GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 53,956: 24,806 6,937 500 28,188 46,287 53,494 53,724: 462 232
Old : 53,956: 24,806 6,937 500 28,188 46,287 53,494 53,724: 462 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 645: 544 440 80 -8 150 616 670: 29 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 12.9 0.9 52.2 85.8 99.1 99.6: 0.9 0.4
Old : 100.0: 46.0 12.9 0.9 52.2 85.8 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 : 52: 3 6 2 36 38 40 45:
Old : 52: 3 6 2 36 38 40 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 : 65.2 40.4 78.4 59.2 51.5 32.5 56.6 42.7
Old : 65.2 40.4 78.4 59.2 51.5 32.5 56.6 42.7
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, February 16, 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 : 8,837: 509 311 801 6,585 7,154 7,895 8,266: 942 571
Old : 8,837: 509 311 801 6,585 7,154 7,895 8,266: 942 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 231: 43 -10 27 159 187 229 204: 2 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.5 9.1 74.5 81.0 89.3 93.5: 10.7 6.5
Old : 100.0: 5.8 3.5 9.1 74.5 81.0 89.3 93.5: 10.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 3 26 29 29 34:
Old : 35: 2 2 3 26 29 29 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 : 36.9 31.7 58.2 51.1 19.0 16.4 25.7 23.9
Old : 36.9 31.7 58.2 51.1 19.0 16.4 25.7 23.9
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, February 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,433: 1,461 213 226 4,154 5,360 5,841 5,799: 592 634
Old : 6,433: 1,461 213 226 4,154 5,360 5,841 5,799: 592 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 143: 80 0 -47 83 98 116 51: 27 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.3 3.5 64.6 83.3 90.8 90.1: 9.2 9.9
Old : 100.0: 22.7 3.3 3.5 64.6 83.3 90.8 90.1: 9.2 9.9
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 : 40: 6 3 5 25 30 31 38:
Old : 40: 6 3 5 25 30 31 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 38.2 59.1 54.8 28.1 24.3 37.2 34.1
Old : 44.8 38.2 59.1 54.8 28.1 24.3 37.2 34.1
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, February 16, 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 : 7,234: 1,071 942 754 5,142 5,037 6,967 6,733: 267 501
Old : 7,234: 1,071 942 754 5,142 5,037 6,967 6,733: 267 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 511: 168 57 84 243 667 495 808: 16 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.0 10.4 71.1 69.6 96.3 93.1: 3.7 6.9
Old : 100.0: 14.8 13.0 10.4 71.1 69.6 96.3 93.1: 3.7 6.9
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 : 50: 9 6 6 28 21 40 30:
Old : 50: 9 6 6 28 21 40 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 : 40.2 52.2 59.1 70.0 38.3 51.6 55.7 66.7
Old : 40.2 52.2 59.1 70.0 38.3 51.6 55.7 66.7
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, February 16, 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 : 1,146: 90 489 115 836 402 1,041 1,006: 105 140
Old : 1,146: 90 489 115 836 402 1,041 1,006: 105 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 200: 0 25 35 175 120 210 180: -10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 42.7 10.0 72.9 35.1 90.8 87.8: 9.2 12.2
Old : 100.0: 7.9 42.7 10.0 72.9 35.1 90.8 87.8: 9.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 7 3 12 8 16 17:
Old : 26: 2 7 3 12 8 16 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 : 45.2 41.7 68.4 63.5 45.2 39.1 65.4 59.6
Old : 45.2 41.7 68.4 63.5 45.2 39.1 65.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 27,405: 192 11,562 310 26,884 15,294 27,386 27,166: 19 239
Old : 27,405: 192 11,562 310 26,884 15,294 27,386 27,166: 19 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 227: 100 150 100 19 -19 219 231: 8 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 42.2 1.1 98.1 55.8 99.9 99.1: 0.1 0.9
Old : 100.0: 0.7 42.2 1.1 98.1 55.8 99.9 99.1: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 25 14 27 17:
Old : 31: 1 2 2 25 14 27 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 : 51.0 68.4 71.6 88.0 40.3 63.8 57.2 69.7
Old : 51.0 68.4 71.6 88.0 40.3 63.8 57.2 69.7
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, February 16, 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 : 4,169: 662 1,576 416 2,489 1,920 3,567 3,912: 602 257
Old : 4,169: 662 1,576 416 2,489 1,920 3,567 3,912: 602 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 43: -45 -44 60 21 5 36 21: 7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 37.8 10.0 59.7 46.1 85.6 93.8: 14.4 6.2
Old : 100.0: 15.9 37.8 10.0 59.7 46.1 85.6 93.8: 14.4 6.2
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 : 39: 5 6 7 19 17 28 26:
Old : 39: 5 6 7 19 17 28 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 : 48.8 40.2 63.3 63.9 45.1 37.0 57.4 59.2
Old : 48.8 40.2 63.3 63.9 45.1 37.0 57.4 59.2
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, February 16, 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 : 392,449: 68,959 61,651 68,344 212,313 220,247 349,616 350,242: 42,833 42,207
Old : 392,449: 68,959 61,651 68,344 212,313 220,247 349,616 350,242: 42,833 42,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 11,188: -1,357 -2,471 2,816 7,802 11,793 9,261 12,138: 1,927 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.7 17.4 54.1 56.1 89.1 89.2: 10.9 10.8
Old : 100.0: 17.6 15.7 17.4 54.1 56.1 89.1 89.2: 10.9 10.8
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 : 198: 47 55 67 76 86 164 171:
Old : 198: 47 55 67 76 86 164 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 14.3 21.7 24.1 10.7 9.0 18.0 14.4
Old : 12.4 14.3 21.7 24.1 10.7 9.0 18.0 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 48,577: 0 1,350 425 34,690 41,784 35,115 43,559: 13,462 5,018
Old : 48,577: 0 1,350 425 34,690 41,784 35,115 43,559: 13,462 5,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 3,071: 0 50 75 2,404 3,959 2,479 4,084: 592 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.9 71.4 86.0 72.3 89.7: 27.7 10.3
Old : 100.0: 0.0 2.8 0.9 71.4 86.0 72.3 89.7: 27.7 10.3
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 : 35: 0 2 1 23 28 24 30:
Old : 35: 0 2 1 23 28 24 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 : 34.9 30.8 50.0 48.2 31.7 26.4 41.3 39.6
Old : 34.9 30.8 50.0 48.2 31.7 26.4 41.3 39.6
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, February 16, 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 : 1,046,100: 246,975 423,756 336,726 390,690 241,462 974,391 1,001,944: 71,709 44,156
Old : 1,046,100: 246,975 423,756 336,726 390,690 241,462 974,391 1,001,944: 71,709 44,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 61,894: 23,757 11,464 31,313 4,007 16,786 59,077 59,563: 2,817 2,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 40.5 32.2 37.3 23.1 93.1 95.8: 6.9 4.2
Old : 100.0: 23.6 40.5 32.2 37.3 23.1 93.1 95.8: 6.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 106 145 153 63 54 260 268:
Old : 326: 106 145 153 63 54 260 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 17.7 25.1 29.0 9.5 13.5 15.9 20.2
Old : 15.1 17.7 25.1 29.0 9.5 13.5 15.9 20.2
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, February 16, 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 : 857,923: 59,372 40,881 298,540 495,470 516,261 853,382 855,682: 4,541 2,242
Old : 857,923: 59,372 40,881 298,540 495,470 516,261 853,382 855,682: 4,541 2,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 60,104: 5,216 2,513 33,587 21,833 24,206 60,637 60,306: -533 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 4.8 34.8 57.8 60.2 99.5 99.7: 0.5 0.3
Old : 100.0: 6.9 4.8 34.8 57.8 60.2 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 48 28 65 53 57 124 127:
Old : 135: 48 28 65 53 57 124 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.4 52.3 50.8 5.6 4.8 8.4 8.4
Old : 36.4 35.4 52.3 50.8 5.6 4.8 8.4 8.4
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, February 16, 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 : 305,902: 71,209 96,190 61,752 165,065 141,286 298,027 299,229: 7,875 6,673
Old : 305,902: 71,209 96,190 61,752 165,065 141,286 298,027 299,229: 7,875 6,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,820: -1,221 -1,180 1,753 1,229 960 1,762 1,533: 58 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 31.4 20.2 54.0 46.2 97.4 97.8: 2.6 2.2
Old : 100.0: 23.3 31.4 20.2 54.0 46.2 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 16 11 25 32 32 60 58:
Old : 64: 16 11 25 32 32 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 43.1 51.2 53.9 29.3 35.1 39.3 39.7
Old : 34.8 43.1 51.2 53.9 29.3 35.1 39.3 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 110,690: 13,107 23,584 21,564 69,183 61,102 103,854 106,250: 6,836 4,440
Old : 110,690: 13,107 23,584 21,564 69,183 61,102 103,854 106,250: 6,836 4,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 7,697: 2,530 3,592 2,764 4,138 1,503 9,432 7,859: -1,735 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.3 19.5 62.5 55.2 93.8 96.0: 6.2 4.0
Old : 100.0: 11.8 21.3 19.5 62.5 55.2 93.8 96.0: 6.2 4.0
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 : 58: 15 18 24 24 23 52 52:
Old : 58: 15 18 24 24 23 52 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.1 46.3 51.6 16.9 21.8 26.5 30.8
Old : 30.2 35.1 46.3 51.6 16.9 21.8 26.5 30.8
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, February 16, 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 : 1,477,017: 544,765 51,492 120,223 776,094 1,277,190 1,441,082 1,448,905: 35,935 28,112
Old : 1,477,017: 544,765 51,492 120,223 776,094 1,277,190 1,441,082 1,448,905: 35,935 28,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 14,167: 7,687 2,625 472 5,836 12,463 13,995 15,560: 172 -1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 3.5 8.1 52.5 86.5 97.6 98.1: 2.4 1.9
Old : 100.0: 36.9 3.5 8.1 52.5 86.5 97.6 98.1: 2.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 23 12 31 54 49 88 82:
Old : 97: 23 12 31 54 49 88 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 36.4 61.1 59.8 45.1 35.0 52.6 53.2
Old : 48.0 36.4 61.1 59.8 45.1 35.0 52.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 331,074: 24,240 67,983 36,578 268,747 224,283 329,565 328,844: 1,509 2,230
Old : 331,074: 24,240 67,983 36,578 268,747 224,283 329,565 328,844: 1,509 2,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 3,454: 2,850 -1,763 176 462 4,940 3,488 3,353: -34 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.5 11.0 81.2 67.7 99.5 99.3: 0.5 0.7
Old : 100.0: 7.3 20.5 11.0 81.2 67.7 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 : 78: 15 24 27 37 28 71 60:
Old : 78: 15 24 27 37 28 71 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 43.9 57.1 65.4 33.2 33.6 47.9 47.2
Old : 36.2 43.9 57.1 65.4 33.2 33.6 47.9 47.2
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, February 16, 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 : 132,271: 47,170 60,709 23,558 60,115 46,559 130,843 130,826: 1,428 1,445
Old : 132,271: 47,170 60,709 23,558 60,115 46,559 130,843 130,826: 1,428 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 2,589: -83 -1,381 1,292 1,122 2,338 2,331 2,249: 258 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 45.9 17.8 45.4 35.2 98.9 98.9: 1.1 1.1
Old : 100.0: 35.7 45.9 17.8 45.4 35.2 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 18 17 20 21 47 45:
Old : 57: 16 18 17 20 21 47 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 : 34.4 37.4 60.0 58.7 30.5 37.1 46.5 50.1
Old : 34.4 37.4 60.0 58.7 30.5 37.1 46.5 50.1
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, February 16, 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 : 31,263: 19,140 4,811 4,260 7,204 21,807 30,604 30,878: 659 385
Old : 31,263: 19,140 4,811 4,260 7,204 21,807 30,604 30,878: 659 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 624: 111 981 -195 668 -202 584 584: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 15.4 13.6 23.0 69.8 97.9 98.8: 2.1 1.2
Old : 100.0: 61.2 15.4 13.6 23.0 69.8 97.9 98.8: 2.1 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 : 41: 13 9 16 12 15 33 33:
Old : 41: 13 9 16 12 15 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 : 55.3 54.1 69.1 73.6 54.3 49.2 64.8 66.6
Old : 55.3 54.1 69.1 73.6 54.3 49.2 64.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 5,976: 600 1,389 2,354 3,022 2,233 5,976 5,976: 0 0
Old : 5,976: 600 1,389 2,354 3,022 2,233 5,976 5,976: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 218: -27 -176 288 135 105 396 218: -179 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 23.2 39.4 50.6 37.4 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 23.2 39.4 50.6 37.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 7 9 10 7 23 18:
Old : 25: 8 7 9 10 7 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 63.0 84.9 84.9 24.8 26.3 29.6 30.6
Old : 55.6 63.0 84.9 84.9 24.8 26.3 29.6 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, February 16, 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 : 26,278: 6,175 9,946 12,984 7,119 3,349 26,278 26,278: 0 0
Old : 26,278: 6,175 9,946 12,984 7,119 3,349 26,278 26,278: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,141: 208 656 703 551 284 1,462 1,643: -321 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 37.8 49.4 27.1 12.7 100.0 100.0: 0.0 0.0
Old : 100.0: 23.5 37.8 49.4 27.1 12.7 100.0 100.0: 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 5 10 8 6 19 16:
Old : 20: 6 5 10 8 6 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 80.6 89.4 94.0 30.7 37.8 37.2 37.9
Old : 65.3 80.6 89.4 94.0 30.7 37.8 37.2 37.9
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, February 16, 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 : 42,369: 5,220 1,531 4,134 32,684 36,436 42,038 42,101: 331 267
Old : 42,369: 5,220 1,531 4,134 32,684 36,436 42,038 42,101: 331 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,070: 96 217 279 608 592 983 1,088: 88 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.6 9.8 77.1 86.0 99.2 99.4: 0.8 0.6
Old : 100.0: 12.3 3.6 9.8 77.1 86.0 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 11 11 45 59 65 75:
Old : 86: 14 11 11 45 59 65 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 36.7 53.0 55.2 20.7 23.0 26.8 27.5
Old : 34.6 36.7 53.0 55.2 20.7 23.0 26.8 27.5
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, February 16, 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 : 4,307: 482 481 533 2,491 2,908 3,506 3,922: 801 385
Old : 4,307: 482 481 533 2,491 2,908 3,506 3,922: 801 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 274: -10 0 -62 325 291 253 229: 21 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.2 12.4 57.8 67.5 81.4 91.1: 18.6 8.9
Old : 100.0: 11.2 11.2 12.4 57.8 67.5 81.4 91.1: 18.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 6 7 26 28 35 36:
Old : 45: 4 6 7 26 28 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 34.9 45.6 53.7 24.4 26.0 37.6 41.4
Old : 28.6 34.9 45.6 53.7 24.4 26.0 37.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 251,560: 12,586 1,461 2,158 236,601 247,941 251,346 251,560: 214 0
Old : 251,560: 12,586 1,461 2,158 236,601 247,941 251,346 251,560: 214 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 27,269: 26 24 29 27,213 27,216 27,269 27,269: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.6 0.9 94.1 98.6 99.9 100.0: 0.1 0.0
Old : 100.0: 5.0 0.6 0.9 94.1 98.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 24 18 26 21:
Old : 31: 1 2 2 24 18 26 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 : 50.9 78.0 77.8 90.8 40.6 55.4 52.0 58.2
Old : 50.9 78.0 77.8 90.8 40.6 55.4 52.0 58.2
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, February 16, 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 : 3,635,471: 187,200 0 0 3,448,271 3,635,471 3,635,471 3,635,471: 0 0
Old : 3,635,471: 187,200 0 0 3,448,271 3,635,471 3,635,471 3,635,471: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 253,696: 0 0 0 253,696 253,696 253,696 253,696: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 94.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 0.0 0.0 94.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 19 18 20 18:
Old : 25: 1 0 0 19 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 81.8 84.1 91.4 46.3 56.7 60.7 63.0
Old : 62.6 81.8 84.1 91.4 46.3 56.7 60.7 63.0
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, February 16, 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 : 73,186: 0 0 0 72,972 73,186 72,972 73,186: 214 0
Old : 73,186: 0 0 0 72,972 73,186 72,972 73,186: 214 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,368: 0 0 0 1,368 1,368 1,368 1,368: 0 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 : 22: 0 0 0 15 17 15 17:
Old : 22: 0 0 0 15 17 15 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 : 67.8 59.8 86.2 83.3 58.2 54.3 70.5 66.7
Old : 67.8 59.8 86.2 83.3 58.2 54.3 70.5 66.7
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, February 16, 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 : 1,519,188: 2,277 0 0 1,516,911 1,519,188 1,519,188 1,519,188: 0 0
Old : 1,519,188: 2,277 0 0 1,516,911 1,519,188 1,519,188 1,519,188: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 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 : 21: 1 0 0 16 10 17 10:
Old : 21: 1 0 0 16 10 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 88.5 81.8 97.6 53.0 71.1 68.6 78.1
Old : 60.7 88.5 81.8 97.6 53.0 71.1 68.6 78.1
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, February 16, 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 : 72,688: 0 0 0 72,512 72,688 72,512 72,688: 176 0
Old : 72,688: 0 0 0 72,512 72,688 72,512 72,688: 176 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -36,344: 0 0 0 -36,256 -36,344 -36,256 -36,344: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 9 13 9:
Old : 21: 0 0 0 13 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8
Old : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 20,547: 697 62 62 19,678 20,183 20,437 20,307: 110 240
Old : 20,547: 697 62 62 19,678 20,183 20,437 20,307: 110 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 298: 7 0 0 291 298 298 298: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.3 0.3 95.8 98.2 99.5 98.8: 0.5 1.2
Old : 100.0: 3.4 0.3 0.3 95.8 98.2 99.5 98.8: 0.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 20 25 22 27:
Old : 34: 2 1 1 20 25 22 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 : 63.4 45.5 83.6 75.3 48.6 33.7 57.5 48.8
Old : 63.4 45.5 83.6 75.3 48.6 33.7 57.5 48.8
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, February 16, 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 : 109,705: 1,560 8,023 912 106,327 100,416 108,799 109,351: 906 354
Old : 109,705: 1,560 8,023 912 106,327 100,416 108,799 109,351: 906 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 6,023: -216 263 150 6,139 5,620 6,073 6,033: -50 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 7.3 0.8 96.9 91.5 99.2 99.7: 0.8 0.3
Old : 100.0: 1.4 7.3 0.8 96.9 91.5 99.2 99.7: 0.8 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 : 80: 5 12 5 54 53 62 67:
Old : 80: 5 12 5 54 53 62 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 : 51.4 42.5 69.3 61.7 24.4 26.3 33.1 33.7
Old : 51.4 42.5 69.3 61.7 24.4 26.3 33.1 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 37,461: 243 480 57 36,366 36,859 36,666 37,396: 795 65
Old : 37,461: 243 480 57 36,366 36,859 36,666 37,396: 795 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.3 0.2 97.1 98.4 97.9 99.8: 2.1 0.2
Old : 100.0: 0.6 1.3 0.2 97.1 98.4 97.9 99.8: 2.1 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 1 16 18 17 20:
Old : 20: 1 1 1 16 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 56.4 91.8 81.4 43.4 36.6 46.5 48.5
Old : 71.1 56.4 91.8 81.4 43.4 36.6 46.5 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 28,493: 2,070 2,776 240 25,816 25,047 28,126 28,063: 367 430
Old : 28,493: 2,070 2,776 240 25,816 25,047 28,126 28,063: 367 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 192: 24 105 -40 205 129 189 194: 3 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.7 0.8 90.6 87.9 98.7 98.5: 1.3 1.5
Old : 100.0: 7.3 9.7 0.8 90.6 87.9 98.7 98.5: 1.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 5 4 33 33 40 40:
Old : 48: 5 5 4 33 33 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 : 42.6 54.4 64.9 71.0 20.4 36.2 33.4 41.1
Old : 42.6 54.4 64.9 71.0 20.4 36.2 33.4 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 9,805: 60 1,636 288 9,055 7,723 9,403 9,647: 402 158
Old : 9,805: 60 1,636 288 9,055 7,723 9,403 9,647: 402 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 36: 0 -65 115 -79 -14 36 36: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.7 2.9 92.4 78.8 95.9 98.4: 4.1 1.6
Old : 100.0: 0.6 16.7 2.9 92.4 78.8 95.9 98.4: 4.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 26 26 30 30:
Old : 39: 1 4 3 26 26 30 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 : 46.9 39.5 64.4 57.6 41.6 37.8 53.8 52.9
Old : 46.9 39.5 64.4 57.6 41.6 37.8 53.8 52.9
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, February 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,357: 175 433 58 11,457 11,600 11,690 12,091: 667 266
Old : 12,357: 175 433 58 11,457 11,600 11,690 12,091: 667 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 301: 0 60 0 281 191 281 251: 20 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.5 0.5 92.7 93.9 94.6 97.8: 5.4 2.2
Old : 100.0: 1.4 3.5 0.5 92.7 93.9 94.6 97.8: 5.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 2 25 20 28 23:
Old : 31: 1 3 2 25 20 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 : 50.5 56.2 70.0 78.8 42.5 48.0 55.1 63.8
Old : 50.5 56.2 70.0 78.8 42.5 48.0 55.1 63.8
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, February 16, 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 : 2,715,315: 538,125 317,187 1,092,931 966,511 1,201,125 2,597,567 2,611,243: 117,748 104,073
Old : 2,715,315: 538,125 317,187 1,092,931 966,511 1,201,125 2,597,567 2,611,243: 117,748 104,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -1,710: -46,850 -13,794 20,700 25,125 -11,922 -1,025 -5,016: -685 3,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 11.7 40.3 35.6 44.2 95.7 96.2: 4.3 3.8
Old : 100.0: 19.8 11.7 40.3 35.6 44.2 95.7 96.2: 4.3 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 : 477: 167 176 258 106 112 418 416:
Old : 477: 167 176 258 106 112 418 416:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 10.1 22.5 18.1 12.2 5.3 15.5 8.6
Old : 12.9 10.1 22.5 18.1 12.2 5.3 15.5 8.6
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, February 16, 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 : 164,607: 37,789 24,380 53,269 72,693 85,905 163,750 163,553: 857 1,053
Old : 164,607: 37,789 24,380 53,269 72,693 85,905 163,750 163,553: 857 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 13,391: -1,970 9,822 2,858 12,467 525 13,355 13,205: 36 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 14.8 32.4 44.2 52.2 99.5 99.4: 0.5 0.6
Old : 100.0: 23.0 14.8 32.4 44.2 52.2 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 7 5 19 18 27 26:
Old : 32: 4 7 5 19 18 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 58.1 75.3 82.8 26.2 25.3 33.9 34.9
Old : 57.8 58.1 75.3 82.8 26.2 25.3 33.9 34.9
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, February 16, 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 : 118,632: 68,426 13,270 682 35,047 60,904 104,155 74,856: 14,477 43,776
Old : 118,632: 68,426 13,270 682 35,047 60,904 104,155 74,856: 14,477 43,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 906: 633 1,723 -28 188 508 793 2,203: 113 -1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 11.2 0.6 29.5 51.3 87.8 63.1: 12.2 36.9
Old : 100.0: 57.7 11.2 0.6 29.5 51.3 87.8 63.1: 12.2 36.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 6 4 14 17 22 23:
Old : 29: 4 6 4 14 17 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 : 70.0 29.4 78.7 44.2 68.4 28.6 76.0 41.1
Old : 70.0 29.4 78.7 44.2 68.4 28.6 76.0 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 40,593: 23,061 26,513 9,069 7,872 4,673 40,001 40,255: 592 338
Old : 40,593: 23,061 26,513 9,069 7,872 4,673 40,001 40,255: 592 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -1,943: -451 412 -2,131 365 -246 -2,217 -1,965: 274 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 65.3 22.3 19.4 11.5 98.5 99.2: 1.5 0.8
Old : 100.0: 56.8 65.3 22.3 19.4 11.5 98.5 99.2: 1.5 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: 14 3 11 9 10 26 22:
Old : 28: 14 3 11 9 10 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 74.9 73.3 88.1 35.8 68.4 57.9 70.3
Old : 46.7 74.9 73.3 88.1 35.8 68.4 57.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 135,149: 19,821 1,782 24,299 80,017 90,259 124,137 116,341: 11,012 18,809
Old : 135,149: 19,821 1,782 24,299 80,017 90,259 124,137 116,341: 11,012 18,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -554: -274 -34 -49 -33 -298 -356 -380: -198 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 1.3 18.0 59.2 66.8 91.9 86.1: 8.1 13.9
Old : 100.0: 14.7 1.3 18.0 59.2 66.8 91.9 86.1: 8.1 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 1 7 19 20 26 27:
Old : 27: 6 1 7 19 20 26 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 : 32.0 33.7 52.2 50.6 15.0 14.5 21.5 19.1
Old : 32.0 33.7 52.2 50.6 15.0 14.5 21.5 19.1
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, February 16, 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 : 191,191: 14,659 71,974 89,389 82,325 24,736 186,373 186,099: 4,819 5,092
Old : 191,191: 14,659 71,974 89,389 82,325 24,736 186,373 186,099: 4,819 5,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 4,697: -1,063 -2,271 4,969 1,185 1,891 5,090 4,589: -393 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 37.6 46.8 43.1 12.9 97.5 97.3: 2.5 2.7
Old : 100.0: 7.7 37.6 46.8 43.1 12.9 97.5 97.3: 2.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 13 25 16 16 43 43:
Old : 47: 14 13 25 16 16 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 52.6 61.9 76.7 24.4 37.6 34.7 41.7
Old : 40.8 52.6 61.9 76.7 24.4 37.6 34.7 41.7
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, February 16, 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 : 147,241: 11,057 5,280 105,206 30,740 36,230 147,003 146,715: 238 526
Old : 147,241: 11,057 5,280 105,206 30,740 36,230 147,003 146,715: 238 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 6,829: -137 -247 6,609 348 368 6,820 6,730: 9 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.6 71.5 20.9 24.6 99.8 99.6: 0.2 0.4
Old : 100.0: 7.5 3.6 71.5 20.9 24.6 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 6 9 13 10 23 22:
Old : 28: 7 6 9 13 10 23 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 : 81.0 73.9 92.4 89.8 10.3 9.1 12.1 11.6
Old : 81.0 73.9 92.4 89.8 10.3 9.1 12.1 11.6
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, February 16, 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 : 18,686: 615 0 90 17,981 18,441 18,686 18,531: 0 155
Old : 18,686: 615 0 90 17,981 18,441 18,686 18,531: 0 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 170: -15 0 0 185 170 170 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.5 96.2 98.7 100.0 99.2: 0.0 0.8
Old : 100.0: 3.3 0.0 0.5 96.2 98.7 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 23 18 25 19:
Old : 32: 2 0 1 23 18 25 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 : 60.6 76.7 80.6 90.6 54.8 70.9 71.2 79.9
Old : 60.6 76.7 80.6 90.6 54.8 70.9 71.2 79.9
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, February 16, 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 : 28,969: 17,461 11,533 2,308 7,737 13,352 27,506 27,193: 1,463 1,775
Old : 28,969: 17,461 11,533 2,308 7,737 13,352 27,506 27,193: 1,463 1,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 749: -162 -526 123 776 1,035 737 632: 12 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 39.8 8.0 26.7 46.1 95.0 93.9: 5.0 6.1
Old : 100.0: 60.3 39.8 8.0 26.7 46.1 95.0 93.9: 5.0 6.1
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 : 173: 58 59 22 32 37 103 110:
Old : 173: 58 59 22 32 37 103 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 26.3 42.0 42.0 28.9 25.7 39.9 40.0
Old : 28.9 26.3 42.0 42.0 28.9 25.7 39.9 40.0
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, February 16, 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 : 66,081: 47,748 15,334 3,436 8,470 44,361 59,654 63,131: 6,427 2,950
Old : 66,081: 47,748 15,334 3,436 8,470 44,361 59,654 63,131: 6,427 2,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -389: 108 -3,382 180 -565 3,122 -277 -80: -112 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 23.2 5.2 12.8 67.1 90.3 95.5: 9.7 4.5
Old : 100.0: 72.3 23.2 5.2 12.8 67.1 90.3 95.5: 9.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 129 51 20 30 39 170 100:
Old : 233: 129 51 20 30 39 170 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 34.5 28.7 48.1 19.6 33.7 28.2 47.0
Old : 19.6 34.5 28.7 48.1 19.6 33.7 28.2 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 422,112: 124,043 38,338 84,712 191,065 273,092 399,820 396,142: 22,292 25,971
Old : 422,112: 124,043 38,338 84,712 191,065 273,092 399,820 396,142: 22,292 25,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 584: -537 -8,760 -1,981 4,687 8,651 2,168 -2,091: -1,584 2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.1 20.1 45.3 64.7 94.7 93.8: 5.3 6.2
Old : 100.0: 29.4 9.1 20.1 45.3 64.7 94.7 93.8: 5.3 6.2
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 : 240: 80 41 68 96 100 204 188:
Old : 240: 80 41 68 96 100 204 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 15.9 25.0 26.7 12.4 10.0 18.3 15.5
Old : 15.7 15.9 25.0 26.7 12.4 10.0 18.3 15.5
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, February 16, 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 : 11,362: 1,365 911 915 6,883 6,728 9,163 8,554: 2,199 2,808
Old : 11,362: 1,365 911 915 6,883 6,728 9,163 8,554: 2,199 2,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 8.0 8.1 60.6 59.2 80.6 75.3: 19.4 24.7
Old : 100.0: 12.0 8.0 8.1 60.6 59.2 80.6 75.3: 19.4 24.7
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 : 20: 2 2 2 12 12 15 15:
Old : 20: 2 2 2 12 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 43.4 69.9 63.0 37.5 36.4 51.7 50.4
Old : 48.8 43.4 69.9 63.0 37.5 36.4 51.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 22,349: 2,838 8,650 2,961 12,724 8,837 18,523 20,448: 3,826 1,901
Old : 22,349: 2,838 8,650 2,961 12,724 8,837 18,523 20,448: 3,826 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 247: -40 369 -28 273 172 205 513: 42 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 38.7 13.2 56.9 39.5 82.9 91.5: 17.1 8.5
Old : 100.0: 12.7 38.7 13.2 56.9 39.5 82.9 91.5: 17.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 6 6 15 18 22 25:
Old : 27: 2 6 6 15 18 22 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 : 35.4 51.0 59.6 68.8 28.5 40.5 42.5 54.1
Old : 35.4 51.0 59.6 68.8 28.5 40.5 42.5 54.1
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, February 16, 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 : 7,490: 1,583 160 50 4,030 4,894 5,663 5,104: 1,827 2,386
Old : 7,490: 1,583 160 50 4,030 4,894 5,663 5,104: 1,827 2,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.1 0.7 53.8 65.3 75.6 68.1: 24.4 31.9
Old : 100.0: 21.1 2.1 0.7 53.8 65.3 75.6 68.1: 24.4 31.9
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 : 21: 2 1 2 13 16 16 18:
Old : 21: 2 1 2 13 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 27.2 61.6 46.1 42.9 22.5 52.2 37.4
Old : 44.7 27.2 61.6 46.1 42.9 22.5 52.2 37.4
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, February 16, 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 : 25,766: 11,081 20,996 1,199 13,359 3,571 25,639 25,766: 127 0
Old : 25,766: 11,081 20,996 1,199 13,359 3,571 25,639 25,766: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,110: 225 1,155 -100 985 55 1,110 1,110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 81.5 4.7 51.8 13.9 99.5 100.0: 0.5 0.0
Old : 100.0: 43.0 81.5 4.7 51.8 13.9 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 : 25: 5 5 2 12 6 19 11:
Old : 25: 5 5 2 12 6 19 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 : 82.7 84.8 90.6 96.6 81.3 80.1 88.1 91.4
Old : 82.7 84.8 90.6 96.6 81.3 80.1 88.1 91.4
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, February 16, 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 : 22,942: 7,857 9,122 7,902 6,090 4,945 21,849 21,969: 1,093 973
Old : 22,942: 7,857 9,122 7,902 6,090 4,945 21,849 21,969: 1,093 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 2,004: 746 340 -27 567 967 1,286 1,280: 718 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 39.8 34.4 26.5 21.6 95.2 95.8: 4.8 4.2
Old : 100.0: 34.2 39.8 34.4 26.5 21.6 95.2 95.8: 4.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 16 25 9 10 39 41:
Old : 46: 18 16 25 9 10 39 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 37.8 45.2 55.0 18.0 30.8 29.6 40.7
Old : 26.9 37.8 45.2 55.0 18.0 30.8 29.6 40.7
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, February 16, 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 : 31,940: 2,821 275 225 28,574 31,440 31,620 31,940: 320 0
Old : 31,940: 2,821 275 225 28,574 31,440 31,620 31,940: 320 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -13: 205 200 0 -218 -213 -13 -13: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.9 0.7 89.5 98.4 99.0 100.0: 1.0 0.0
Old : 100.0: 8.8 0.9 0.7 89.5 98.4 99.0 100.0: 1.0 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 : 42: 3 2 1 27 21 31 24:
Old : 42: 3 2 1 27 21 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 67.0 63.7 91.0 33.1 59.4 54.7 71.6
Old : 38.6 67.0 63.7 91.0 33.1 59.4 54.7 71.6
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, February 16, 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 : 8,529: 2,335 2,547 135 5,852 5,830 8,322 8,512: 207 17
Old : 8,529: 2,335 2,547 135 5,852 5,830 8,322 8,512: 207 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 29.9 1.6 68.6 68.4 97.6 99.8: 2.4 0.2
Old : 100.0: 27.4 29.9 1.6 68.6 68.4 97.6 99.8: 2.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 2 11 10 15 13:
Old : 20: 2 3 2 11 10 15 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 : 58.2 79.5 86.8 93.5 54.4 65.1 71.6 74.9
Old : 58.2 79.5 86.8 93.5 54.4 65.1 71.6 74.9
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, February 16, 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 : 15,533: 2,456 8,100 116 11,685 7,208 14,257 15,424: 1,276 109
Old : 15,533: 2,456 8,100 116 11,685 7,208 14,257 15,424: 1,276 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 547: 497 450 -104 184 201 577 547: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 52.1 0.7 75.2 46.4 91.8 99.3: 8.2 0.7
Old : 100.0: 15.8 52.1 0.7 75.2 46.4 91.8 99.3: 8.2 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 : 36: 6 5 2 22 17 30 22:
Old : 36: 6 5 2 22 17 30 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 : 45.4 64.2 64.9 82.6 44.5 58.8 61.4 74.0
Old : 45.4 64.2 64.9 82.6 44.5 58.8 61.4 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 BARREL :
: : :
All : 5,691: 57 4,200 24 4,575 1,065 4,656 5,289: 1,035 402
Old : 5,691: 57 4,200 24 4,575 1,065 4,656 5,289: 1,035 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 73.8 0.4 80.4 18.7 81.8 92.9: 18.2 7.1
Old : 100.0: 1.0 73.8 0.4 80.4 18.7 81.8 92.9: 18.2 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 : 21: 2 3 2 16 13 19 17:
Old : 21: 2 3 2 16 13 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 : 42.9 83.9 62.4 89.9 31.5 74.5 49.7 74.7
Old : 42.9 83.9 62.4 89.9 31.5 74.5 49.7 74.7
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, February 16, 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 : 9,844: 517 2,068 846 8,285 6,627 9,648 9,541: 196 303
Old : 9,844: 517 2,068 846 8,285 6,627 9,648 9,541: 196 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 137: -9 64 15 131 27 137 106: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 21.0 8.6 84.2 67.3 98.0 96.9: 2.0 3.1
Old : 100.0: 5.3 21.0 8.6 84.2 67.3 98.0 96.9: 2.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 10 10 22 21 33 36:
Old : 45: 6 10 10 22 21 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 44.6 71.7 65.6 46.5 43.0 58.6 58.0
Old : 54.9 44.6 71.7 65.6 46.5 43.0 58.6 58.0
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, February 16, 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 : 941: 465 232 88 242 439 795 759: 146 182
Old : 941: 465 232 88 242 439 795 759: 146 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 24.7 9.4 25.7 46.7 84.5 80.7: 15.5 19.3
Old : 100.0: 49.4 24.7 9.4 25.7 46.7 84.5 80.7: 15.5 19.3
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 : 20: 3 7 3 6 6 12 13:
Old : 20: 3 7 3 6 6 12 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 38.3 74.2 61.6 54.7 35.1 64.3 52.6
Old : 59.5 38.3 74.2 61.6 54.7 35.1 64.3 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 31,328: 3,809 5,535 2,651 19,099 18,065 25,559 26,251: 5,769 5,077
Old : 31,328: 3,809 5,535 2,651 19,099 18,065 25,559 26,251: 5,769 5,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 243: -10 96 -130 1,382 571 1,242 537: -999 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.7 8.5 61.0 57.7 81.6 83.8: 18.4 16.2
Old : 100.0: 12.2 17.7 8.5 61.0 57.7 81.6 83.8: 18.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 4 15 14 20 19:
Old : 24: 4 2 4 15 14 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 49.6 56.5 67.7 35.6 39.9 47.1 51.7
Old : 38.1 49.6 56.5 67.7 35.6 39.9 47.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016