GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 57,081: 23,069 5,675 1,584 31,680 49,314 56,333 56,573: 748 508 Old : 57,081: 23,069 5,675 1,584 31,680 49,314 56,333 56,573: 748 508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 2,949: 476 1,093 -134 2,607 1,971 2,949 2,930: 0 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 9.9 2.8 55.5 86.4 98.7 99.1: 1.3 0.9 Old : 100.0: 40.4 9.9 2.8 55.5 86.4 98.7 99.1: 1.3 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 : 53: 3 7 5 35 36 41 45: Old : 53: 3 7 5 35 36 41 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 41.6 74.6 57.7 44.4 27.1 48.7 35.8 Old : 59.1 41.6 74.6 57.7 44.4 27.1 48.7 35.8 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 26, 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 : 6,663: 625 200 0 6,027 6,452 6,652 6,652: 11 11 Old : 6,663: 625 200 0 6,027 6,452 6,652 6,652: 11 11 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 961: 0 0 0 961 961 961 961: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 3.0 0.0 90.5 96.8 99.8 99.8: 0.2 0.2 Old : 100.0: 9.4 3.0 0.0 90.5 96.8 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 15 14 16 15: Old : 20: 1 1 0 15 14 16 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 : 68.9 58.6 94.2 80.7 47.8 39.7 57.5 53.4 Old : 68.9 58.6 94.2 80.7 47.8 39.7 57.5 53.4 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 26, 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 : 9,063: 904 548 1,092 6,224 6,906 8,220 8,546: 843 517 Old : 9,063: 904 548 1,092 6,224 6,906 8,220 8,546: 843 517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 528: -45 0 176 415 408 546 584: -18 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 6.0 12.0 68.7 76.2 90.7 94.3: 9.3 5.7 Old : 100.0: 10.0 6.0 12.0 68.7 76.2 90.7 94.3: 9.3 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 3 6 29 28 36 35: Old : 39: 4 3 6 29 28 36 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 30.0 53.5 49.3 17.8 17.2 23.6 26.1 Old : 34.4 30.0 53.5 49.3 17.8 17.2 23.6 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 1,544: 122 268 208 789 626 1,119 1,102: 425 442 Old : 1,544: 122 268 208 789 626 1,119 1,102: 425 442 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 17.4 13.5 51.1 40.5 72.5 71.4: 27.5 28.6 Old : 100.0: 7.9 17.4 13.5 51.1 40.5 72.5 71.4: 27.5 28.6 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 : 20: 3 2 3 12 12 17 15: Old : 20: 3 2 3 12 12 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 41.2 56.0 57.6 25.1 28.8 38.3 37.0 Old : 33.5 41.2 56.0 57.6 25.1 28.8 38.3 37.0 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 26, 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 : 7,697: 1,456 275 334 5,394 6,734 7,184 7,343: 513 354 Old : 7,697: 1,456 275 334 5,394 6,734 7,184 7,343: 513 354 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 767: 105 61 0 631 706 736 767: 31 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 3.6 4.3 70.1 87.5 93.3 95.4: 6.7 4.6 Old : 100.0: 18.9 3.6 4.3 70.1 87.5 93.3 95.4: 6.7 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 6 4 6 31 38 38 47: Old : 49: 6 4 6 31 38 38 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 31.7 59.4 51.6 23.3 22.1 31.2 30.7 Old : 41.3 31.7 59.4 51.6 23.3 22.1 31.2 30.7 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 26, 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 : 7,037: 798 1,319 838 5,187 4,061 6,823 6,218: 214 819 Old : 7,037: 798 1,319 838 5,187 4,061 6,823 6,218: 214 819 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 293: 70 -45 73 175 258 318 286: -25 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 18.7 11.9 73.7 57.7 97.0 88.4: 3.0 11.6 Old : 100.0: 11.3 18.7 11.9 73.7 57.7 97.0 88.4: 3.0 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 8 4 7 26 18 37 27: Old : 44: 8 4 7 26 18 37 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 45.4 55.9 66.5 35.7 45.0 52.5 63.0 Old : 36.4 45.4 55.9 66.5 35.7 45.0 52.5 63.0 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 26, 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 : 1,616: 195 685 60 1,276 796 1,531 1,541: 85 75 Old : 1,616: 195 685 60 1,276 796 1,531 1,541: 85 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 110: 90 80 -10 50 50 130 120: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 42.4 3.7 79.0 49.3 94.7 95.4: 5.3 4.6 Old : 100.0: 12.1 42.4 3.7 79.0 49.3 94.7 95.4: 5.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 9 2 16 13 19 24: Old : 33: 3 9 2 16 13 19 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 : 46.7 37.9 66.6 60.0 41.4 32.6 59.9 54.0 Old : 46.7 37.9 66.6 60.0 41.4 32.6 59.9 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 27,152: 136 12,182 120 26,884 14,584 27,140 26,886: 12 266 Old : 27,152: 136 12,182 120 26,884 14,584 27,140 26,886: 12 266 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,270: 0 200 0 1,270 1,070 1,270 1,270: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 44.9 0.4 99.0 53.7 100.0 99.0: 0.0 1.0 Old : 100.0: 0.5 44.9 0.4 99.0 53.7 100.0 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 : 30: 1 3 1 21 13 23 16: Old : 30: 1 3 1 21 13 23 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 : 54.2 68.6 76.2 90.3 39.4 66.7 58.0 72.7 Old : 54.2 68.6 76.2 90.3 39.4 66.7 58.0 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 5,015: 1,067 1,965 391 2,960 2,341 4,418 4,697: 597 318 Old : 5,015: 1,067 1,965 391 2,960 2,341 4,418 4,697: 597 318 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 203: 68 -52 111 10 150 189 209: 14 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 39.2 7.8 59.0 46.7 88.1 93.7: 11.9 6.3 Old : 100.0: 21.3 39.2 7.8 59.0 46.7 88.1 93.7: 11.9 6.3 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 : 42: 6 7 9 21 19 32 30: Old : 42: 6 7 9 21 19 32 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 : 45.9 43.2 60.9 64.0 43.7 41.0 56.8 59.6 Old : 45.9 43.2 60.9 64.0 43.7 41.0 56.8 59.6 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 26, 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 : 367,661: 69,928 63,186 59,769 193,183 200,578 322,880 323,533: 44,781 44,128 Old : 367,661: 69,928 63,186 59,769 193,183 200,578 322,880 323,533: 44,781 44,128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -14,519: 1,565 -5,456 -8,417 -5,237 1,471 -12,089 -12,401: -2,430 -2,118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 17.2 16.3 52.5 54.6 87.8 88.0: 12.2 12.0 Old : 100.0: 19.0 17.2 16.3 52.5 54.6 87.8 88.0: 12.2 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 199: 42 56 62 81 93 161 179: Old : 199: 42 56 62 81 93 161 179: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.4 12.2 20.3 21.0 10.8 8.8 18.7 13.9 Old : 11.4 12.2 20.3 21.0 10.8 8.8 18.7 13.9 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 26, 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 : 45,431: 0 800 400 33,446 37,880 33,846 39,080: 11,585 6,351 Old : 45,431: 0 800 400 33,446 37,880 33,846 39,080: 11,585 6,351 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,610: 0 475 50 2,541 -335 2,591 190: -981 1,420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.9 73.6 83.4 74.5 86.0: 25.5 14.0 Old : 100.0: 0.0 1.8 0.9 73.6 83.4 74.5 86.0: 25.5 14.0 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 : 35: 0 2 2 24 30 26 32: Old : 35: 0 2 2 24 30 26 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 31.3 49.5 46.8 29.0 20.9 39.8 34.9 Old : 32.0 31.3 49.5 46.8 29.0 20.9 39.8 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 920,223: 213,701 389,241 276,391 362,772 211,821 852,864 877,453: 67,359 42,770 Old : 920,223: 213,701 389,241 276,391 362,772 211,821 852,864 877,453: 67,359 42,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -30,822: -28 -2,431 -27,230 -5,694 -4,154 -32,952 -33,815: 2,130 2,993 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 42.3 30.0 39.4 23.0 92.7 95.4: 7.3 4.6 Old : 100.0: 23.2 42.3 30.0 39.4 23.0 92.7 95.4: 7.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 297: 98 116 135 66 54 243 238: Old : 297: 98 116 135 66 54 243 238: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.5 19.4 25.8 31.8 10.8 16.6 18.1 23.4 Old : 14.5 19.4 25.8 31.8 10.8 16.6 18.1 23.4 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 26, 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 : 680,940: 36,936 27,256 214,762 425,341 436,950 677,039 678,968: 3,900 1,971 Old : 680,940: 36,936 27,256 214,762 425,341 436,950 677,039 678,968: 3,900 1,971 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -125,817: -9,228 -18,710 -63,418 -52,586 -43,269 -125,231 -125,397: -586 -420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 4.0 31.5 62.5 64.2 99.4 99.7: 0.6 0.3 Old : 100.0: 5.4 4.0 31.5 62.5 64.2 99.4 99.7: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 126: 46 24 60 50 54 116 118: Old : 126: 46 24 60 50 54 116 118: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 36.4 55.8 54.2 6.2 6.0 8.8 8.8 Old : 39.1 36.4 55.8 54.2 6.2 6.0 8.8 8.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 312,970: 76,093 103,270 62,753 167,130 139,641 305,975 305,663: 6,994 7,307 Old : 312,970: 76,093 103,270 62,753 167,130 139,641 305,975 305,663: 6,994 7,307 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,832: 419 1,375 -2,392 3,454 1,897 1,482 880: 351 953 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 33.0 20.1 53.4 44.6 97.8 97.7: 2.2 2.3 Old : 100.0: 24.3 33.0 20.1 53.4 44.6 97.8 97.7: 2.2 2.3 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 : 78: 20 13 28 42 36 73 67: Old : 78: 20 13 28 42 36 73 67: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 42.5 50.0 53.6 29.3 34.9 39.0 40.6 Old : 34.5 42.5 50.0 53.6 29.3 34.9 39.0 40.6 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 26, 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 : 118,719: 27,748 25,996 18,935 65,879 69,273 112,562 114,204: 6,157 4,515 Old : 118,719: 27,748 25,996 18,935 65,879 69,273 112,562 114,204: 6,157 4,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 6,101: 2,499 1,747 3,101 3,166 1,737 8,766 6,585: -2,665 -484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 21.9 15.9 55.5 58.4 94.8 96.2: 5.2 3.8 Old : 100.0: 23.4 21.9 15.9 55.5 58.4 94.8 96.2: 5.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 15 18 22 25 24 51 53: Old : 60: 15 18 22 25 24 51 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 33.0 52.0 46.3 23.8 24.5 32.4 32.0 Old : 34.0 33.0 52.0 46.3 23.8 24.5 32.4 32.0 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 26, 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 : 1,471,172: 557,504 55,060 113,598 759,887 1,273,120 1,430,989 1,441,778: 40,183 29,394 Old : 1,471,172: 557,504 55,060 113,598 759,887 1,273,120 1,430,989 1,441,778: 40,183 29,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 34,866: 7,205 -5,633 13,558 14,882 26,419 35,645 34,344: -779 522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 3.7 7.7 51.7 86.5 97.3 98.0: 2.7 2.0 Old : 100.0: 37.9 3.7 7.7 51.7 86.5 97.3 98.0: 2.7 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 : 102: 23 13 31 59 55 93 89: Old : 102: 23 13 31 59 55 93 89: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 36.5 62.0 58.7 46.4 35.3 53.5 53.1 Old : 49.6 36.5 62.0 58.7 46.4 35.3 53.5 53.1 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 26, 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 : 337,497: 13,600 51,369 46,969 275,101 236,953 335,670 335,291: 1,827 2,206 Old : 337,497: 13,600 51,369 46,969 275,101 236,953 335,670 335,291: 1,827 2,206 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 3,911: -475 8,006 -728 5,353 -3,127 4,150 4,151: -239 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 15.2 13.9 81.5 70.2 99.5 99.3: 0.5 0.7 Old : 100.0: 4.0 15.2 13.9 81.5 70.2 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 : 74: 9 25 26 38 30 67 61: Old : 74: 9 25 26 38 30 67 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 : 36.8 46.0 60.2 66.7 33.5 33.4 47.8 44.0 Old : 36.8 46.0 60.2 66.7 33.5 33.4 47.8 44.0 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 26, 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 : 132,284: 44,437 69,434 21,320 65,382 40,355 131,139 131,109: 1,145 1,175 Old : 132,284: 44,437 69,434 21,320 65,382 40,355 131,139 131,109: 1,145 1,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,223: 483 -2,063 1,162 -637 2,091 1,008 1,190: 215 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 52.5 16.1 49.4 30.5 99.1 99.1: 0.9 0.9 Old : 100.0: 33.6 52.5 16.1 49.4 30.5 99.1 99.1: 0.9 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 : 57: 15 19 17 20 23 47 47: Old : 57: 15 19 17 20 23 47 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.0 33.9 61.9 57.2 30.2 31.3 49.0 47.9 Old : 37.0 33.9 61.9 57.2 30.2 31.3 49.0 47.9 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 26, 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 : 33,277: 19,890 6,345 3,876 8,898 22,751 32,664 32,972: 613 305 Old : 33,277: 19,890 6,345 3,876 8,898 22,751 32,664 32,972: 613 305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,416: 1,155 -875 608 -222 1,713 1,541 1,446: -125 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 19.1 11.6 26.7 68.4 98.2 99.1: 1.8 0.9 Old : 100.0: 59.8 19.1 11.6 26.7 68.4 98.2 99.1: 1.8 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 : 38: 15 7 14 13 11 32 28: Old : 38: 15 7 14 13 11 32 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 : 55.1 57.4 69.9 79.7 54.2 48.4 64.4 66.7 Old : 55.1 57.4 69.9 79.7 54.2 48.4 64.4 66.7 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 26, 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 : 4,667: 806 772 1,838 2,023 2,057 4,667 4,667: 0 0 Old : 4,667: 806 772 1,838 2,023 2,057 4,667 4,667: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -71: -58 131 -42 29 -160 -71 -71: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 16.5 39.4 43.3 44.1 100.0 100.0: 0.0 0.0 Old : 100.0: 17.3 16.5 39.4 43.3 44.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 8 6 8 7 7 19 17: Old : 23: 8 6 8 7 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 : 64.1 67.6 86.4 85.9 28.0 25.4 32.8 30.6 Old : 64.1 67.6 86.4 85.9 28.0 25.4 32.8 30.6 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 26, 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 : 20,004: 4,863 7,660 9,975 5,166 2,369 20,004 20,004: 0 0 Old : 20,004: 4,863 7,660 9,975 5,166 2,369 20,004 20,004: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,913: 1,093 1,163 656 165 94 1,913 1,913: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 38.3 49.9 25.8 11.8 100.0 100.0: 0.0 0.0 Old : 100.0: 24.3 38.3 49.9 25.8 11.8 100.0 100.0: 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: 6 6 10 8 6 19 17: Old : 20: 6 6 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 : 59.8 80.1 86.0 93.2 28.3 38.2 36.5 38.3 Old : 59.8 80.1 86.0 93.2 28.3 38.2 36.5 38.3 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 26, 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 : 46,614: 4,590 1,749 4,474 37,249 40,046 46,313 46,269: 301 345 Old : 46,614: 4,590 1,749 4,474 37,249 40,046 46,313 46,269: 301 345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 236: -627 161 -462 1,456 500 366 199: -130 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 3.8 9.6 79.9 85.9 99.4 99.3: 0.6 0.7 Old : 100.0: 9.8 3.8 9.6 79.9 85.9 99.4 99.3: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 90: 13 13 12 52 60 73 77: Old : 90: 13 13 12 52 60 73 77: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 36.2 50.8 55.0 16.9 18.7 24.1 24.8 Old : 31.8 36.2 50.8 55.0 16.9 18.7 24.1 24.8 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 26, 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 : 4,722: 391 643 604 2,880 3,131 3,875 4,378: 847 344 Old : 4,722: 391 643 604 2,880 3,131 3,875 4,378: 847 344 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 201: 57 -72 52 139 172 248 152: -47 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 13.6 12.8 61.0 66.3 82.1 92.7: 17.9 7.3 Old : 100.0: 8.3 13.6 12.8 61.0 66.3 82.1 92.7: 17.9 7.3 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 : 42: 5 4 5 26 26 33 33: Old : 42: 5 4 5 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 : 28.2 35.0 45.2 52.9 26.9 27.8 40.0 42.7 Old : 28.2 35.0 45.2 52.9 26.9 27.8 40.0 42.7 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 26, 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 : 169,893: 12,149 1,405 2,364 155,145 166,124 169,658 169,893: 235 0 Old : 169,893: 12,149 1,405 2,364 155,145 166,124 169,658 169,893: 235 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,614: -20 0 -16 1,651 1,630 1,614 1,614: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.8 1.4 91.3 97.8 99.9 100.0: 0.1 0.0 Old : 100.0: 7.2 0.8 1.4 91.3 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 : 56.2 74.4 78.1 88.6 45.0 57.4 60.1 64.8 Old : 56.2 74.4 78.1 88.6 45.0 57.4 60.1 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 26, 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 : 3,284,660: 187,200 0 0 3,097,460 3,284,660 3,284,660 3,284,660: 0 0 Old : 3,284,660: 187,200 0 0 3,097,460 3,284,660 3,284,660 3,284,660: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -2,967: 0 0 0 -2,967 -2,967 -2,967 -2,967: 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 17 21 17: Old : 25: 1 0 0 20 17 21 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 : 63.4 78.5 84.5 90.1 39.5 47.9 52.1 55.4 Old : 63.4 78.5 84.5 90.1 39.5 47.9 52.1 55.4 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 26, 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 19, 2016 : : 0: 0 0 0 0 0 0 0: 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 17 17 17: Old : 23: 1 0 0 16 17 17 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 : 66.3 60.5 85.1 84.6 56.9 54.8 70.0 66.8 Old : 66.3 60.5 85.1 84.6 56.9 54.8 70.0 66.8 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 26, 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 : 1,548,523: 3,357 0 0 1,545,166 1,548,523 1,548,523 1,548,523: 0 0 Old : 1,548,523: 3,357 0 0 1,545,166 1,548,523 1,548,523 1,548,523: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -19,600: 0 0 0 -19,600 -19,600 -19,600 -19,600: 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 : 59.1 87.0 80.8 96.3 49.9 67.8 65.7 75.7 Old : 59.1 87.0 80.8 96.3 49.9 67.8 65.7 75.7 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 26, 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 : 31,120: 0 0 0 31,040 31,120 31,040 31,120: 80 0 Old : 31,120: 0 0 0 31,040 31,120 31,040 31,120: 80 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 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 26, 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 : 23,058: 1,083 62 62 21,773 22,664 22,918 22,788: 140 270 Old : 23,058: 1,083 62 62 21,773 22,664 22,918 22,788: 140 270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 487: 85 0 0 402 487 487 487: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.3 0.3 94.4 98.3 99.4 98.8: 0.6 1.2 Old : 100.0: 4.7 0.3 0.3 94.4 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 : 36: 2 1 1 22 27 24 29: Old : 36: 2 1 1 22 27 24 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 : 69.2 44.9 86.9 72.3 55.0 38.4 61.3 51.6 Old : 69.2 44.9 86.9 72.3 55.0 38.4 61.3 51.6 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 26, 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 : 107,307: 1,696 9,270 861 103,790 96,729 106,347 106,860: 960 447 Old : 107,307: 1,696 9,270 861 103,790 96,729 106,347 106,860: 960 447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 3,373: 326 170 -189 3,126 3,335 3,263 3,316: 110 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 8.6 0.8 96.7 90.1 99.1 99.6: 0.9 0.4 Old : 100.0: 1.6 8.6 0.8 96.7 90.1 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 : 82: 6 11 6 56 50 66 64: Old : 82: 6 11 6 56 50 66 64: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 37.8 66.8 59.3 27.7 28.2 34.3 37.2 Old : 47.0 37.8 66.8 59.3 27.7 28.2 34.3 37.2 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 26, 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 : 31,422: 2,193 4,160 498 28,355 26,374 31,046 31,032: 376 390 Old : 31,422: 2,193 4,160 498 28,355 26,374 31,046 31,032: 376 390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,712: -111 115 96 1,775 1,502 1,760 1,713: -48 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 13.2 1.6 90.2 83.9 98.8 98.8: 1.2 1.2 Old : 100.0: 7.0 13.2 1.6 90.2 83.9 98.8 98.8: 1.2 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 : 53: 6 5 5 34 35 42 44: Old : 53: 6 5 5 34 35 42 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.7 49.8 61.7 67.6 25.9 34.8 37.5 41.3 Old : 36.7 49.8 61.7 67.6 25.9 34.8 37.5 41.3 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 26, 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 : 9,349: 90 771 319 8,524 7,981 8,933 9,071: 416 278 Old : 9,349: 90 771 319 8,524 7,981 8,933 9,071: 416 278 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 249: 0 239 -69 308 69 239 239: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 8.2 3.4 91.2 85.4 95.6 97.0: 4.4 3.0 Old : 100.0: 1.0 8.2 3.4 91.2 85.4 95.6 97.0: 4.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 4 3 27 26 31 31: Old : 39: 1 4 3 27 26 31 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 36.7 66.9 56.9 43.5 33.3 53.4 47.4 Old : 51.4 36.7 66.9 56.9 43.5 33.3 53.4 47.4 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 26, 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 : 13,008: 269 671 73 11,925 11,941 12,267 12,685: 741 323 Old : 13,008: 269 671 73 11,925 11,941 12,267 12,685: 741 323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 562: 190 -10 0 495 550 685 540: -123 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 5.2 0.6 91.7 91.8 94.3 97.5: 5.7 2.5 Old : 100.0: 2.1 5.2 0.6 91.7 91.8 94.3 97.5: 5.7 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 3 3 24 19 28 23: Old : 32: 2 3 3 24 19 28 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 : 46.5 48.7 68.9 71.2 31.9 37.5 46.8 54.0 Old : 46.5 48.7 68.9 71.2 31.9 37.5 46.8 54.0 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 26, 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 : 2,514,223: 543,177 290,896 993,430 874,122 1,133,613 2,410,728 2,417,938: 103,495 96,285 Old : 2,514,223: 543,177 290,896 993,430 874,122 1,133,613 2,410,728 2,417,938: 103,495 96,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 114,219: 28,901 6,455 44,797 45,714 58,865 119,412 110,117: -5,193 4,102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 11.6 39.5 34.8 45.1 95.9 96.2: 4.1 3.8 Old : 100.0: 21.6 11.6 39.5 34.8 45.1 95.9 96.2: 4.1 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 469: 176 166 234 99 110 402 392: Old : 469: 176 166 234 99 110 402 392: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.3 10.4 22.2 18.0 11.8 5.6 15.3 9.3 Old : 13.3 10.4 22.2 18.0 11.8 5.6 15.3 9.3 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 26, 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 : 120,250: 38,330 10,507 38,286 42,211 70,472 118,828 119,265: 1,422 984 Old : 120,250: 38,330 10,507 38,286 42,211 70,472 118,828 119,265: 1,422 984 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 17,898: -249 2,822 8,630 11,409 6,780 19,789 18,232: -1,891 -334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 8.7 31.8 35.1 58.6 98.8 99.2: 1.2 0.8 Old : 100.0: 31.9 8.7 31.8 35.1 58.6 98.8 99.2: 1.2 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 : 28: 5 4 4 18 16 24 23: Old : 28: 5 4 4 18 16 24 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 : 65.0 56.7 78.9 82.7 31.8 34.5 38.0 40.3 Old : 65.0 56.7 78.9 82.7 31.8 34.5 38.0 40.3 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 26, 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 : 119,861: 68,160 12,297 608 37,030 61,782 105,798 74,687: 14,063 45,174 Old : 119,861: 68,160 12,297 608 37,030 61,782 105,798 74,687: 14,063 45,174 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 2,386: -564 691 -291 2,795 8,140 1,940 8,540: 446 -6,154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.9 10.3 0.5 30.9 51.5 88.3 62.3: 11.7 37.7 Old : 100.0: 56.9 10.3 0.5 30.9 51.5 88.3 62.3: 11.7 37.7 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 : 28: 4 4 4 15 18 22 23: Old : 28: 4 4 4 15 18 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.9 29.9 80.1 44.4 69.3 29.1 76.8 41.8 Old : 70.9 29.9 80.1 44.4 69.3 29.1 76.8 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 33,426: 21,141 21,472 7,055 4,641 4,306 32,837 32,833: 589 592 Old : 33,426: 21,141 21,472 7,055 4,641 4,306 32,837 32,833: 589 592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -4,315: 674 304 -4,137 -862 -323 -4,325 -4,156: 10 -159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 64.2 21.1 13.9 12.9 98.2 98.2: 1.8 1.8 Old : 100.0: 63.2 64.2 21.1 13.9 12.9 98.2 98.2: 1.8 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 14 1 9 9 10 24 20: Old : 26: 14 1 9 9 10 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 78.5 75.8 89.6 38.5 70.4 60.1 71.2 Old : 49.5 78.5 75.8 89.6 38.5 70.4 60.1 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 140,885: 20,898 1,970 28,748 79,371 90,045 129,018 120,764: 11,867 20,121 Old : 140,885: 20,898 1,970 28,748 79,371 90,045 129,018 120,764: 11,867 20,121 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -1,548: 282 -38 -941 -633 -223 -1,292 -1,202: -256 -346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 1.4 20.4 56.3 63.9 91.6 85.7: 8.4 14.3 Old : 100.0: 14.8 1.4 20.4 56.3 63.9 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 : 31.4 33.8 51.8 51.1 14.5 14.4 20.7 18.4 Old : 31.4 33.8 51.8 51.1 14.5 14.4 20.7 18.4 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 26, 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 : 189,417: 24,373 79,654 76,411 83,576 27,560 184,360 183,626: 5,057 5,791 Old : 189,417: 24,373 79,654 76,411 83,576 27,560 184,360 183,626: 5,057 5,791 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 11,281: 4,112 2,529 5,817 2,047 2,398 11,976 10,744: -695 536 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 42.1 40.3 44.1 14.6 97.3 96.9: 2.7 3.1 Old : 100.0: 12.9 42.1 40.3 44.1 14.6 97.3 96.9: 2.7 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 16 10 27 16 18 45 46: Old : 49: 16 10 27 16 18 45 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 : 38.9 52.0 55.6 74.7 25.5 39.3 35.9 47.3 Old : 38.9 52.0 55.6 74.7 25.5 39.3 35.9 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 128,240: 14,408 6,804 84,996 28,618 36,053 128,022 127,852: 217 387 Old : 128,240: 14,408 6,804 84,996 28,618 36,053 128,022 127,852: 217 387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 14,643: 2,009 2,076 9,249 3,355 3,596 14,613 14,921: 30 -278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 5.3 66.3 22.3 28.1 99.8 99.7: 0.2 0.3 Old : 100.0: 11.2 5.3 66.3 22.3 28.1 99.8 99.7: 0.2 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 : 24: 2 8 8 13 9 21 19: Old : 24: 2 8 8 13 9 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.7 73.9 93.5 89.8 14.1 10.8 15.4 14.6 Old : 84.7 73.9 93.5 89.8 14.1 10.8 15.4 14.6 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 26, 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 : 16,340: 585 0 90 15,545 16,095 16,220 16,185: 120 155 Old : 16,340: 585 0 90 15,545 16,095 16,220 16,185: 120 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -1,392: -75 0 0 -1,302 -1,390 -1,377 -1,390: -15 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 0.0 0.6 95.1 98.5 99.3 99.1: 0.7 0.9 Old : 100.0: 3.6 0.0 0.6 95.1 98.5 99.3 99.1: 0.7 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: 2 0 1 20 16 22 17: Old : 30: 2 0 1 20 16 22 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 : 60.4 75.7 83.5 91.6 53.8 69.1 72.8 80.2 Old : 60.4 75.7 83.5 91.6 53.8 69.1 72.8 80.2 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 26, 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 : 26,449: 16,915 12,679 1,235 6,779 10,644 24,929 24,558: 1,520 1,891 Old : 26,449: 16,915 12,679 1,235 6,779 10,644 24,929 24,558: 1,520 1,891 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -335: -698 266 234 110 -722 -355 -222: 20 -113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 47.9 4.7 25.6 40.2 94.3 92.9: 5.7 7.1 Old : 100.0: 64.0 47.9 4.7 25.6 40.2 94.3 92.9: 5.7 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 176: 65 64 22 31 27 107 104: Old : 176: 65 64 22 31 27 107 104: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.8 26.0 43.1 41.2 30.8 25.9 42.8 40.7 Old : 30.8 26.0 43.1 41.2 30.8 25.9 42.8 40.7 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 26, 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 : 68,279: 48,044 26,008 3,389 10,431 34,910 61,863 64,308: 6,416 3,972 Old : 68,279: 48,044 26,008 3,389 10,431 34,910 61,863 64,308: 6,416 3,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : -2,497: -288 -1,759 -3 -1,204 -79 -1,495 -1,841: -1,002 -655 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 38.1 5.0 15.3 51.1 90.6 94.2: 9.4 5.8 Old : 100.0: 70.4 38.1 5.0 15.3 51.1 90.6 94.2: 9.4 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 : 245: 121 69 19 31 37 163 115: Old : 245: 121 69 19 31 37 163 115: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.4 30.2 29.0 42.8 19.4 30.0 28.2 42.4 Old : 19.4 30.2 29.0 42.8 19.4 30.0 28.2 42.4 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 26, 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 : 401,787: 120,701 45,771 81,817 176,734 252,066 379,252 379,654: 22,534 22,133 Old : 401,787: 120,701 45,771 81,817 176,734 252,066 379,252 379,654: 22,534 22,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 6,433: -3,622 -2,989 4,595 7,074 5,347 8,046 6,953: -1,613 -520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 11.4 20.4 44.0 62.7 94.4 94.5: 5.6 5.5 Old : 100.0: 30.0 11.4 20.4 44.0 62.7 94.4 94.5: 5.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 240: 79 45 70 91 102 198 195: Old : 240: 79 45 70 91 102 198 195: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.5 16.5 24.5 28.2 12.9 9.5 18.8 16.0 Old : 15.5 16.5 24.5 28.2 12.9 9.5 18.8 16.0 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 26, 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 : 14,228: 2,161 839 1,386 8,176 10,323 11,723 12,548: 2,505 1,680 Old : 14,228: 2,161 839 1,386 8,176 10,323 11,723 12,548: 2,505 1,680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 975: 0 0 -3 928 1,061 925 1,058: 50 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 5.9 9.7 57.5 72.6 82.4 88.2: 17.6 11.8 Old : 100.0: 15.2 5.9 9.7 57.5 72.6 82.4 88.2: 17.6 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 4 5 12 15 19 21: Old : 28: 4 4 5 12 15 19 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 : 48.2 41.2 64.3 62.5 37.5 39.0 50.7 55.9 Old : 48.2 41.2 64.3 62.5 37.5 39.0 50.7 55.9 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 26, 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 : 9,819: 0 1,578 0 9,551 7,082 9,551 8,660: 268 1,159 Old : 9,819: 0 1,578 0 9,551 7,082 9,551 8,660: 268 1,159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 37: 0 0 0 267 -413 267 -413: -230 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 16.1 0.0 97.3 72.1 97.3 88.2: 2.7 11.8 Old : 100.0: 0.0 16.1 0.0 97.3 72.1 97.3 88.2: 2.7 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 12 13 12 15: Old : 22: 0 2 0 12 13 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 45.5 88.3 67.1 58.5 44.2 78.8 62.7 Old : 59.6 45.5 88.3 67.1 58.5 44.2 78.8 62.7 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 26, 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 : 21,693: 1,148 7,869 3,175 13,549 8,205 17,872 19,249: 3,821 2,444 Old : 21,693: 1,148 7,869 3,175 13,549 8,205 17,872 19,249: 3,821 2,444 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,805: 555 1,450 30 1,035 320 1,620 1,800: 185 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 36.3 14.6 62.5 37.8 82.4 88.7: 17.6 11.3 Old : 100.0: 5.3 36.3 14.6 62.5 37.8 82.4 88.7: 17.6 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 5 7 16 18 23 25: Old : 26: 2 5 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 : 33.7 48.9 53.0 61.7 25.9 41.5 39.1 47.3 Old : 33.7 48.9 53.0 61.7 25.9 41.5 39.1 47.3 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 26, 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 : 8,583: 1,955 452 343 4,887 5,580 7,185 6,375: 1,398 2,208 Old : 8,583: 1,955 452 343 4,887 5,580 7,185 6,375: 1,398 2,208 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 792: 453 150 20 720 705 1,193 875: -401 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 5.3 4.0 56.9 65.0 83.7 74.3: 16.3 25.7 Old : 100.0: 22.8 5.3 4.0 56.9 65.0 83.7 74.3: 16.3 25.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 3 5 14 17 20 22: Old : 24: 3 3 5 14 17 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 35.0 61.6 52.0 41.0 34.2 52.0 45.5 Old : 42.8 35.0 61.6 52.0 41.0 34.2 52.0 45.5 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 26, 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 : 24,650: 11,212 19,122 1,768 11,543 3,760 24,523 24,650: 127 0 Old : 24,650: 11,212 19,122 1,768 11,543 3,760 24,523 24,650: 127 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 616: 100 516 0 516 100 616 616: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.5 77.6 7.2 46.8 15.3 99.5 100.0: 0.5 0.0 Old : 100.0: 45.5 77.6 7.2 46.8 15.3 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 : 81.2 83.6 91.3 96.3 76.9 76.5 86.0 88.6 Old : 81.2 83.6 91.3 96.3 76.9 76.5 86.0 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 23,329: 9,176 9,222 7,881 5,895 5,842 22,952 22,945: 377 384 Old : 23,329: 9,176 9,222 7,881 5,895 5,842 22,952 22,945: 377 384 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 2,750: 599 850 1,454 687 473 2,740 2,777: 10 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 39.5 33.8 25.3 25.0 98.4 98.4: 1.6 1.6 Old : 100.0: 39.3 39.5 33.8 25.3 25.0 98.4 98.4: 1.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 21 14 24 10 10 40 40: Old : 46: 21 14 24 10 10 40 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 40.7 48.9 58.5 22.6 35.5 35.0 43.1 Old : 29.7 40.7 48.9 58.5 22.6 35.5 35.0 43.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 36,671: 2,484 175 0 33,862 36,496 36,346 36,671: 325 0 Old : 36,671: 2,484 175 0 33,862 36,496 36,346 36,671: 325 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 4,933: 300 0 0 4,808 4,933 5,108 4,933: -175 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 0.5 0.0 92.3 99.5 99.1 100.0: 0.9 0.0 Old : 100.0: 6.8 0.5 0.0 92.3 99.5 99.1 100.0: 0.9 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: 3 2 0 27 23 30 25: Old : 40: 3 2 0 27 23 30 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 : 45.7 64.1 67.7 85.2 35.2 57.6 56.4 72.0 Old : 45.7 64.1 67.7 85.2 35.2 57.6 56.4 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 8,594: 2,460 2,667 10 5,896 5,912 8,366 8,589: 228 5 Old : 8,594: 2,460 2,667 10 5,896 5,912 8,366 8,589: 228 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 31.0 0.1 68.6 68.8 97.3 99.9: 2.7 0.1 Old : 100.0: 28.6 31.0 0.1 68.6 68.8 97.3 99.9: 2.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 3 1 10 10 13 13: Old : 20: 2 3 1 10 10 13 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 80.8 88.7 94.4 56.6 68.8 73.6 79.1 Old : 59.5 80.8 88.7 94.4 56.6 68.8 73.6 79.1 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 26, 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 : 15,382: 2,052 7,717 701 11,608 6,889 14,361 15,307: 1,021 75 Old : 15,382: 2,052 7,717 701 11,608 6,889 14,361 15,307: 1,021 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 508: -6 703 0 533 -208 527 495: -19 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 50.2 4.6 75.5 44.8 93.4 99.5: 6.6 0.5 Old : 100.0: 13.3 50.2 4.6 75.5 44.8 93.4 99.5: 6.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 5 7 5 21 13 30 21: Old : 35: 5 7 5 21 13 30 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 : 47.1 61.2 68.2 80.9 46.4 56.5 65.4 72.4 Old : 47.1 61.2 68.2 80.9 46.4 56.5 65.4 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 10,477: 409 1,905 948 8,591 7,313 9,948 10,166: 529 311 Old : 10,477: 409 1,905 948 8,591 7,313 9,948 10,166: 529 311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 239: -9 44 183 65 192 239 419: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 18.2 9.0 82.0 69.8 95.0 97.0: 5.0 3.0 Old : 100.0: 3.9 18.2 9.0 82.0 69.8 95.0 97.0: 5.0 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 7 9 7 21 21 31 34: Old : 44: 7 9 7 21 21 31 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 45.3 70.2 65.5 44.1 42.3 56.9 57.7 Old : 51.6 45.3 70.2 65.5 44.1 42.3 56.9 57.7 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 26, 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 : 1,404: 708 210 137 479 842 1,324 1,189: 80 215 Old : 1,404: 708 210 137 479 842 1,324 1,189: 80 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 20: -60 40 -20 100 -30 20 -10: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 15.0 9.8 34.1 60.0 94.3 84.7: 5.7 15.3 Old : 100.0: 50.4 15.0 9.8 34.1 60.0 94.3 84.7: 5.7 15.3 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 : 30: 7 7 5 8 13 17 23: Old : 30: 7 7 5 8 13 17 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 : 46.3 30.6 71.7 48.4 44.2 28.0 64.8 40.8 Old : 46.3 30.6 71.7 48.4 44.2 28.0 64.8 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 32,586: 1,315 5,902 2,984 21,886 18,750 26,185 27,636: 6,401 4,950 Old : 32,586: 1,315 5,902 2,984 21,886 18,750 26,185 27,636: 6,401 4,950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 2,011: 208 436 -70 1,335 1,733 1,473 2,099: 538 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 18.1 9.2 67.2 57.5 80.4 84.8: 19.6 15.2 Old : 100.0: 4.0 18.1 9.2 67.2 57.5 80.4 84.8: 19.6 15.2 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 : 23: 1 3 3 17 16 20 20: Old : 23: 1 3 3 17 16 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 44.5 57.0 62.1 28.4 32.0 36.6 42.0 Old : 35.9 44.5 57.0 62.1 28.4 32.0 36.6 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016