GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 59,318: 23,699 8,996 240 34,707 49,868 58,646 59,104: 672 214
Old : 59,318: 23,699 8,996 240 34,707 49,868 58,646 59,104: 672 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,804: 739 405 53 1,022 1,336 1,814 1,794: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 15.2 0.4 58.5 84.1 98.9 99.6: 1.1 0.4
Old : 100.0: 40.0 15.2 0.4 58.5 84.1 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 7 3 38 40 43 48:
Old : 56: 3 7 3 38 40 43 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 45.0 78.3 61.3 48.7 31.7 52.8 40.2
Old : 63.0 45.0 78.3 61.3 48.7 31.7 52.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 7,460: 220 0 0 7,240 7,460 7,460 7,460: 0 0
Old : 7,460: 220 0 0 7,240 7,460 7,460 7,460: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 198: 0 0 0 198 198 198 198: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 97.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 0.0 0.0 97.1 100.0 100.0 100.0: 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 14 17 15 17:
Old : 21: 1 0 0 14 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 : 74.9 56.9 89.7 79.4 47.8 39.8 54.4 52.6
Old : 74.9 56.9 89.7 79.4 47.8 39.8 54.4 52.6
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, March 22, 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 : 8,178: 710 177 937 5,565 6,309 7,212 7,423: 966 755
Old : 8,178: 710 177 937 5,565 6,309 7,212 7,423: 966 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -72: 11 -5 -180 63 81 -106 -104: 34 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.2 11.5 68.0 77.1 88.2 90.8: 11.8 9.2
Old : 100.0: 8.7 2.2 11.5 68.0 77.1 88.2 90.8: 11.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 3 5 25 28 31 34:
Old : 36: 3 3 5 25 28 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 29.8 55.9 48.8 16.8 13.1 22.0 18.3
Old : 38.6 29.8 55.9 48.8 16.8 13.1 22.0 18.3
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, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,078: 1,924 174 252 4,137 6,103 6,313 6,529: 765 549
Old : 7,078: 1,924 174 252 4,137 6,103 6,313 6,529: 765 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 264: 106 16 -57 172 229 221 188: 43 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.5 3.6 58.4 86.2 89.2 92.2: 10.8 7.8
Old : 100.0: 27.2 2.5 3.6 58.4 86.2 89.2 92.2: 10.8 7.8
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 : 43: 6 2 5 26 35 32 42:
Old : 43: 6 2 5 26 35 32 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 40.8 57.7 58.6 27.9 29.3 36.7 38.5
Old : 43.0 40.8 57.7 58.6 27.9 29.3 36.7 38.5
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, March 22, 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 : 7,033: 887 663 900 5,074 4,976 6,861 6,539: 172 494
Old : 7,033: 887 663 900 5,074 4,976 6,861 6,539: 172 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 417: 110 -58 98 154 387 362 427: 55 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.4 12.8 72.1 70.8 97.6 93.0: 2.4 7.0
Old : 100.0: 12.6 9.4 12.8 72.1 70.8 97.6 93.0: 2.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 4 7 27 26 37 34:
Old : 45: 7 4 7 27 26 37 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 : 38.3 53.1 59.2 65.2 36.9 51.3 54.0 59.0
Old : 38.3 53.1 59.2 65.2 36.9 51.3 54.0 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,373: 315 606 105 838 602 1,258 1,313: 115 60
Old : 1,373: 315 606 105 838 602 1,258 1,313: 115 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 35: 90 75 -70 15 30 35 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 44.1 7.6 61.0 43.8 91.6 95.6: 8.4 4.4
Old : 100.0: 22.9 44.1 7.6 61.0 43.8 91.6 95.6: 8.4 4.4
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: 6 3 3 16 11 23 16:
Old : 28: 6 3 3 16 11 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 58.3 57.2 76.9 38.6 54.1 53.8 68.2
Old : 41.5 58.3 57.2 76.9 38.6 54.1 53.8 68.2
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, March 22, 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 : 28,396: 25 13,231 120 28,202 14,832 28,347 28,183: 49 213
Old : 28,396: 25 13,231 120 28,202 14,832 28,347 28,183: 49 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,055: 0 630 0 1,055 425 1,055 1,055: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 46.6 0.4 99.3 52.2 99.8 99.2: 0.2 0.8
Old : 100.0: 0.1 46.6 0.4 99.3 52.2 99.8 99.2: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 1 28 17 30 20:
Old : 34: 1 3 1 28 17 30 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 : 53.3 70.7 72.3 91.9 41.4 62.8 57.8 69.1
Old : 53.3 70.7 72.3 91.9 41.4 62.8 57.8 69.1
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, March 22, 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 : 4,558: 1,031 2,110 354 2,609 1,869 3,994 4,333: 564 225
Old : 4,558: 1,031 2,110 354 2,609 1,869 3,994 4,333: 564 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 82: 84 125 10 -10 -40 84 95: -2 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 46.3 7.8 57.2 41.0 87.6 95.1: 12.4 4.9
Old : 100.0: 22.6 46.3 7.8 57.2 41.0 87.6 95.1: 12.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 7 6 24 16 34 26:
Old : 42: 7 7 6 24 16 34 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 : 45.0 46.3 60.3 67.9 44.4 45.5 55.8 64.0
Old : 45.0 46.3 60.3 67.9 44.4 45.5 55.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tons :
: : :
All : 3,155: 0 608 215 2,449 2,216 2,664 3,039: 491 116
Old : 3,155: 0 608 215 2,449 2,216 2,664 3,039: 491 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.3 6.8 77.6 70.2 84.4 96.3: 15.6 3.7
Old : 100.0: 0.0 19.3 6.8 77.6 70.2 84.4 96.3: 15.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 17 15 20 18:
Old : 21: 0 3 3 17 15 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 : 48.4 51.4 67.1 76.6 24.3 37.2 30.8 42.3
Old : 48.4 51.4 67.1 76.6 24.3 37.2 30.8 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 412,586: 63,927 58,580 79,150 224,403 240,223 367,479 377,952: 45,107 34,633
Old : 412,586: 63,927 58,580 79,150 224,403 240,223 367,479 377,952: 45,107 34,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 24,126: -1,123 -4,355 8,368 15,190 23,552 22,435 27,564: 1,691 -3,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.2 19.2 54.4 58.2 89.1 91.6: 10.9 8.4
Old : 100.0: 15.5 14.2 19.2 54.4 58.2 89.1 91.6: 10.9 8.4
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 : 191: 42 53 61 81 88 158 170:
Old : 191: 42 53 61 81 88 158 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 16.3 24.8 28.4 9.7 8.7 15.8 14.9
Old : 14.0 16.3 24.8 28.4 9.7 8.7 15.8 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 56,436: 0 1,750 500 44,998 47,297 45,498 49,547: 10,938 6,889
Old : 56,436: 0 1,750 500 44,998 47,297 45,498 49,547: 10,938 6,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 3,958: 0 0 0 3,820 3,878 3,820 3,878: 138 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.9 79.7 83.8 80.6 87.8: 19.4 12.2
Old : 100.0: 0.0 3.1 0.9 79.7 83.8 80.6 87.8: 19.4 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 : 36: 0 2 1 24 29 25 31:
Old : 36: 0 2 1 24 29 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 29.2 61.0 47.1 35.4 26.1 44.0 38.5
Old : 42.5 29.2 61.0 47.1 35.4 26.1 44.0 38.5
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, March 22, 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 : 1,100,837: 256,142 437,737 360,445 412,753 254,737 1,029,340 1,052,919: 71,497 47,918
Old : 1,100,837: 256,142 437,737 360,445 412,753 254,737 1,029,340 1,052,919: 71,497 47,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -38,959: -9,837 -33,335 2,329 -31,146 -8,608 -38,654 -39,614: -305 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 39.8 32.7 37.5 23.1 93.5 95.6: 6.5 4.4
Old : 100.0: 23.3 39.8 32.7 37.5 23.1 93.5 95.6: 6.5 4.4
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 : 346: 123 140 154 70 57 284 270:
Old : 346: 123 140 154 70 57 284 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 17.4 23.7 28.1 9.5 11.0 15.9 17.9
Old : 15.0 17.4 23.7 28.1 9.5 11.0 15.9 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 875,023: 43,991 29,296 315,282 509,791 527,085 869,064 871,663: 5,959 3,360
Old : 875,023: 43,991 29,296 315,282 509,791 527,085 869,064 871,663: 5,959 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,214: 1,081 -1,299 476 -328 2,117 1,229 1,294: -15 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.3 36.0 58.3 60.2 99.3 99.6: 0.7 0.4
Old : 100.0: 5.0 3.3 36.0 58.3 60.2 99.3 99.6: 0.7 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 : 135: 50 27 66 54 55 130 123:
Old : 135: 50 27 66 54 55 130 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.5 50.6 48.6 5.1 4.4 7.7 7.5
Old : 36.2 33.5 50.6 48.6 5.1 4.4 7.7 7.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 300,601: 63,727 97,332 65,519 161,796 131,319 291,042 294,170: 9,559 6,431
Old : 300,601: 63,727 97,332 65,519 161,796 131,319 291,042 294,170: 9,559 6,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -8,577: -4,726 -3,477 -2,884 -596 -2,499 -8,207 -8,860: -371 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 32.4 21.8 53.8 43.7 96.8 97.9: 3.2 2.1
Old : 100.0: 21.2 32.4 21.8 53.8 43.7 96.8 97.9: 3.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 19 13 29 35 35 66 67:
Old : 72: 19 13 29 35 35 66 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 : 30.9 41.8 48.2 54.7 25.3 33.3 34.5 38.0
Old : 30.9 41.8 48.2 54.7 25.3 33.3 34.5 38.0
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, March 22, 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 : 120,257: 16,190 23,808 23,640 73,542 68,597 113,372 116,045: 6,885 4,212
Old : 120,257: 16,190 23,808 23,640 73,542 68,597 113,372 116,045: 6,885 4,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 4,569: -2,328 139 1,715 4,452 2,574 3,839 4,428: 730 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.8 19.7 61.2 57.0 94.3 96.5: 5.7 3.5
Old : 100.0: 13.5 19.8 19.7 61.2 57.0 94.3 96.5: 5.7 3.5
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 : 62: 17 18 32 27 26 59 61:
Old : 62: 17 18 32 27 26 59 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 37.7 40.9 52.7 17.3 25.1 25.1 33.8
Old : 28.1 37.7 40.9 52.7 17.3 25.1 25.1 33.8
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, March 22, 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 : 1,482,368: 555,964 55,728 126,059 766,106 1,274,579 1,448,129 1,456,366: 34,239 26,002
Old : 1,482,368: 555,964 55,728 126,059 766,106 1,274,579 1,448,129 1,456,366: 34,239 26,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 16,233: 4,374 5,030 -1,470 10,964 12,165 13,868 15,725: 2,365 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 3.8 8.5 51.7 86.0 97.7 98.2: 2.3 1.8
Old : 100.0: 37.5 3.8 8.5 51.7 86.0 97.7 98.2: 2.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 23 12 28 56 51 89 82:
Old : 99: 23 12 28 56 51 89 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 : 47.2 37.7 60.4 60.3 44.7 36.4 52.8 54.8
Old : 47.2 37.7 60.4 60.3 44.7 36.4 52.8 54.8
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, March 22, 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 : 340,695: 21,693 73,429 37,694 278,704 222,469 338,091 333,592: 2,604 7,103
Old : 340,695: 21,693 73,429 37,694 278,704 222,469 338,091 333,592: 2,604 7,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 5,109: -142 876 1,508 4,044 1,293 5,410 3,677: -301 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 21.6 11.1 81.8 65.3 99.2 97.9: 0.8 2.1
Old : 100.0: 6.4 21.6 11.1 81.8 65.3 99.2 97.9: 0.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 19 28 35 30 66 61:
Old : 72: 15 19 28 35 30 66 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 41.6 54.3 61.7 27.6 29.3 42.9 43.1
Old : 34.0 41.6 54.3 61.7 27.6 29.3 42.9 43.1
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, March 22, 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 : 119,068: 47,931 52,485 19,450 50,333 46,206 117,714 118,141: 1,354 927
Old : 119,068: 47,931 52,485 19,450 50,333 46,206 117,714 118,141: 1,354 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 2,524: 3,426 -1,050 -540 -461 4,244 2,425 2,654: 99 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 44.1 16.3 42.3 38.8 98.9 99.2: 1.1 0.8
Old : 100.0: 40.3 44.1 16.3 42.3 38.8 98.9 99.2: 1.1 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 : 58: 16 19 22 22 20 50 49:
Old : 58: 16 19 22 22 20 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 40.6 65.2 65.2 31.4 35.1 44.0 45.7
Old : 37.3 40.6 65.2 65.2 31.4 35.1 44.0 45.7
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, March 22, 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 : 28,880: 17,391 4,292 4,909 6,100 19,394 28,400 28,595: 480 285
Old : 28,880: 17,391 4,292 4,909 6,100 19,394 28,400 28,595: 480 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 511: 509 689 -204 311 18 616 503: -105 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 14.9 17.0 21.1 67.2 98.3 99.0: 1.7 1.0
Old : 100.0: 60.2 14.9 17.0 21.1 67.2 98.3 99.0: 1.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 9 16 15 14 37 34:
Old : 43: 16 9 16 15 14 37 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 : 47.7 50.8 64.1 71.7 45.1 44.7 57.4 62.5
Old : 47.7 50.8 64.1 71.7 45.1 44.7 57.4 62.5
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, March 22, 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 : 6,784: 561 1,768 2,505 3,718 2,511 6,783 6,784: 1 0
Old : 6,784: 561 1,768 2,505 3,718 2,511 6,783 6,784: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 93: 27 3 41 24 49 93 93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 26.1 36.9 54.8 37.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 26.1 36.9 54.8 37.0 100.0 100.0: 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 : 26: 9 7 12 10 8 25 21:
Old : 26: 9 7 12 10 8 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 63.4 80.7 87.1 22.0 26.6 26.5 29.4
Old : 53.6 63.4 80.7 87.1 22.0 26.6 26.5 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 CUBIC METERS) :
: : :
All : 3,575: 115 106 75 3,173 3,282 3,363 3,463: 212 112
Old : 3,575: 115 106 75 3,173 3,282 3,363 3,463: 212 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 259: 25 -20 20 224 289 269 289: -10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.0 2.1 88.8 91.8 94.1 96.9: 5.9 3.1
Old : 100.0: 3.2 3.0 2.1 88.8 91.8 94.1 96.9: 5.9 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 : 22: 2 2 3 17 17 20 21:
Old : 22: 2 2 3 17 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 48.5 67.9 74.3 26.4 19.7 30.3 29.2
Old : 48.6 48.5 67.9 74.3 26.4 19.7 30.3 29.2
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, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 45,077: 4,785 999 4,357 35,588 39,331 44,730 44,688: 348 390
Old : 45,077: 4,785 999 4,357 35,588 39,331 44,730 44,688: 348 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,879: -720 158 110 2,391 1,564 1,781 1,832: 98 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.2 9.7 78.9 87.3 99.2 99.1: 0.8 0.9
Old : 100.0: 10.6 2.2 9.7 78.9 87.3 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 12 13 11 47 59 66 76:
Old : 86: 12 13 11 47 59 66 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 37.8 47.1 56.5 14.1 22.7 21.7 26.2
Old : 30.0 37.8 47.1 56.5 14.1 22.7 21.7 26.2
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, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 5,070: 698 1,017 534 2,892 3,235 4,124 4,786: 946 284
Old : 5,070: 698 1,017 534 2,892 3,235 4,124 4,786: 946 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 424: 62 -87 50 272 441 384 404: 40 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 20.1 10.5 57.0 63.8 81.3 94.4: 18.7 5.6
Old : 100.0: 13.8 20.1 10.5 57.0 63.8 81.3 94.4: 18.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 5 10 23 26 35 38:
Old : 46: 9 5 10 23 26 35 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 : 27.5 29.9 44.8 46.3 21.7 27.9 33.7 42.1
Old : 27.5 29.9 44.8 46.3 21.7 27.9 33.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 287,119: 12,215 1,098 5,654 269,059 280,366 286,928 287,119: 191 0
Old : 287,119: 12,215 1,098 5,654 269,059 280,366 286,928 287,119: 191 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 3,297: 7 3 49 3,242 3,245 3,297 3,297: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.4 2.0 93.7 97.6 99.9 100.0: 0.1 0.0
Old : 100.0: 4.3 0.4 2.0 93.7 97.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 22 18 24 21:
Old : 29: 1 2 2 22 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 77.9 75.9 91.7 34.4 47.5 46.0 50.4
Old : 48.2 77.9 75.9 91.7 34.4 47.5 46.0 50.4
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, March 22, 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 : 3,711,673: 208,370 15,860 53,500 3,449,803 3,642,313 3,711,673 3,711,673: 0 0
Old : 3,711,673: 208,370 15,860 53,500 3,449,803 3,642,313 3,711,673 3,711,673: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 29,825: 93,920 0 -7,500 -56,595 37,325 29,825 29,825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.4 1.4 92.9 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 0.4 1.4 92.9 98.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 19 18 20 20:
Old : 26: 1 1 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 80.3 84.4 89.4 41.5 50.4 53.1 55.4
Old : 62.2 80.3 84.4 89.4 41.5 50.4 53.1 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 74,446: 430 0 0 73,825 74,446 74,255 74,446: 191 0
Old : 74,446: 430 0 0 73,825 74,446 74,255 74,446: 191 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 162: 0 0 0 162 162 162 162: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 99.2 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.6 0.0 0.0 99.2 100.0 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: 1 0 0 15 16 16 16:
Old : 22: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 60.2 86.6 84.9 55.3 46.7 63.4 58.6
Old : 68.0 60.2 86.6 84.9 55.3 46.7 63.4 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,329,041: 1,152 0 0 1,327,889 1,329,041 1,329,041 1,329,041: 0 0
Old : 1,329,041: 1,152 0 0 1,327,889 1,329,041 1,329,041 1,329,041: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 38,653: 0 0 0 38,653 38,653 38,653 38,653: 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 15 12 16 12:
Old : 21: 1 0 0 15 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 78.5 80.7 94.4 40.5 63.5 54.1 66.3
Old : 59.6 78.5 80.7 94.4 40.5 63.5 54.1 66.3
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, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,354: 394 123 63 21,782 21,938 22,239 22,124: 115 230
Old : 22,354: 394 123 63 21,782 21,938 22,239 22,124: 115 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,095: 5 0 0 1,090 1,095 1,095 1,095: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 0.3 97.4 98.1 99.5 99.0: 0.5 1.0
Old : 100.0: 1.8 0.6 0.3 97.4 98.1 99.5 99.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 1 24 29 26 30:
Old : 37: 1 1 1 24 29 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 46.7 80.6 71.6 48.7 32.2 58.6 48.8
Old : 64.3 46.7 80.6 71.6 48.7 32.2 58.6 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, March 22, 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 : 121,126: 2,559 2,950 475 117,329 117,213 120,363 120,638: 763 488
Old : 121,126: 2,559 2,950 475 117,329 117,213 120,363 120,638: 763 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 132: 429 -20 13 -143 146 299 139: -167 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.4 0.4 96.9 96.8 99.4 99.6: 0.6 0.4
Old : 100.0: 2.1 2.4 0.4 96.9 96.8 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 8 6 4 55 53 64 62:
Old : 76: 8 6 4 55 53 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 46.5 69.2 64.9 25.0 25.3 30.7 30.6
Old : 51.8 46.5 69.2 64.9 25.0 25.3 30.7 30.6
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, March 22, 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 : 50,494: 4,374 480 102 45,193 49,862 49,669 50,444: 825 50
Old : 50,494: 4,374 480 102 45,193 49,862 49,669 50,444: 825 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 6,110: 4,320 0 0 2,270 6,110 6,590 6,110: -480 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.0 0.2 89.5 98.7 98.4 99.9: 1.6 0.1
Old : 100.0: 8.7 1.0 0.2 89.5 98.7 98.4 99.9: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 18 20 20 22:
Old : 23: 2 1 1 18 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 56.9 89.1 74.1 44.0 33.1 47.8 44.0
Old : 59.7 56.9 89.1 74.1 44.0 33.1 47.8 44.0
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, March 22, 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 : 31,330: 1,582 257 150 29,343 30,698 31,075 31,105: 255 225
Old : 31,330: 1,582 257 150 29,343 30,698 31,075 31,105: 255 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,864: -5 60 -53 2,061 1,922 2,003 1,929: -139 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.8 0.5 93.7 98.0 99.2 99.3: 0.8 0.7
Old : 100.0: 5.0 0.8 0.5 93.7 98.0 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 3 3 35 35 40 39:
Old : 47: 2 3 3 35 35 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 51.0 67.6 68.6 28.1 29.3 40.2 37.8
Old : 46.2 51.0 67.6 68.6 28.1 29.3 40.2 37.8
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, March 22, 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 : 14,956: 136 1,234 768 13,700 12,601 14,604 14,603: 352 353
Old : 14,956: 136 1,234 768 13,700 12,601 14,604 14,603: 352 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 263: 16 -120 239 253 179 508 298: -245 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 8.3 5.1 91.6 84.3 97.6 97.6: 2.4 2.4
Old : 100.0: 0.9 8.3 5.1 91.6 84.3 97.6 97.6: 2.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 4 4 28 30 34 35:
Old : 45: 3 4 4 28 30 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 50.9 73.5 68.1 58.0 45.7 65.5 61.4
Old : 59.5 50.9 73.5 68.1 58.0 45.7 65.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 14,682: 175 264 102 13,623 14,066 13,900 14,432: 782 250
Old : 14,682: 175 264 102 13,623 14,066 13,900 14,432: 782 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 307: -76 59 17 351 213 292 289: 15 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.8 0.7 92.8 95.8 94.7 98.3: 5.3 1.7
Old : 100.0: 1.2 1.8 0.7 92.8 95.8 94.7 98.3: 5.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 2 24 20 27 23:
Old : 31: 1 3 2 24 20 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 59.6 74.4 78.5 46.8 56.2 56.9 67.5
Old : 56.4 59.6 74.4 78.5 46.8 56.2 56.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 2,433,766: 534,981 170,384 941,458 860,165 1,210,088 2,336,604 2,321,930: 97,162 111,837
Old : 2,433,766: 534,981 170,384 941,458 860,165 1,210,088 2,336,604 2,321,930: 97,162 111,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -93,235: -5,256 -39,066 -62,648 -20,416 5,331 -88,320 -96,383: -4,915 3,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 7.0 38.7 35.3 49.7 96.0 95.4: 4.0 4.6
Old : 100.0: 22.0 7.0 38.7 35.3 49.7 96.0 95.4: 4.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 160 147 232 98 120 376 394:
Old : 443: 160 147 232 98 120 376 394:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 11.6 23.5 19.7 12.9 7.1 17.2 11.4
Old : 13.0 11.6 23.5 19.7 12.9 7.1 17.2 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 109,650: 33,533 19,828 35,724 40,012 53,674 109,269 109,225: 380 425
Old : 109,650: 33,533 19,828 35,724 40,012 53,674 109,269 109,225: 380 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -14,458: 2,266 -2,068 -5,991 -10,726 -6,450 -14,451 -14,509: -7 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 18.1 32.6 36.5 49.0 99.7 99.6: 0.3 0.4
Old : 100.0: 30.6 18.1 32.6 36.5 49.0 99.7 99.6: 0.3 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 : 25: 5 4 3 16 10 23 15:
Old : 25: 5 4 3 16 10 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 71.3 80.5 88.1 34.5 39.7 44.3 45.4
Old : 66.0 71.3 80.5 88.1 34.5 39.7 44.3 45.4
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, March 22, 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 : 124,782: 72,496 13,187 2,405 35,440 72,817 110,341 88,409: 14,441 36,373
Old : 124,782: 72,496 13,187 2,405 35,440 72,817 110,341 88,409: 14,441 36,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 3,295: 1,411 -738 1,699 2,087 9,000 5,197 9,961: -1,902 -6,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 10.6 1.9 28.4 58.4 88.4 70.9: 11.6 29.1
Old : 100.0: 58.1 10.6 1.9 28.4 58.4 88.4 70.9: 11.6 29.1
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 : 30: 5 5 6 16 19 24 27:
Old : 30: 5 5 6 16 19 24 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 : 69.2 28.7 80.1 49.3 68.3 27.6 77.0 47.0
Old : 69.2 28.7 80.1 49.3 68.3 27.6 77.0 47.0
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, March 22, 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 : 17,424: 1,852 3,586 6,651 8,298 6,544 16,801 16,781: 623 643
Old : 17,424: 1,852 3,586 6,651 8,298 6,544 16,801 16,781: 623 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 2,947: -275 1,864 743 2,384 248 2,851 2,855: 96 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.6 38.2 47.6 37.6 96.4 96.3: 3.6 3.7
Old : 100.0: 10.6 20.6 38.2 47.6 37.6 96.4 96.3: 3.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 6 9 10 19 17:
Old : 21: 5 5 6 9 10 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 : 58.8 65.7 79.4 84.7 27.6 28.7 32.5 31.7
Old : 58.8 65.7 79.4 84.7 27.6 28.7 32.5 31.7
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, March 22, 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 : 121,082: 19,078 1,819 20,566 72,190 80,652 111,833 103,037: 9,249 18,045
Old : 121,082: 19,078 1,819 20,566 72,190 80,652 111,833 103,037: 9,249 18,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -1,115: 350 -11 -653 -500 -442 -803 -1,106: -312 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 1.5 17.0 59.6 66.6 92.4 85.1: 7.6 14.9
Old : 100.0: 15.8 1.5 17.0 59.6 66.6 92.4 85.1: 7.6 14.9
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: 5 2 7 19 20 26 27:
Old : 27: 5 2 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 : 33.9 34.1 53.2 50.9 17.5 15.1 24.5 20.0
Old : 33.9 34.1 53.2 50.9 17.5 15.1 24.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 182,404: 9,943 69,557 81,430 83,969 24,638 175,342 175,625: 7,062 6,779
Old : 182,404: 9,943 69,557 81,430 83,969 24,638 175,342 175,625: 7,062 6,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 10,316: 1,139 1,992 7,833 1,600 38 10,572 9,862: -256 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 38.1 44.6 46.0 13.5 96.1 96.3: 3.9 3.7
Old : 100.0: 5.5 38.1 44.6 46.0 13.5 96.1 96.3: 3.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 14 25 16 15 44 42:
Old : 46: 13 14 25 16 15 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 48.9 56.5 73.5 23.9 35.6 33.7 41.9
Old : 38.6 48.9 56.5 73.5 23.9 35.6 33.7 41.9
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, March 22, 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 : 113,032: 11,733 8,484 74,577 26,506 29,711 112,816 112,772: 216 260
Old : 113,032: 11,733 8,484 74,577 26,506 29,711 112,816 112,772: 216 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -14,763: -52 1,241 -12,730 -1,974 -3,066 -14,755 -14,555: -7 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.5 66.0 23.5 26.3 99.8 99.8: 0.2 0.2
Old : 100.0: 10.4 7.5 66.0 23.5 26.3 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 6 7 10 10 17 18:
Old : 22: 2 6 7 10 10 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 69.4 92.9 90.6 15.2 11.1 16.0 14.5
Old : 78.8 69.4 92.9 90.6 15.2 11.1 16.0 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,787: 480 90 0 14,202 14,647 14,682 14,737: 105 50
Old : 14,787: 480 90 0 14,202 14,647 14,682 14,737: 105 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -2,672: -60 90 -90 -2,552 -2,722 -2,702 -2,722: 30 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.6 0.0 96.0 99.1 99.3 99.7: 0.7 0.3
Old : 100.0: 3.2 0.6 0.0 96.0 99.1 99.3 99.7: 0.7 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 : 32: 1 1 0 21 21 22 22:
Old : 32: 1 1 0 21 21 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 67.8 81.9 87.0 53.2 58.1 68.1 71.2
Old : 62.1 67.8 81.9 87.0 53.2 58.1 68.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 24,077: 15,481 6,586 615 6,425 15,622 22,520 22,822: 1,557 1,255
Old : 24,077: 15,481 6,586 615 6,425 15,622 22,520 22,822: 1,557 1,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 221: 913 -1,016 30 -861 1,332 83 347: 138 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 27.4 2.6 26.7 64.9 93.5 94.8: 6.5 5.2
Old : 100.0: 64.3 27.4 2.6 26.7 64.9 93.5 94.8: 6.5 5.2
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 : 163: 73 37 17 31 34 109 84:
Old : 163: 73 37 17 31 34 109 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 29.0 42.4 46.8 31.3 28.5 41.6 45.5
Old : 31.3 29.0 42.4 46.8 31.3 28.5 41.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 64,272: 44,854 11,883 2,684 9,348 46,890 56,886 61,457: 7,386 2,815
Old : 64,272: 44,854 11,883 2,684 9,348 46,890 56,886 61,457: 7,386 2,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -685: -268 -822 -136 -796 373 -1,200 -584: 515 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 18.5 4.2 14.5 73.0 88.5 95.6: 11.5 4.4
Old : 100.0: 69.8 18.5 4.2 14.5 73.0 88.5 95.6: 11.5 4.4
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 : 226: 123 47 25 33 35 169 97:
Old : 226: 123 47 25 33 35 169 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 36.9 26.0 52.0 18.1 35.4 26.0 50.1
Old : 18.1 36.9 26.0 52.0 18.1 35.4 26.0 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 450,441: 119,503 32,833 82,367 220,656 314,448 422,526 429,648: 27,915 20,793
Old : 450,441: 119,503 32,833 82,367 220,656 314,448 422,526 429,648: 27,915 20,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 5,634: -1,000 3,876 -5,574 8,931 6,465 2,357 4,766: 3,277 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.3 18.3 49.0 69.8 93.8 95.4: 6.2 4.6
Old : 100.0: 26.5 7.3 18.3 49.0 69.8 93.8 95.4: 6.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 83 38 68 90 105 203 186:
Old : 238: 83 38 68 90 105 203 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 15.7 23.9 27.8 12.7 9.5 17.8 15.4
Old : 14.7 15.7 23.9 27.8 12.7 9.5 17.8 15.4
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, March 22, 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 : 9,125: 2,185 0 16 4,269 6,845 6,470 6,861: 2,655 2,264
Old : 9,125: 2,185 0 16 4,269 6,845 6,470 6,861: 2,655 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 901: 32 0 0 769 890 801 890: 100 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.2 46.8 75.0 70.9 75.2: 29.1 24.8
Old : 100.0: 23.9 0.0 0.2 46.8 75.0 70.9 75.2: 29.1 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 17 18 19 19:
Old : 21: 2 0 1 17 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 32.8 53.6 52.0 33.2 23.8 41.3 37.4
Old : 37.0 32.8 53.6 52.0 33.2 23.8 41.3 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, March 22, 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 : 25,020: 10,734 21,875 747 13,332 2,398 24,813 25,020: 207 0
Old : 25,020: 10,734 21,875 747 13,332 2,398 24,813 25,020: 207 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -76: -175 -76 0 39 0 -136 -76: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 87.4 3.0 53.3 9.6 99.2 100.0: 0.8 0.0
Old : 100.0: 42.9 87.4 3.0 53.3 9.6 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 5 2 13 7 19 12:
Old : 24: 4 5 2 13 7 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 89.3 91.0 97.4 82.8 86.3 89.3 93.2
Old : 82.8 89.3 91.0 97.4 82.8 86.3 89.3 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 26,191: 9,236 8,786 9,213 7,193 7,692 25,642 25,691: 549 500
Old : 26,191: 9,236 8,786 9,213 7,193 7,692 25,642 25,691: 549 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 431: 144 -62 -38 354 391 460 291: -29 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 33.5 35.2 27.5 29.4 97.9 98.1: 2.1 1.9
Old : 100.0: 35.3 33.5 35.2 27.5 29.4 97.9 98.1: 2.1 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 : 54: 22 21 29 8 10 43 47:
Old : 54: 22 21 29 8 10 43 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.1 46.4 56.2 17.5 29.1 29.6 35.6
Old : 27.7 38.1 46.4 56.2 17.5 29.1 29.6 35.6
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, March 22, 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 : 32,029: 3,123 275 375 28,216 31,379 31,714 32,029: 315 0
Old : 32,029: 3,123 275 375 28,216 31,379 31,714 32,029: 315 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 3,621: -25 0 0 3,646 3,621 3,621 3,621: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.9 1.2 88.1 98.0 99.0 100.0: 1.0 0.0
Old : 100.0: 9.8 0.9 1.2 88.1 98.0 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 : 41: 3 2 1 29 20 33 23:
Old : 41: 3 2 1 29 20 33 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 : 35.3 68.6 60.5 91.9 29.3 58.1 46.1 63.3
Old : 35.3 68.6 60.5 91.9 29.3 58.1 46.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 2,415: 0 1,275 100 2,315 1,040 2,415 2,415: 0 0
Old : 2,415: 0 1,275 100 2,315 1,040 2,415 2,415: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 225: -50 25 50 225 150 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 52.8 4.1 95.9 43.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 52.8 4.1 95.9 43.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 2 13 6 15 11:
Old : 22: 0 4 2 13 6 15 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 : 64.4 70.4 83.6 94.2 62.7 70.4 82.0 92.1
Old : 64.4 70.4 83.6 94.2 62.7 70.4 82.0 92.1
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, March 22, 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 : 8,902: 2,135 2,472 215 6,507 6,215 8,857 8,902: 45 0
Old : 8,902: 2,135 2,472 215 6,507 6,215 8,857 8,902: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 27.8 2.4 73.1 69.8 99.5 100.0: 0.5 0.0
Old : 100.0: 24.0 27.8 2.4 73.1 69.8 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 : 20: 2 3 2 10 12 14 15:
Old : 20: 2 3 2 10 12 14 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 : 63.3 75.5 90.2 89.5 49.8 53.0 62.3 61.4
Old : 63.3 75.5 90.2 89.5 49.8 53.0 62.3 61.4
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, March 22, 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 : 17,596: 3,314 8,243 588 12,674 8,566 16,576 17,397: 1,020 199
Old : 17,596: 3,314 8,243 588 12,674 8,566 16,576 17,397: 1,020 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,218: 175 47 13 1,139 1,038 1,327 1,098: -109 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 46.8 3.3 72.0 48.7 94.2 98.9: 5.8 1.1
Old : 100.0: 18.8 46.8 3.3 72.0 48.7 94.2 98.9: 5.8 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 : 37: 7 4 4 24 18 33 24:
Old : 37: 7 4 4 24 18 33 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 : 41.2 58.5 61.6 78.1 38.2 52.0 54.1 64.9
Old : 41.2 58.5 61.6 78.1 38.2 52.0 54.1 64.9
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, March 22, 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 : 6,459: 57 4,739 79 5,406 1,174 5,542 5,992: 917 467
Old : 6,459: 57 4,739 79 5,406 1,174 5,542 5,992: 917 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 291: 0 137 30 160 33 190 200: 101 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 73.4 1.2 83.7 18.2 85.8 92.8: 14.2 7.2
Old : 100.0: 0.9 73.4 1.2 83.7 18.2 85.8 92.8: 14.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 19 12 23 16:
Old : 24: 2 2 3 19 12 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 84.7 57.8 89.8 26.0 74.3 45.2 74.3
Old : 36.8 84.7 57.8 89.8 26.0 74.3 45.2 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,112: 722 1,905 986 8,224 6,953 9,932 9,844: 180 268
Old : 10,112: 722 1,905 986 8,224 6,953 9,932 9,844: 180 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 450: -99 120 108 441 238 450 466: 0 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.8 9.8 81.3 68.8 98.2 97.3: 1.8 2.7
Old : 100.0: 7.1 18.8 9.8 81.3 68.8 98.2 97.3: 1.8 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 : 50: 8 9 11 25 20 39 35:
Old : 50: 8 9 11 25 20 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 38.2 69.0 61.8 44.7 34.9 58.0 50.6
Old : 51.9 38.2 69.0 61.8 44.7 34.9 58.0 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,310: 401 300 235 547 627 1,183 1,162: 127 148
Old : 1,310: 401 300 235 547 627 1,183 1,162: 127 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 160: 50 20 30 80 110 160 160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 22.9 17.9 41.8 47.9 90.3 88.7: 9.7 11.3
Old : 100.0: 30.6 22.9 17.9 41.8 47.9 90.3 88.7: 9.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 6 6 8 9 17 20:
Old : 28: 8 6 6 8 9 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 : 48.6 39.0 68.9 57.8 41.0 35.2 56.0 52.4
Old : 48.6 39.0 68.9 57.8 41.0 35.2 56.0 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 34,371: 3,996 7,371 4,146 21,347 16,441 29,489 27,958: 4,882 6,413
Old : 34,371: 3,996 7,371 4,146 21,347 16,441 29,489 27,958: 4,882 6,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,918: 636 -284 711 571 1,054 1,918 1,481: 0 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.4 12.1 62.1 47.8 85.8 81.3: 14.2 18.7
Old : 100.0: 11.6 21.4 12.1 62.1 47.8 85.8 81.3: 14.2 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 2 5 16 13 24 18:
Old : 25: 6 2 5 16 13 24 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 : 39.1 59.9 55.1 73.5 30.2 42.4 41.3 47.8
Old : 39.1 59.9 55.1 73.5 30.2 42.4 41.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016