GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 56,544: 8,279 2,932 2,423 45,320 50,895 56,022 56,250: 522 294
Old : 56,544: 8,279 2,932 2,423 45,320 50,895 56,022 56,250: 522 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,038: 1,279 -664 239 172 1,463 1,690 1,038: -652 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.2 4.3 80.1 90.0 99.1 99.5: 0.9 0.5
Old : 100.0: 14.6 5.2 4.3 80.1 90.0 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 9 6 10 39 43 52 55:
Old : 63: 9 6 10 39 43 52 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 33.4 58.9 47.2 22.3 14.0 31.2 22.4
Old : 41.3 33.4 58.9 47.2 22.3 14.0 31.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 7,179: 0 0 0 7,179 7,179 7,179 7,179: 0 0
Old : 7,179: 0 0 0 7,179 7,179 7,179 7,179: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 98: 0 0 0 98 98 98 98: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 20: 0 0 0 14 19 14 19:
Old : 20: 0 0 0 14 19 14 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 : 69.2 56.9 95.7 78.1 44.0 28.1 48.7 41.8
Old : 69.2 56.9 95.7 78.1 44.0 28.1 48.7 41.8
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, November 29, 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 : 11,909: 504 306 1,026 9,819 10,179 11,349 11,511: 560 398
Old : 11,909: 504 306 1,026 9,819 10,179 11,349 11,511: 560 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 672: 30 10 9 652 676 691 695: -19 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.6 8.6 82.5 85.5 95.3 96.7: 4.7 3.3
Old : 100.0: 4.2 2.6 8.6 82.5 85.5 95.3 96.7: 4.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 3 11 35 34 46 46:
Old : 47: 8 3 11 35 34 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 34.6 50.2 50.4 7.7 11.4 12.7 16.2
Old : 36.2 34.6 50.2 50.4 7.7 11.4 12.7 16.2
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, November 29, 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 : 13,269: 1,497 334 1,020 10,313 11,505 12,830 12,859: 439 410
Old : 13,269: 1,497 334 1,020 10,313 11,505 12,830 12,859: 439 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 870: 269 30 138 538 739 945 907: -75 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.5 7.7 77.7 86.7 96.7 96.9: 3.3 3.1
Old : 100.0: 11.3 2.5 7.7 77.7 86.7 96.7 96.9: 3.3 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 : 55: 5 4 10 37 41 47 52:
Old : 55: 5 4 10 37 41 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 34.9 54.5 50.8 13.8 15.1 21.0 21.3
Old : 35.4 34.9 54.5 50.8 13.8 15.1 21.0 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,469: 310 64 0 1,121 1,369 1,431 1,433: 38 36
Old : 1,469: 310 64 0 1,121 1,369 1,431 1,433: 38 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 19: 0 0 0 0 19 0 19: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 4.4 0.0 76.3 93.2 97.4 97.5: 2.6 2.5
Old : 100.0: 21.1 4.4 0.0 76.3 93.2 97.4 97.5: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 12 11 13:
Old : 20: 1 1 0 10 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 66.4 89.2 86.1 60.7 61.1 76.1 75.6
Old : 62.4 66.4 89.2 86.1 60.7 61.1 76.1 75.6
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, November 29, 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 : 9,521: 175 1,870 118 8,704 7,120 8,997 9,108: 524 413
Old : 9,521: 175 1,870 118 8,704 7,120 8,997 9,108: 524 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,000: 0 10 15 992 1,027 1,007 1,052: -7 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 19.6 1.2 91.4 74.8 94.5 95.7: 5.5 4.3
Old : 100.0: 1.8 19.6 1.2 91.4 74.8 94.5 95.7: 5.5 4.3
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 : 40: 3 7 5 24 23 32 30:
Old : 40: 3 7 5 24 23 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 51.3 65.8 70.6 37.2 47.3 56.5 58.7
Old : 39.1 51.3 65.8 70.6 37.2 47.3 56.5 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD BALMOSWP - NEW YORK MERCANTILE EXCHANGE Code-021A18
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,376: 463 1,161 45 833 125 1,341 1,331: 35 45
Old : 1,376: 463 1,161 45 833 125 1,341 1,331: 35 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 84.4 3.3 60.5 9.1 97.5 96.7: 2.5 3.3
Old : 100.0: 33.6 84.4 3.3 60.5 9.1 97.5 96.7: 2.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 6 3 11 3 15 11:
Old : 21: 3 6 3 11 3 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 : 59.4 79.6 81.5 92.7 58.7 79.3 76.8 86.9
Old : 59.4 79.6 81.5 92.7 58.7 79.3 76.8 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 2,162: 248 467 215 1,615 1,283 2,078 1,965: 84 197
Old : 2,162: 248 467 215 1,615 1,283 2,078 1,965: 84 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 237: 125 165 80 32 72 237 317: 0 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 21.6 9.9 74.7 59.3 96.1 90.9: 3.9 9.1
Old : 100.0: 11.5 21.6 9.9 74.7 59.3 96.1 90.9: 3.9 9.1
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 : 32: 4 5 4 15 14 20 22:
Old : 32: 4 5 4 15 14 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 : 40.7 34.6 62.4 56.9 33.4 34.6 49.2 53.4
Old : 40.7 34.6 62.4 56.9 33.4 34.6 49.2 53.4
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, November 29, 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 : 23,271: 245 4,331 825 22,139 18,094 23,209 23,250: 62 21
Old : 23,271: 245 4,331 825 22,139 18,094 23,209 23,250: 62 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 181: -10 120 75 116 -14 181 181: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 18.6 3.5 95.1 77.8 99.7 99.9: 0.3 0.1
Old : 100.0: 1.1 18.6 3.5 95.1 77.8 99.7 99.9: 0.3 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 : 34: 3 4 5 24 20 30 26:
Old : 34: 3 4 5 24 20 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 50.0 64.8 79.5 34.1 36.9 47.7 53.5
Old : 43.9 50.0 64.8 79.5 34.1 36.9 47.7 53.5
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, November 29, 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 : 7,049: 1,104 1,967 387 4,885 4,393 6,376 6,747: 673 302
Old : 7,049: 1,104 1,967 387 4,885 4,393 6,376 6,747: 673 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 568: 181 268 -4 476 319 653 583: -85 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 27.9 5.5 69.3 62.3 90.5 95.7: 9.5 4.3
Old : 100.0: 15.7 27.9 5.5 69.3 62.3 90.5 95.7: 9.5 4.3
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 : 50: 9 5 8 25 30 38 39:
Old : 50: 9 5 8 25 30 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 42.1 53.1 57.6 32.4 40.6 47.7 54.9
Old : 35.0 42.1 53.1 57.6 32.4 40.6 47.7 54.9
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, November 29, 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 : 6,722: 45 939 240 5,716 5,327 6,001 6,506: 721 216
Old : 6,722: 45 939 240 5,716 5,327 6,001 6,506: 721 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 439: 25 4 7 383 428 415 439: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 14.0 3.6 85.0 79.2 89.3 96.8: 10.7 3.2
Old : 100.0: 0.7 14.0 3.6 85.0 79.2 89.3 96.8: 10.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 5 20 21 25 26:
Old : 26: 1 3 5 20 21 25 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 : 43.3 58.1 61.9 77.2 27.4 42.2 40.3 52.8
Old : 43.3 58.1 61.9 77.2 27.4 42.2 40.3 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 412,482: 77,244 43,994 95,267 198,482 241,454 370,993 380,715: 41,490 31,767
Old : 412,482: 77,244 43,994 95,267 198,482 241,454 370,993 380,715: 41,490 31,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -24,193: -871 -5,314 -12,291 -10,298 -4,913 -23,460 -22,518: -734 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.7 23.1 48.1 58.5 89.9 92.3: 10.1 7.7
Old : 100.0: 18.7 10.7 23.1 48.1 58.5 89.9 92.3: 10.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 43 47 61 86 93 169 165:
Old : 194: 43 47 61 86 93 169 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 14.3 23.9 23.7 12.4 9.4 19.3 15.1
Old : 14.3 14.3 23.9 23.7 12.4 9.4 19.3 15.1
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, November 29, 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 : 52,341: 0 1,175 0 45,031 45,782 45,031 46,957: 7,310 5,384
Old : 52,341: 0 1,175 0 45,031 45,782 45,031 46,957: 7,310 5,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 2,606: 0 150 -150 2,621 2,683 2,471 2,683: 135 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 86.0 87.5 86.0 89.7: 14.0 10.3
Old : 100.0: 0.0 2.2 0.0 86.0 87.5 86.0 89.7: 14.0 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 0 25 29 25 31:
Old : 35: 0 2 0 25 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 : 44.1 38.4 64.1 56.6 33.7 24.4 43.5 35.1
Old : 44.1 38.4 64.1 56.6 33.7 24.4 43.5 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,177,565: 287,656 366,102 385,980 436,767 383,514 1,110,402 1,135,595: 67,162 41,969
Old : 1,177,565: 287,656 366,102 385,980 436,767 383,514 1,110,402 1,135,595: 67,162 41,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -15,744: -7,321 -17,054 4,738 -8,114 6,670 -10,697 -5,646: -5,047 -10,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 31.1 32.8 37.1 32.6 94.3 96.4: 5.7 3.6
Old : 100.0: 24.4 31.1 32.8 37.1 32.6 94.3 96.4: 5.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 134 108 152 79 64 292 256:
Old : 335: 134 108 152 79 64 292 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 23.1 26.9 37.3 10.1 17.7 15.9 24.4
Old : 15.5 23.1 26.9 37.3 10.1 17.7 15.9 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 643,310: 52,597 31,746 178,400 403,078 429,842 634,075 639,987: 9,235 3,323
Old : 643,310: 52,597 31,746 178,400 403,078 429,842 634,075 639,987: 9,235 3,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -91,835: 5,158 -60 -46,522 -52,279 -45,433 -93,644 -92,016: 1,809 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 4.9 27.7 62.7 66.8 98.6 99.5: 1.4 0.5
Old : 100.0: 8.2 4.9 27.7 62.7 66.8 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 45 27 58 60 57 130 117:
Old : 134: 45 27 58 60 57 130 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 25.3 52.3 43.6 14.9 7.8 17.1 13.1
Old : 36.9 25.3 52.3 43.6 14.9 7.8 17.1 13.1
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, November 29, 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 : 297,976: 109,806 135,053 37,164 140,407 117,124 287,378 289,342: 10,599 8,635
Old : 297,976: 109,806 135,053 37,164 140,407 117,124 287,378 289,342: 10,599 8,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -27,134: -11,112 -9,388 -5,292 -10,142 -12,513 -26,546 -27,193: -587 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 45.3 12.5 47.1 39.3 96.4 97.1: 3.6 2.9
Old : 100.0: 36.9 45.3 12.5 47.1 39.3 96.4 97.1: 3.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 14 23 33 37 63 61:
Old : 69: 16 14 23 33 37 63 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 : 48.9 48.4 62.8 61.1 47.4 46.1 56.5 53.3
Old : 48.9 48.4 62.8 61.1 47.4 46.1 56.5 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 108,503: 10,907 16,789 15,383 75,331 72,246 101,621 104,418: 6,882 4,085
Old : 108,503: 10,907 16,789 15,383 75,331 72,246 101,621 104,418: 6,882 4,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -29,241: -5,428 1,486 -12,299 -11,087 -18,502 -28,814 -29,315: -427 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.5 14.2 69.4 66.6 93.7 96.2: 6.3 3.8
Old : 100.0: 10.1 15.5 14.2 69.4 66.6 93.7 96.2: 6.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 13 17 19 29 28 51 55:
Old : 61: 13 17 19 29 28 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 47.7 40.6 61.1 18.8 40.5 32.0 46.0
Old : 23.2 47.7 40.6 61.1 18.8 40.5 32.0 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,325,306: 603,809 36,710 68,753 621,608 1,199,764 1,294,170 1,305,227: 31,136 20,079
Old : 1,325,306: 603,809 36,710 68,753 621,608 1,199,764 1,294,170 1,305,227: 31,136 20,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -65,644: -30,691 -19,065 -8,112 -27,213 -39,930 -66,016 -67,107: 372 1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 2.8 5.2 46.9 90.5 97.7 98.5: 2.3 1.5
Old : 100.0: 45.6 2.8 5.2 46.9 90.5 97.7 98.5: 2.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 20 7 20 48 48 74 69:
Old : 84: 20 7 20 48 48 74 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 38.0 60.3 63.6 44.1 35.1 53.0 58.8
Old : 48.1 38.0 60.3 63.6 44.1 35.1 53.0 58.8
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, November 29, 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 : 292,124: 18,348 41,622 15,691 249,608 231,518 283,647 288,831: 8,477 3,293
Old : 292,124: 18,348 41,622 15,691 249,608 231,518 283,647 288,831: 8,477 3,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -25,957: -1,038 -3,982 -11,727 -15,308 -10,425 -28,073 -26,134: 2,116 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 14.2 5.4 85.4 79.3 97.1 98.9: 2.9 1.1
Old : 100.0: 6.3 14.2 5.4 85.4 79.3 97.1 98.9: 2.9 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 : 66: 14 15 21 30 31 55 56:
Old : 66: 14 15 21 30 31 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 57.3 56.9 70.8 33.0 54.5 51.2 63.3
Old : 37.7 57.3 56.9 70.8 33.0 54.5 51.2 63.3
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, November 29, 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 : 77,045: 31,188 25,437 11,436 33,699 39,275 76,323 76,148: 722 897
Old : 77,045: 31,188 25,437 11,436 33,699 39,275 76,323 76,148: 722 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -6,554: 412 -2,054 -1,745 -5,115 -2,779 -6,448 -6,578: -106 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 33.0 14.8 43.7 51.0 99.1 98.8: 0.9 1.2
Old : 100.0: 40.5 33.0 14.8 43.7 51.0 99.1 98.8: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 16 21 23 20 52 45:
Old : 57: 17 16 21 23 20 52 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 44.2 63.5 62.7 34.3 26.0 47.3 40.3
Old : 42.1 44.2 63.5 62.7 34.3 26.0 47.3 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 15,954: 11,683 3,643 1,248 2,570 10,948 15,501 15,839: 453 115
Old : 15,954: 11,683 3,643 1,248 2,570 10,948 15,501 15,839: 453 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -2,035: -1,112 299 -732 -61 -1,581 -1,905 -2,014: -130 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 22.8 7.8 16.1 68.6 97.2 99.3: 2.8 0.7
Old : 100.0: 73.2 22.8 7.8 16.1 68.6 97.2 99.3: 2.8 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 : 32: 12 5 8 12 14 28 23:
Old : 32: 12 5 8 12 14 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 50.7 72.4 74.5 59.7 44.1 70.4 65.4
Old : 60.0 50.7 72.4 74.5 59.7 44.1 70.4 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 10,614: 732 1,610 4,267 5,606 4,730 10,605 10,607: 9 8
Old : 10,614: 732 1,610 4,267 5,606 4,730 10,605 10,607: 9 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -153: -12 59 -103 -38 -108 -153 -152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 15.2 40.2 52.8 44.6 99.9 99.9: 0.1 0.1
Old : 100.0: 6.9 15.2 40.2 52.8 44.6 99.9 99.9: 0.1 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 : 34: 11 8 14 14 14 32 29:
Old : 34: 11 8 14 14 14 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 48.3 70.4 73.9 18.2 16.7 22.5 22.7
Old : 43.3 48.3 70.4 73.9 18.2 16.7 22.5 22.7
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, November 29, 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 : 63,191: 8,867 4,182 12,331 41,647 46,213 62,845 62,726: 346 465
Old : 63,191: 8,867 4,182 12,331 41,647 46,213 62,845 62,726: 346 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 365: 790 352 89 -536 -132 344 310: 21 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 6.6 19.5 65.9 73.1 99.5 99.3: 0.5 0.7
Old : 100.0: 14.0 6.6 19.5 65.9 73.1 99.5 99.3: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 19 12 17 54 69 78 94:
Old : 105: 19 12 17 54 69 78 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 29.4 42.5 43.6 14.7 21.6 23.5 25.6
Old : 25.5 29.4 42.5 43.6 14.7 21.6 23.5 25.6
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, November 29, 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 : 4,346: 740 1,144 488 2,577 2,558 3,805 4,190: 541 156
Old : 4,346: 740 1,144 488 2,577 2,558 3,805 4,190: 541 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 295: 103 142 3 114 109 220 254: 75 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 26.3 11.2 59.3 58.9 87.6 96.4: 12.4 3.6
Old : 100.0: 17.0 26.3 11.2 59.3 58.9 87.6 96.4: 12.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 10 7 22 22 31 36:
Old : 43: 6 10 7 22 22 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 28.0 50.1 46.8 23.2 26.4 36.2 40.6
Old : 31.0 28.0 50.1 46.8 23.2 26.4 36.2 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,044,203: 816 0 0 1,043,387 1,044,203 1,044,203 1,044,203: 0 0
Old : 1,044,203: 816 0 0 1,043,387 1,044,203 1,044,203 1,044,203: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: .: . . . . . . .: . .
: : :
: : 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 : 20: 1 0 0 13 8 14 8:
Old : 20: 1 0 0 13 8 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 99.3 96.2 100.0 74.8 99.1 95.7 99.3
Old : 75.3 99.3 96.2 100.0 74.8 99.1 95.7 99.3
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, November 29, 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 : 260,653: 29,121 370 5,533 225,978 254,749 260,632 260,653: 21 0
Old : 260,653: 29,121 370 5,533 225,978 254,749 260,632 260,653: 21 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -3,447: -69 -13 35 -3,413 -3,469 -3,447 -3,447: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.1 2.1 86.7 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 0.1 2.1 86.7 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 22 19 24 22:
Old : 30: 1 2 2 22 19 24 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 : 54.5 79.3 86.5 94.6 32.4 39.5 38.6 41.6
Old : 54.5 79.3 86.5 94.6 32.4 39.5 38.6 41.6
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, November 29, 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 : 2,602,641: 372,990 8,160 26,250 2,203,401 2,568,231 2,602,641 2,602,641: 0 0
Old : 2,602,641: 372,990 8,160 26,250 2,203,401 2,568,231 2,602,641 2,602,641: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 37,245: 0 0 0 37,245 37,245 37,245 37,245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 0.3 1.0 84.7 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 14.3 0.3 1.0 84.7 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 18 17 19 19:
Old : 26: 1 1 1 18 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 85.2 86.3 92.5 50.4 57.2 58.4 61.2
Old : 62.9 85.2 86.3 92.5 50.4 57.2 58.4 61.2
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, November 29, 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 : 43,394: 3,825 0 0 39,548 43,394 43,373 43,394: 21 0
Old : 43,394: 3,825 0 0 39,548 43,394 43,373 43,394: 21 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.0 91.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.8 0.0 0.0 91.1 100.0 100.0 100.0: 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 : 20: 1 0 0 16 13 17 13:
Old : 20: 1 0 0 16 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 67.1 84.9 92.2 29.0 43.7 40.1 44.9
Old : 59.6 67.1 84.9 92.2 29.0 43.7 40.1 44.9
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, November 29, 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 : 902,607: 0 0 0 902,607 902,607 902,607 902,607: 0 0
Old : 902,607: 0 0 0 902,607 902,607 902,607 902,607: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 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 : 63.5 79.8 86.2 98.6 45.6 62.0 59.5 65.1
Old : 63.5 79.8 86.2 98.6 45.6 62.0 59.5 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 7,904: 320 400 0 7,568 7,504 7,888 7,904: 16 0
Old : 7,904: 320 400 0 7,568 7,504 7,888 7,904: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -51,376: -2,080 -2,000 0 -49,192 -49,376 -51,272 -51,376: -104 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.1 0.0 95.7 94.9 99.8 100.0: 0.2 0.0
Old : 100.0: 4.0 5.1 0.0 95.7 94.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 12 8 13 9:
Old : 22: 1 1 0 12 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 86.2 91.1 98.8 73.7 86.2 91.1 98.8
Old : 73.7 86.2 91.1 98.8 73.7 86.2 91.1 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 38,872: 2,029 936 238 36,605 37,235 38,872 38,409: 0 463
Old : 38,872: 2,029 936 238 36,605 37,235 38,872 38,409: 0 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 759: 212 0 0 547 759 759 759: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.4 0.6 94.2 95.8 100.0 98.8: 0.0 1.2
Old : 100.0: 5.2 2.4 0.6 94.2 95.8 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 1 2 26 28 33 31:
Old : 45: 7 1 2 26 28 33 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 : 71.5 67.9 84.2 82.5 68.6 67.2 78.5 80.1
Old : 71.5 67.9 84.2 82.5 68.6 67.2 78.5 80.1
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, November 29, 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 : 140,929: 9,814 1,945 5,056 125,423 133,435 140,293 140,436: 636 493
Old : 140,929: 9,814 1,945 5,056 125,423 133,435 140,293 140,436: 636 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -1,537: -244 -214 410 -1,508 -1,663 -1,342 -1,467: -195 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.4 3.6 89.0 94.7 99.5 99.7: 0.5 0.3
Old : 100.0: 7.0 1.4 3.6 89.0 94.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 20 10 14 62 62 89 80:
Old : 101: 20 10 14 62 62 89 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.5 54.3 61.4 21.4 36.5 30.0 41.7
Old : 36.2 44.5 54.3 61.4 21.4 36.5 30.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 105,608: 14,772 7,110 308 90,388 97,308 105,468 104,726: 140 882
Old : 105,608: 14,772 7,110 308 90,388 97,308 105,468 104,726: 140 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 3,207: 0 -75 0 3,207 3,282 3,207 3,207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 6.7 0.3 85.6 92.1 99.9 99.2: 0.1 0.8
Old : 100.0: 14.0 6.7 0.3 85.6 92.1 99.9 99.2: 0.1 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 : 43: 5 6 3 27 30 33 38:
Old : 43: 5 6 3 27 30 33 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 : 54.2 61.8 75.8 76.8 30.1 30.8 39.1 38.3
Old : 54.2 61.8 75.8 76.8 30.1 30.8 39.1 38.3
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, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 36,962: 2,050 995 690 34,027 34,531 36,767 36,216: 195 746
Old : 36,962: 2,050 995 690 34,027 34,531 36,767 36,216: 195 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,456: -144 0 172 1,388 1,167 1,416 1,339: 40 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.7 1.9 92.1 93.4 99.5 98.0: 0.5 2.0
Old : 100.0: 5.5 2.7 1.9 92.1 93.4 99.5 98.0: 0.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 1 5 35 39 46 45:
Old : 54: 10 1 5 35 39 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 40.0 65.8 56.5 29.9 29.0 40.7 37.6
Old : 46.0 40.0 65.8 56.5 29.9 29.0 40.7 37.6
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, November 29, 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 : 16,461: 2,812 108 98 13,349 15,331 16,259 15,537: 202 924
Old : 16,461: 2,812 108 98 13,349 15,331 16,259 15,537: 202 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 215: 0 0 0 215 215 215 215: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.7 0.6 81.1 93.1 98.8 94.4: 1.2 5.6
Old : 100.0: 17.1 0.7 0.6 81.1 93.1 98.8 94.4: 1.2 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 : 40: 3 2 2 30 25 35 27:
Old : 40: 3 2 2 30 25 35 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 : 54.7 54.1 73.0 71.6 47.4 40.7 54.8 50.8
Old : 54.7 54.1 73.0 71.6 47.4 40.7 54.8 50.8
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, November 29, 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 : 17,599: 442 540 285 16,284 16,244 17,011 17,069: 588 530
Old : 17,599: 442 540 285 16,284 16,244 17,011 17,069: 588 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 165: 137 62 43 30 60 210 165: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.1 1.6 92.5 92.3 96.7 97.0: 3.3 3.0
Old : 100.0: 2.5 3.1 1.6 92.5 92.3 96.7 97.0: 3.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 5 3 30 22 36 28:
Old : 43: 4 5 3 30 22 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 57.9 72.8 79.6 32.2 46.4 38.5 50.5
Old : 59.4 57.9 72.8 79.6 32.2 46.4 38.5 50.5
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, November 29, 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 : 2,685,652: 567,726 219,068 1,027,921 960,426 1,332,185 2,556,073 2,579,174: 129,579 106,478
Old : 2,685,652: 567,726 219,068 1,027,921 960,426 1,332,185 2,556,073 2,579,174: 129,579 106,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 53,968: -11,761 -24,688 54,515 67 28,618 42,822 58,445: 11,146 -4,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 8.2 38.3 35.8 49.6 95.2 96.0: 4.8 4.0
Old : 100.0: 21.1 8.2 38.3 35.8 49.6 95.2 96.0: 4.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 202 118 242 99 115 420 378:
Old : 462: 202 118 242 99 115 420 378:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 9.9 20.4 18.5 10.5 7.3 15.5 13.7
Old : 11.2 9.9 20.4 18.5 10.5 7.3 15.5 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 229,103: 53,715 24,604 69,791 104,424 132,819 227,930 227,213: 1,173 1,890
Old : 229,103: 53,715 24,604 69,791 104,424 132,819 227,930 227,213: 1,173 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 2,384: -1,025 -1,721 3,353 53 794 2,382 2,426: 2 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.7 30.5 45.6 58.0 99.5 99.2: 0.5 0.8
Old : 100.0: 23.4 10.7 30.5 45.6 58.0 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 4 6 18 17 26 23:
Old : 29: 4 4 6 18 17 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 72.8 81.6 85.6 35.6 36.2 42.4 41.5
Old : 65.0 72.8 81.6 85.6 35.6 36.2 42.4 41.5
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, November 29, 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 : 116,542: 55,748 17,263 2,904 36,449 46,500 95,101 66,667: 21,441 49,875
Old : 116,542: 55,748 17,263 2,904 36,449 46,500 95,101 66,667: 21,441 49,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 3,188: -356 1,266 246 7,468 -3,311 7,358 -1,799: -4,170 4,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 14.8 2.5 31.3 39.9 81.6 57.2: 18.4 42.8
Old : 100.0: 47.8 14.8 2.5 31.3 39.9 81.6 57.2: 18.4 42.8
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 : 23: 6 5 5 10 10 17 19:
Old : 23: 6 5 5 10 10 17 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 : 61.3 31.5 76.3 48.4 61.0 31.2 74.9 46.2
Old : 61.3 31.5 76.3 48.4 61.0 31.2 74.9 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 86,861: 24,374 0 11,735 44,920 64,294 81,029 76,030: 5,831 10,831
Old : 86,861: 24,374 0 11,735 44,920 64,294 81,029 76,030: 5,831 10,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,366: 2,484 0 576 591 3,412 3,652 3,988: 714 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 0.0 13.5 51.7 74.0 93.3 87.5: 6.7 12.5
Old : 100.0: 28.1 0.0 13.5 51.7 74.0 93.3 87.5: 6.7 12.5
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 : 31: 10 0 9 20 21 30 30:
Old : 31: 10 0 9 20 21 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 40.6 61.3 61.6 31.5 31.4 40.1 41.1
Old : 43.2 40.6 61.3 61.6 31.5 31.4 40.1 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 127,851: 21,532 42,148 45,474 46,968 31,118 113,973 118,740: 13,878 9,111
Old : 127,851: 21,532 42,148 45,474 46,968 31,118 113,973 118,740: 13,878 9,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -654: -729 -323 -3,604 1,957 1,595 -2,376 -2,332: 1,722 1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 33.0 35.6 36.7 24.3 89.1 92.9: 10.9 7.1
Old : 100.0: 16.8 33.0 35.6 36.7 24.3 89.1 92.9: 10.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 17 13 28 17 17 49 46:
Old : 52: 17 13 28 17 17 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 41.2 41.4 55.2 18.7 34.1 25.3 37.9
Old : 25.2 41.2 41.4 55.2 18.7 34.1 25.3 37.9
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, November 29, 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 : 144,688: 81,230 13,108 34,113 29,094 96,576 144,437 143,797: 251 891
Old : 144,688: 81,230 13,108 34,113 29,094 96,576 144,437 143,797: 251 891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,405: 4,781 2,181 -797 2,067 4,004 6,050 5,387: -646 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 9.1 23.6 20.1 66.7 99.8 99.4: 0.2 0.6
Old : 100.0: 56.1 9.1 23.6 20.1 66.7 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 6 6 12 16 19 24:
Old : 27: 3 6 6 12 16 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 60.6 93.1 79.6 61.7 45.2 62.5 55.2
Old : 82.1 60.6 93.1 79.6 61.7 45.2 62.5 55.2
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, November 29, 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 : 10,790: 315 0 0 10,475 10,715 10,790 10,715: 0 75
Old : 10,790: 315 0 0 10,475 10,715 10,790 10,715: 0 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 360: 0 0 0 360 360 360 360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 97.1 99.3 100.0 99.3: 0.0 0.7
Old : 100.0: 2.9 0.0 0.0 97.1 99.3 100.0 99.3: 0.0 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 : 26: 1 0 0 19 15 20 15:
Old : 26: 1 0 0 19 15 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 65.0 83.5 85.9 55.3 61.3 76.8 78.4
Old : 60.3 65.0 83.5 85.9 55.3 61.3 76.8 78.4
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, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 26,693: 19,481 5,145 283 4,902 19,956 24,666 25,384: 2,027 1,310
Old : 26,693: 19,481 5,145 283 4,902 19,956 24,666 25,384: 2,027 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -1,273: 2,196 165 -1,733 -1,510 393 -1,047 -1,175: -226 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 19.3 1.1 18.4 74.8 92.4 95.1: 7.6 4.9
Old : 100.0: 73.0 19.3 1.1 18.4 74.8 92.4 95.1: 7.6 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 : 165: 84 31 10 29 35 115 74:
Old : 165: 84 31 10 29 35 115 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 31.8 39.4 47.5 25.0 31.6 39.4 47.0
Old : 25.0 31.8 39.4 47.5 25.0 31.6 39.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 72,028: 48,254 24,563 2,545 12,817 39,565 63,616 66,673: 8,412 5,354
Old : 72,028: 48,254 24,563 2,545 12,817 39,565 63,616 66,673: 8,412 5,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,486: 1,874 2,680 146 743 214 2,763 3,039: 1,723 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 34.1 3.5 17.8 54.9 88.3 92.6: 11.7 7.4
Old : 100.0: 67.0 34.1 3.5 17.8 54.9 88.3 92.6: 11.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 124 46 23 35 36 168 98:
Old : 231: 124 46 23 35 36 168 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 32.1 27.9 44.6 17.1 32.0 27.2 44.4
Old : 17.6 32.1 27.9 44.6 17.1 32.0 27.2 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 367,083: 106,944 51,345 64,183 174,872 233,845 345,998 349,372: 21,084 17,710
Old : 367,083: 106,944 51,345 64,183 174,872 233,845 345,998 349,372: 21,084 17,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -26,812: 762 -2,375 -13,493 -12,601 -8,119 -25,331 -23,986: -1,481 -2,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 14.0 17.5 47.6 63.7 94.3 95.2: 5.7 4.8
Old : 100.0: 29.1 14.0 17.5 47.6 63.7 94.3 95.2: 5.7 4.8
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 : 255: 79 58 69 90 105 205 199:
Old : 255: 79 58 69 90 105 205 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 14.7 26.5 25.3 15.6 7.8 23.2 13.6
Old : 16.6 14.7 26.5 25.3 15.6 7.8 23.2 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 13,620: 2,484 871 355 9,073 9,695 11,912 10,921: 1,708 2,699
Old : 13,620: 2,484 871 355 9,073 9,695 11,912 10,921: 1,708 2,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 634: 100 -25 25 534 480 659 480: -25 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.4 2.6 66.6 71.2 87.5 80.2: 12.5 19.8
Old : 100.0: 18.2 6.4 2.6 66.6 71.2 87.5 80.2: 12.5 19.8
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 : 27: 4 4 4 14 14 21 19:
Old : 27: 4 4 4 14 14 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 55.5 66.0 66.6 43.0 54.4 63.1 64.2
Old : 43.3 55.5 66.0 66.6 43.0 54.4 63.1 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 21,404: 2,014 23 7,573 10,871 12,208 20,458 19,804: 946 1,600
Old : 21,404: 2,014 23 7,573 10,871 12,208 20,458 19,804: 946 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,103: 175 0 458 620 695 1,253 1,153: -150 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.1 35.4 50.8 57.0 95.6 92.5: 4.4 7.5
Old : 100.0: 9.4 0.1 35.4 50.8 57.0 95.6 92.5: 4.4 7.5
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 : 22: 3 2 4 15 17 20 21:
Old : 22: 3 2 4 15 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 : 54.9 56.1 77.2 75.7 13.7 12.3 17.2 14.9
Old : 54.9 56.1 77.2 75.7 13.7 12.3 17.2 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 14,056: 0 0 0 13,096 13,216 13,096 13,216: 960 840
Old : 14,056: 0 0 0 13,096 13,216 13,096 13,216: 960 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 100: -40 0 -230 250 450 -20 220: 120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.2 94.0 93.2 94.0: 6.8 6.0
Old : 100.0: 0.0 0.0 0.0 93.2 94.0 93.2 94.0: 6.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 14 22 14 22:
Old : 25: 0 0 0 14 22 14 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 : 67.3 37.0 84.3 56.9 56.3 35.1 65.6 51.4
Old : 67.3 37.0 84.3 56.9 56.3 35.1 65.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,991: 2,864 4,809 624 15,900 13,802 19,388 19,235: 3,603 3,756
Old : 22,991: 2,864 4,809 624 15,900 13,802 19,388 19,235: 3,603 3,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,161: 130 375 50 2,648 575 2,828 1,000: -1,667 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 20.9 2.7 69.2 60.0 84.3 83.7: 15.7 16.3
Old : 100.0: 12.5 20.9 2.7 69.2 60.0 84.3 83.7: 15.7 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 3 15 17 20 21:
Old : 26: 4 2 3 15 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 : 52.3 46.3 67.4 68.1 49.8 44.3 59.8 63.4
Old : 52.3 46.3 67.4 68.1 49.8 44.3 59.8 63.4
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, November 29, 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 : 10,038: 1,880 654 957 5,311 6,113 8,148 7,724: 1,890 2,314
Old : 10,038: 1,880 654 957 5,311 6,113 8,148 7,724: 1,890 2,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.5 9.5 52.9 60.9 81.2 76.9: 18.8 23.1
Old : 100.0: 18.7 6.5 9.5 52.9 60.9 81.2 76.9: 18.8 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 5 13 13 19 19:
Old : 21: 4 3 5 13 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 39.2 56.7 57.7 25.4 33.2 35.4 36.8
Old : 38.1 39.2 56.7 57.7 25.4 33.2 35.4 36.8
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, November 29, 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 : 17,151: 6,148 15,549 900 9,813 572 16,861 17,021: 290 130
Old : 17,151: 6,148 15,549 900 9,813 572 16,861 17,021: 290 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -63: -110 -161 80 -33 0 -63 -81: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 90.7 5.2 57.2 3.3 98.3 99.2: 1.7 0.8
Old : 100.0: 35.8 90.7 5.2 57.2 3.3 98.3 99.2: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 5 5 10 4 21 11:
Old : 24: 8 5 5 10 4 21 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 : 74.2 90.7 86.2 98.6 74.2 90.1 83.9 92.5
Old : 74.2 90.7 86.2 98.6 74.2 90.1 83.9 92.5
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, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 20,049: 8,619 8,153 5,279 5,634 6,269 19,532 19,701: 517 348
Old : 20,049: 8,619 8,153 5,279 5,634 6,269 19,532 19,701: 517 348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,072: 319 106 470 254 491 1,043 1,067: 29 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 40.7 26.3 28.1 31.3 97.4 98.3: 2.6 1.7
Old : 100.0: 43.0 40.7 26.3 28.1 31.3 97.4 98.3: 2.6 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 : 60: 28 16 25 15 14 50 48:
Old : 60: 28 16 25 15 14 50 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 : 24.4 44.2 39.5 58.3 23.2 36.3 33.8 44.9
Old : 24.4 44.2 39.5 58.3 23.2 36.3 33.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 13,052: 3,802 1,785 7,981 1,113 3,231 12,896 12,996: 157 56
Old : 13,052: 3,802 1,785 7,981 1,113 3,231 12,896 12,996: 157 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,195: -45 -92 1,224 9 63 1,188 1,195: 7 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 13.7 61.1 8.5 24.8 98.8 99.6: 1.2 0.4
Old : 100.0: 29.1 13.7 61.1 8.5 24.8 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 11 11 8 7 21 23:
Old : 26: 7 11 11 8 7 21 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 : 81.4 68.3 93.1 91.9 28.6 24.9 32.7 31.9
Old : 81.4 68.3 93.1 91.9 28.6 24.9 32.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 35,820: 2,413 83 464 32,626 35,233 35,503 35,780: 317 40
Old : 35,820: 2,413 83 464 32,626 35,233 35,503 35,780: 317 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 760: -30 -150 0 790 910 760 760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.2 1.3 91.1 98.4 99.1 99.9: 0.9 0.1
Old : 100.0: 6.7 0.2 1.3 91.1 98.4 99.1 99.9: 0.9 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 : 34: 4 1 2 23 17 28 19:
Old : 34: 4 1 2 23 17 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 71.2 66.5 93.7 42.2 62.1 61.6 78.0
Old : 45.1 71.2 66.5 93.7 42.2 62.1 61.6 78.0
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, November 29, 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 : 3,785: 0 720 395 3,365 2,645 3,760 3,760: 25 25
Old : 3,785: 0 720 395 3,365 2,645 3,760 3,760: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 120: -25 0 0 120 95 95 95: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.0 10.4 88.9 69.9 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 19.0 10.4 88.9 69.9 99.3 99.3: 0.7 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 : 22: 0 4 5 14 9 19 15:
Old : 22: 0 4 5 14 9 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 58.8 78.1 81.0 33.9 25.8 42.5 39.9
Old : 63.5 58.8 78.1 81.0 33.9 25.8 42.5 39.9
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, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,272: 1,549 1,033 50 3,665 4,189 5,264 5,272: 8 0
Old : 5,272: 1,549 1,033 50 3,665 4,189 5,264 5,272: 8 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 250: 0 -50 50 200 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.6 0.9 69.5 79.5 99.8 100.0: 0.2 0.0
Old : 100.0: 29.4 19.6 0.9 69.5 79.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 3 1 11 12 18 15:
Old : 26: 6 3 1 11 12 18 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 : 60.6 85.4 77.9 94.7 60.6 82.0 74.2 87.5
Old : 60.6 85.4 77.9 94.7 60.6 82.0 74.2 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,666: 897 4,106 947 16,453 14,383 18,297 19,436: 1,369 230
Old : 19,666: 897 4,106 947 16,453 14,383 18,297 19,436: 1,369 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -27: -226 -50 140 59 -117 -27 -27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 20.9 4.8 83.7 73.1 93.0 98.8: 7.0 1.2
Old : 100.0: 4.6 20.9 4.8 83.7 73.1 93.0 98.8: 7.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 5 5 29 27 37 35:
Old : 44: 6 5 5 29 27 37 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 : 26.9 36.8 46.8 59.8 20.5 28.1 32.0 42.3
Old : 26.9 36.8 46.8 59.8 20.5 28.1 32.0 42.3
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, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 BARREL :
: : :
All : 5,448: 191 2,184 130 4,417 2,621 4,738 4,935: 710 513
Old : 5,448: 191 2,184 130 4,417 2,621 4,738 4,935: 710 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 108: 65 -53 6 -7 138 64 91: 44 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 40.1 2.4 81.1 48.1 87.0 90.6: 13.0 9.4
Old : 100.0: 3.5 40.1 2.4 81.1 48.1 87.0 90.6: 13.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 4 24 23 28 30:
Old : 31: 2 5 4 24 23 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 51.3 51.5 70.8 23.1 40.7 36.9 52.2
Old : 33.4 51.3 51.5 70.8 23.1 40.7 36.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 3,812: 90 892 335 3,067 2,465 3,492 3,692: 320 120
Old : 3,812: 90 892 335 3,067 2,465 3,492 3,692: 320 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5: 0 90 -50 55 -35 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.4 8.8 80.5 64.7 91.6 96.9: 8.4 3.1
Old : 100.0: 2.4 23.4 8.8 80.5 64.7 91.6 96.9: 8.4 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 : 20: 2 6 6 8 10 15 17:
Old : 20: 2 6 6 8 10 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 : 64.3 50.6 81.6 74.9 46.6 36.3 56.5 57.1
Old : 64.3 50.6 81.6 74.9 46.6 36.3 56.5 57.1
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, November 29, 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 : 11,410: 1,353 3,500 713 9,144 7,143 11,210 11,356: 200 54
Old : 11,410: 1,353 3,500 713 9,144 7,143 11,210 11,356: 200 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 540: 155 -128 61 334 640 550 573: -10 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.7 6.2 80.1 62.6 98.2 99.5: 1.8 0.5
Old : 100.0: 11.9 30.7 6.2 80.1 62.6 98.2 99.5: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 9 9 28 30 39 43:
Old : 51: 6 9 9 28 30 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 40.3 64.3 56.2 33.3 35.7 47.2 46.3
Old : 40.2 40.3 64.3 56.2 33.3 35.7 47.2 46.3
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, November 29, 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 : 2,156: 1,045 493 394 621 1,130 2,060 2,017: 96 139
Old : 2,156: 1,045 493 394 621 1,130 2,060 2,017: 96 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 205: 225 15 40 -60 170 205 225: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 22.9 18.3 28.8 52.4 95.5 93.6: 4.5 6.4
Old : 100.0: 48.5 22.9 18.3 28.8 52.4 95.5 93.6: 4.5 6.4
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 : 39: 10 6 7 11 20 25 30:
Old : 39: 10 6 7 11 20 25 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 : 43.6 35.0 63.4 51.2 40.3 23.8 56.4 38.6
Old : 43.6 35.0 63.4 51.2 40.3 23.8 56.4 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 23,855: 1,842 4,574 4,501 12,019 11,727 18,362 20,802: 5,493 3,053
Old : 23,855: 1,842 4,574 4,501 12,019 11,727 18,362 20,802: 5,493 3,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 319: 0 210 226 -24 -133 202 303: 117 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 19.2 18.9 50.4 49.2 77.0 87.2: 23.0 12.8
Old : 100.0: 7.7 19.2 18.9 50.4 49.2 77.0 87.2: 23.0 12.8
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 : 23: 2 3 4 15 15 20 19:
Old : 23: 2 3 4 15 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 43.6 61.5 66.5 28.0 32.1 40.9 46.3
Old : 35.5 43.6 61.5 66.5 28.0 32.1 40.9 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016