988: 20,818 1,941 28,900 79,430 90,012 129,148 120,852: 11,840 20,136
Old : 140,988: 20,818 1,941 28,900 79,430 90,012 129,148 120,852: 11,840 20,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 5,379: -250 138 2,086 2,630 1,952 4,466 4,175: 914 1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.4 20.5 56.3 63.8 91.6 85.7: 8.4 14.3
Old : 100.0: 14.8 1.4 20.5 56.3 63.8 91.6 85.7: 8.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 2 8 18 18 26 26:
Old : 26: 6 2 8 18 18 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 : 31.5 33.8 51.7 51.0 14.5 14.4 20.7 18.5
Old : 31.5 33.8 51.7 51.0 14.5 14.4 20.7 18.5
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 188,369: 22,848 78,556 76,353 83,080 27,981 182,280 182,889: 6,088 5,479
Old : 188,369: 22,848 78,556 76,353 83,080 27,981 182,280 182,889: 6,088 5,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,383: -105 543 -1,430 1,642 1,581 107 695: 1,276 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 41.7 40.5 44.1 14.9 96.8 97.1: 3.2 2.9
Old : 100.0: 12.1 41.7 40.5 44.1 14.9 96.8 97.1: 3.2 2.9
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 : 47: 12 14 27 16 14 44 42:
Old : 47: 12 14 27 16 14 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 51.0 56.4 72.8 24.3 39.9 35.3 47.4
Old : 37.5 51.0 56.4 72.8 24.3 39.9 35.3 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 134,694: 19,766 12,068 85,286 29,063 36,234 134,115 133,587: 579 1,107
Old : 134,694: 19,766 12,068 85,286 29,063 36,234 134,115 133,587: 579 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.0 63.3 21.6 26.9 99.6 99.2: 0.4 0.8
Old : 100.0: 14.7 9.0 63.3 21.6 26.9 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 7 6 8 8 14 17:
Old : 21: 2 7 6 8 8 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.9 74.3 96.5 91.9 17.3 14.4 18.5 17.0
Old : 88.9 74.3 96.5 91.9 17.3 14.4 18.5 17.0
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,670: 600 60 30 15,905 16,423 16,535 16,513: 135 157
Old : 16,670: 600 60 30 15,905 16,423 16,535 16,513: 135 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,333: 0 0 0 2,243 2,333 2,243 2,333: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.4 0.2 95.4 98.5 99.2 99.1: 0.8 0.9
Old : 100.0: 3.6 0.4 0.2 95.4 98.5 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 21 19 23 20:
Old : 30: 1 1 1 21 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 73.3 84.5 90.3 57.0 66.9 73.0 78.0
Old : 63.5 73.3 84.5 90.3 57.0 66.9 73.0 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,830: 17,446 13,522 936 7,765 11,088 26,147 25,545: 1,683 2,285
Old : 27,830: 17,446 13,522 936 7,765 11,088 26,147 25,545: 1,683 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,371: 82 2,958 578 1,832 -1,695 2,492 1,841: -121 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 48.6 3.4 27.9 39.8 94.0 91.8: 6.0 8.2
Old : 100.0: 62.7 48.6 3.4 27.9 39.8 94.0 91.8: 6.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 71 70 15 32 30 111 107:
Old : 191: 71 70 15 32 30 111 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 25.9 43.8 40.7 30.3 25.7 43.5 40.5
Old : 30.5 25.9 43.8 40.7 30.3 25.7 43.5 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,805: 47,305 24,430 2,893 11,883 37,899 62,080 65,222: 7,725 4,583
Old : 69,805: 47,305 24,430 2,893 11,883 37,899 62,080 65,222: 7,725 4,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,380: 941 2,472 1,014 1,267 -1,213 3,221 2,272: 159 1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 35.0 4.1 17.0 54.3 88.9 93.4: 11.1 6.6
Old : 100.0: 67.8 35.0 4.1 17.0 54.3 88.9 93.4: 11.1 6.6
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 : 253: 122 76 22 35 34 170 121:
Old : 253: 122 76 22 35 34 170 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 32.5 28.0 44.9 18.9 31.4 27.5 43.8
Old : 18.9 32.5 28.0 44.9 18.9 31.4 27.5 43.8
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 379,387: 118,433 47,866 76,510 160,856 232,899 355,799 357,275: 23,588 22,112
Old : 379,387: 118,433 47,866 76,510 160,856 232,899 355,799 357,275: 23,588 22,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 12,580: -3,812 2,567 2,400 12,639 5,831 11,228 10,798: 1,352 1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 12.6 20.2 42.4 61.4 93.8 94.2: 6.2 5.8
Old : 100.0: 31.2 12.6 20.2 42.4 61.4 93.8 94.2: 6.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 76 51 64 85 96 189 186:
Old : 234: 76 51 64 85 96 189 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 16.0 25.8 26.6 14.3 10.6 20.9 17.2
Old : 16.4 16.0 25.8 26.6 14.3 10.6 20.9 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,950: 2,321 839 1,229 7,015 9,192 10,565 11,260: 2,385 1,690
Old : 12,950: 2,321 839 1,229 7,015 9,192 10,565 11,260: 2,385 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 813: 164 62 11 440 750 615 823: 198 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.5 9.5 54.2 71.0 81.6 86.9: 18.4 13.1
Old : 100.0: 17.9 6.5 9.5 54.2 71.0 81.6 86.9: 18.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 4 5 12 13 19 19:
Old : 27: 4 4 5 12 13 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 : 46.9 40.9 62.8 63.8 38.3 38.4 50.9 56.6
Old : 46.9 40.9 62.8 63.8 38.3 38.4 50.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,972: 0 978 0 8,404 7,235 8,404 8,213: 568 759
Old : 8,972: 0 978 0 8,404 7,235 8,404 8,213: 568 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 0.0 93.7 80.6 93.7 91.5: 6.3 8.5
Old : 100.0: 0.0 10.9 0.0 93.7 80.6 93.7 91.5: 6.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 10 15 10 17:
Old : 20: 0 2 0 10 15 10 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 45.2 90.5 67.3 57.6 42.6 68.2 58.4
Old : 63.9 45.2 90.5 67.3 57.6 42.6 68.2 58.4
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,090: 639 5,842 3,024 11,849 7,960 15,512 16,826: 3,578 2,264
Old : 19,090: 639 5,842 3,024 11,849 7,960 15,512 16,826: 3,578 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 876: -992 332 550 1,358 37 916 919: -40 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 30.6 15.8 62.1 41.7 81.3 88.1: 18.7 11.9
Old : 100.0: 3.3 30.6 15.8 62.1 41.7 81.3 88.1: 18.7 11.9
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 : 26: 3 4 7 16 18 23 25:
Old : 26: 3 4 7 16 18 23 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 : 34.8 46.4 54.7 60.6 27.7 38.7 39.0 47.0
Old : 34.8 46.4 54.7 60.6 27.7 38.7 39.0 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,103: 1,249 382 260 3,809 4,462 5,318 5,104: 1,785 1,999
Old : 7,103: 1,249 382 260 3,809 4,462 5,318 5,104: 1,785 1,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.4 3.7 53.6 62.8 74.9 71.9: 25.1 28.1
Old : 100.0: 17.6 5.4 3.7 53.6 62.8 74.9 71.9: 25.1 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 5 12 13 17 18:
Old : 20: 3 2 5 12 13 17 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 : 38.7 37.1 58.2 56.5 34.5 35.8 48.4 49.1
Old : 38.7 37.1 58.2 56.5 34.5 35.8 48.4 49.1
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 23,625: 10,962 18,209 1,768 10,768 3,648 23,498 23,625: 127 0
Old : 23,625: 10,962 18,209 1,768 10,768 3,648 23,498 23,625: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 980: 970 820 0 70 160 1,040 980: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 77.1 7.5 45.6 15.4 99.5 100.0: 0.5 0.0
Old : 100.0: 46.4 77.1 7.5 45.6 15.4 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 1 12 6 18 11:
Old : 24: 5 5 1 12 6 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 : 81.7 84.3 92.2 97.5 77.2 76.8 86.4 89.2
Old : 81.7 84.3 92.2 97.5 77.2 76.8 86.4 89.2
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 20,087: 8,043 8,112 6,185 5,342 5,278 19,570 19,575: 517 512
Old : 20,087: 8,043 8,112 6,185 5,342 5,278 19,570 19,575: 517 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,409: 464 621 1,139 743 451 2,346 2,211: 63 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 40.4 30.8 26.6 26.3 97.4 97.5: 2.6 2.5
Old : 100.0: 40.0 40.4 30.8 26.6 26.3 97.4 97.5: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 16 21 10 10 37 38:
Old : 44: 18 16 21 10 10 37 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 : 32.1 39.6 52.7 56.3 22.9 33.6 36.5 42.9
Old : 32.1 39.6 52.7 56.3 22.9 33.6 36.5 42.9
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,040: 2,124 225 0 28,486 30,815 30,610 31,040: 430 0
Old : 31,040: 2,124 225 0 28,486 30,815 30,610 31,040: 430 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,363: 15 175 0 3,303 3,188 3,318 3,363: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.7 0.0 91.8 99.3 98.6 100.0: 1.4 0.0
Old : 100.0: 6.8 0.7 0.0 91.8 99.3 98.6 100.0: 1.4 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 : 40: 2 2 0 27 23 29 25:
Old : 40: 2 2 0 27 23 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 57.0 65.5 82.2 29.6 51.0 49.1 63.3
Old : 40.5 57.0 65.5 82.2 29.6 51.0 49.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,346: 1,936 6,633 648 10,735 7,003 13,319 14,284: 1,027 62
Old : 14,346: 1,936 6,633 648 10,735 7,003 13,319 14,284: 1,027 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 336: 26 224 -13 534 398 547 609: -211 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 46.2 4.5 74.8 48.8 92.8 99.6: 7.2 0.4
Old : 100.0: 13.5 46.2 4.5 74.8 48.8 92.8 99.6: 7.2 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 : 35: 5 7 4 19 13 27 21:
Old : 35: 5 7 4 19 13 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 60.9 72.0 80.6 50.8 58.1 69.1 75.2
Old : 51.4 60.9 72.0 80.6 50.8 58.1 69.1 75.2
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, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,031: 395 1,924 648 8,444 6,914 9,487 9,486: 544 545
Old : 10,031: 395 1,924 648 8,444 6,914 9,487 9,486: 544 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 520: 34 219 41 436 188 511 448: 9 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 19.2 6.5 84.2 68.9 94.6 94.6: 5.4 5.4
Old : 100.0: 3.9 19.2 6.5 84.2 68.9 94.6 94.6: 5.4 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 : 40: 5 7 7 20 18 29 29:
Old : 40: 5 7 7 20 18 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 47.5 74.9 68.5 47.7 44.8 62.2 61.6
Old : 54.7 47.5 74.9 68.5 47.7 44.8 62.2 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,185: 667 140 70 358 810 1,095 1,020: 90 165
Old : 1,185: 667 140 70 358 810 1,095 1,020: 90 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 132: 122 0 -10 0 142 112 132: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 11.8 5.9 30.2 68.4 92.4 86.1: 7.6 13.9
Old : 100.0: 56.3 11.8 5.9 30.2 68.4 92.4 86.1: 7.6 13.9
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 : 26: 6 4 3 6 13 13 19:
Old : 26: 6 4 3 6 13 13 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 : 49.1 31.3 79.2 53.4 48.3 27.4 71.6 46.4
Old : 49.1 31.3 79.2 53.4 48.3 27.4 71.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 29,062: 961 5,647 2,589 19,755 16,133 23,305 24,369: 5,757 4,693
Old : 29,062: 961 5,647 2,589 19,755 16,133 23,305 24,369: 5,757 4,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,149: 961 -122 276 -325 2,333 912 2,487: 237 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 19.4 8.9 68.0 55.5 80.2 83.9: 19.8 16.1
Old : 100.0: 3.3 19.4 8.9 68.0 55.5 80.2 83.9: 19.8 16.1
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 : 23: 1 3 3 17 15 20 19:
Old : 23: 1 3 3 17 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 43.7 55.9 61.7 27.4 33.2 38.7 44.0
Old : 37.4 43.7 55.9 61.7 27.4 33.2 38.7 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016