GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,524: 7,694 2,136 1,619 39,863 45,588 49,176 49,343: 348 181
Old : 49,524: 7,694 2,136 1,619 39,863 45,588 49,176 49,343: 348 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 668: 255 44 128 271 480 654 652: 14 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.3 3.3 80.5 92.1 99.3 99.6: 0.7 0.4
Old : 100.0: 15.5 4.3 3.3 80.5 92.1 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 11 4 8 36 44 48 55:
Old : 62: 11 4 8 36 44 48 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 : 38.2 36.3 58.6 52.1 21.8 27.7 34.0 37.0
Old : 38.2 36.3 58.6 52.1 21.8 27.7 34.0 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,829: 755 434 791 9,525 10,238 11,071 11,463: 758 366
Old : 11,829: 755 434 791 9,525 10,238 11,071 11,463: 758 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 783: 25 -11 -12 769 811 782 788: 1 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.7 6.7 80.5 86.6 93.6 96.9: 6.4 3.1
Old : 100.0: 6.4 3.7 6.7 80.5 86.6 93.6 96.9: 6.4 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 : 44: 5 3 9 34 35 43 44:
Old : 44: 5 3 9 34 35 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 33.0 50.7 53.0 13.8 16.6 19.1 24.3
Old : 33.4 33.0 50.7 53.0 13.8 16.6 19.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,241: 2,826 63 1,189 10,577 13,665 14,592 14,917: 649 324
Old : 15,241: 2,826 63 1,189 10,577 13,665 14,592 14,917: 649 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 728: 397 28 -60 380 792 717 760: 11 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.4 7.8 69.4 89.7 95.7 97.9: 4.3 2.1
Old : 100.0: 18.5 0.4 7.8 69.4 89.7 95.7 97.9: 4.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 3 8 37 43 45 52:
Old : 53: 6 3 8 37 43 45 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 : 43.6 35.4 63.8 57.8 20.1 19.1 24.5 25.0
Old : 43.6 35.4 63.8 57.8 20.1 19.1 24.5 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,701: 169 1,040 194 6,830 5,988 7,193 7,222: 508 479
Old : 7,701: 169 1,040 194 6,830 5,988 7,193 7,222: 508 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 300: -5 85 36 289 269 320 390: -20 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 13.5 2.5 88.7 77.8 93.4 93.8: 6.6 6.2
Old : 100.0: 2.2 13.5 2.5 88.7 77.8 93.4 93.8: 6.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 7 6 19 18 27 26:
Old : 36: 3 7 6 19 18 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 50.3 74.2 67.7 38.4 47.0 64.4 60.3
Old : 42.3 50.3 74.2 67.7 38.4 47.0 64.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,261: 240 579 94 1,840 1,393 2,174 2,066: 87 195
Old : 2,261: 240 579 94 1,840 1,393 2,174 2,066: 87 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 215: 40 50 94 106 76 240 220: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 25.6 4.2 81.4 61.6 96.2 91.4: 3.8 8.6
Old : 100.0: 10.6 25.6 4.2 81.4 61.6 96.2 91.4: 3.8 8.6
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: 5 4 3 14 12 20 18:
Old : 27: 5 4 3 14 12 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 51.0 76.1 69.1 44.6 46.3 64.2 60.7
Old : 48.6 51.0 76.1 69.1 44.6 46.3 64.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,133: 218 2,369 300 19,555 17,457 20,073 20,126: 60 7
Old : 20,133: 218 2,369 300 19,555 17,457 20,073 20,126: 60 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 278: 0 25 0 278 253 278 278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 11.8 1.5 97.1 86.7 99.7 100.0: 0.3 0.0
Old : 100.0: 1.1 11.8 1.5 97.1 86.7 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 6 3 27 22 32 28:
Old : 41: 2 6 3 27 22 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 47.4 67.7 68.4 26.6 31.2 41.2 44.1
Old : 43.9 47.4 67.7 68.4 26.6 31.2 41.2 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,782: 2,530 2,795 263 6,413 6,536 9,206 9,594: 576 188
Old : 9,782: 2,530 2,795 263 6,413 6,536 9,206 9,594: 576 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 840: 648 225 -50 222 660 820 835: 20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 28.6 2.7 65.6 66.8 94.1 98.1: 5.9 1.9
Old : 100.0: 25.9 28.6 2.7 65.6 66.8 94.1 98.1: 5.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 7 8 19 28 29 38:
Old : 47: 5 7 8 19 28 29 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 : 58.5 48.3 75.8 63.8 57.4 47.8 72.3 63.0
Old : 58.5 48.3 75.8 63.8 57.4 47.8 72.3 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tons :
: : :
All : 7,404: 874 682 236 5,680 6,369 6,790 7,287: 614 117
Old : 7,404: 874 682 236 5,680 6,369 6,790 7,287: 614 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 607: 5 -15 0 557 622 562 607: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 9.2 3.2 76.7 86.0 91.7 98.4: 8.3 1.6
Old : 100.0: 11.8 9.2 3.2 76.7 86.0 91.7 98.4: 8.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 4 5 20 20 30 26:
Old : 34: 7 4 5 20 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 : 43.0 60.0 61.4 76.6 29.9 44.0 42.9 53.3
Old : 43.0 60.0 61.4 76.6 29.9 44.0 42.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 436,483: 78,091 52,156 77,506 237,878 268,649 393,475 398,311: 43,008 38,172
Old : 436,483: 78,091 52,156 77,506 237,878 268,649 393,475 398,311: 43,008 38,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -4,952: -138 -667 -6,238 541 2,336 -5,834 -4,568: 882 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.9 17.8 54.5 61.5 90.1 91.3: 9.9 8.7
Old : 100.0: 17.9 11.9 17.8 54.5 61.5 90.1 91.3: 9.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 47 44 72 83 89 177 169:
Old : 198: 47 44 72 83 89 177 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 17.4 23.0 27.6 11.7 8.9 18.2 15.4
Old : 13.3 17.4 23.0 27.6 11.7 8.9 18.2 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 18,597: 1,974 0 1,492 13,265 14,737 16,731 16,229: 1,866 2,368
Old : 18,597: 1,974 0 1,492 13,265 14,737 16,731 16,229: 1,866 2,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,098: -145 0 145 1,151 500 1,151 645: -53 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 8.0 71.3 79.2 90.0 87.3: 10.0 12.7
Old : 100.0: 10.6 0.0 8.0 71.3 79.2 90.0 87.3: 10.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 4 14 15 18 19:
Old : 21: 3 0 4 14 15 18 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 : 45.4 36.8 65.2 64.0 30.7 28.4 41.0 37.8
Old : 45.4 36.8 65.2 64.0 30.7 28.4 41.0 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 41,583: 0 425 0 31,035 34,370 31,035 34,795: 10,548 6,788
Old : 41,583: 0 425 0 31,035 34,370 31,035 34,795: 10,548 6,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,381: 0 0 0 1,634 1,388 1,634 1,388: 747 993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 74.6 82.7 74.6 83.7: 25.4 16.3
Old : 100.0: 0.0 1.0 0.0 74.6 82.7 74.6 83.7: 25.4 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 : 28: 0 1 0 18 25 18 26:
Old : 28: 0 1 0 18 25 18 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 : 36.2 42.9 55.0 61.1 24.7 25.3 33.9 34.6
Old : 36.2 42.9 55.0 61.1 24.7 25.3 33.9 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,378,254: 336,983 359,846 475,713 499,103 502,001 1,311,799 1,337,560: 66,455 40,695
Old : 1,378,254: 336,983 359,846 475,713 499,103 502,001 1,311,799 1,337,560: 66,455 40,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -820: -6,888 -246 -23,036 29,048 24,292 -876 1,010: 56 -1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 26.1 34.5 36.2 36.4 95.2 97.0: 4.8 3.0
Old : 100.0: 24.4 26.1 34.5 36.2 36.4 95.2 97.0: 4.8 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 : 331: 146 93 171 72 66 298 264:
Old : 331: 146 93 171 72 66 298 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 25.3 31.4 40.1 8.3 18.3 12.9 25.3
Old : 20.2 25.3 31.4 40.1 8.3 18.3 12.9 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 609,591: 64,961 23,629 170,054 366,729 412,744 601,744 606,427: 7,847 3,163
Old : 609,591: 64,961 23,629 170,054 366,729 412,744 601,744 606,427: 7,847 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -105,034: -4,202 -9,670 -53,153 -48,264 -42,024 -105,619 -104,848: 585 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 27.9 60.2 67.7 98.7 99.5: 1.3 0.5
Old : 100.0: 10.7 3.9 27.9 60.2 67.7 98.7 99.5: 1.3 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 : 133: 41 34 65 57 52 127 122:
Old : 133: 41 34 65 57 52 127 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 27.8 49.3 42.6 11.4 5.9 14.1 10.1
Old : 33.5 27.8 49.3 42.6 11.4 5.9 14.1 10.1
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 412,096: 155,663 141,730 45,743 199,552 215,585 400,958 403,057: 11,139 9,039
Old : 412,096: 155,663 141,730 45,743 199,552 215,585 400,958 403,057: 11,139 9,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 22,249: 13,177 3,430 1,412 10,277 19,710 24,866 24,552: -2,617 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 34.4 11.1 48.4 52.3 97.3 97.8: 2.7 2.2
Old : 100.0: 37.8 34.4 11.1 48.4 52.3 97.3 97.8: 2.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 24 18 31 44 45 82 80:
Old : 92: 24 18 31 44 45 82 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 : 53.9 48.1 62.1 62.5 52.6 43.8 57.4 52.9
Old : 53.9 48.1 62.1 62.5 52.6 43.8 57.4 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 147,621: 27,049 42,396 29,962 82,938 67,242 139,949 139,600: 7,672 8,021
Old : 147,621: 27,049 42,396 29,962 82,938 67,242 139,949 139,600: 7,672 8,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 20,719: 5,678 5,682 3,913 12,460 11,336 22,051 20,931: -1,332 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.7 20.3 56.2 45.6 94.8 94.6: 5.2 5.4
Old : 100.0: 18.3 28.7 20.3 56.2 45.6 94.8 94.6: 5.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 14 17 26 26 26 55 54:
Old : 60: 14 17 26 26 26 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 35.8 43.4 50.3 17.4 26.7 27.2 37.0
Old : 24.7 35.8 43.4 50.3 17.4 26.7 27.2 37.0
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,338,456: 703,922 37,267 83,300 518,428 1,202,647 1,305,650 1,323,214: 32,806 15,242
Old : 1,338,456: 703,922 37,267 83,300 518,428 1,202,647 1,305,650 1,323,214: 32,806 15,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 18,736: 20,321 -783 930 -4,765 19,964 16,486 20,111: 2,250 -1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 2.8 6.2 38.7 89.9 97.5 98.9: 2.5 1.1
Old : 100.0: 52.6 2.8 6.2 38.7 89.9 97.5 98.9: 2.5 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 : 86: 22 10 21 47 47 77 70:
Old : 86: 22 10 21 47 47 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.1 67.7 62.5 51.8 36.2 61.4 59.1
Old : 54.5 38.1 67.7 62.5 51.8 36.2 61.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,277: 21,095 62,806 35,803 254,055 210,968 310,953 309,577: 2,324 3,700
Old : 313,277: 21,095 62,806 35,803 254,055 210,968 310,953 309,577: 2,324 3,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 7,134: -7,684 6,789 8,468 7,004 -7,368 7,788 7,889: -654 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 20.0 11.4 81.1 67.3 99.3 98.8: 0.7 1.2
Old : 100.0: 6.7 20.0 11.4 81.1 67.3 99.3 98.8: 0.7 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 : 73: 16 19 21 35 29 62 58:
Old : 73: 16 19 21 35 29 62 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 53.1 48.9 64.0 26.5 51.9 42.4 58.3
Old : 28.5 53.1 48.9 64.0 26.5 51.9 42.4 58.3
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,101: 21,535 28,007 9,498 39,801 33,485 70,834 70,990: 1,267 1,111
Old : 72,101: 21,535 28,007 9,498 39,801 33,485 70,834 70,990: 1,267 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 651: -674 -198 402 842 583 570 787: 81 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 38.8 13.2 55.2 46.4 98.2 98.5: 1.8 1.5
Old : 100.0: 29.9 38.8 13.2 55.2 46.4 98.2 98.5: 1.8 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 : 53: 16 13 18 20 20 45 42:
Old : 53: 16 13 18 20 20 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 58.0 66.1 72.3 32.3 41.8 49.1 51.5
Old : 43.4 58.0 66.1 72.3 32.3 41.8 49.1 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,425: 8,857 2,150 864 3,021 9,901 12,742 12,915: 683 510
Old : 13,425: 8,857 2,150 864 3,021 9,901 12,742 12,915: 683 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 370: 385 200 -25 35 295 395 470: -25 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 16.0 6.4 22.5 73.8 94.9 96.2: 5.1 3.8
Old : 100.0: 66.0 16.0 6.4 22.5 73.8 94.9 96.2: 5.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 4 6 10 12 23 19:
Old : 27: 10 4 6 10 12 23 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 : 52.9 57.7 76.8 80.1 51.9 47.1 67.0 64.2
Old : 52.9 57.7 76.8 80.1 51.9 47.1 67.0 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 882: 276 264 267 337 351 880 882: 2 0
Old : 882: 276 264 267 337 351 880 882: 2 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 19: 18 -3 -30 31 52 19 19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 30.0 30.3 38.2 39.8 99.8 100.0: 0.2 0.0
Old : 100.0: 31.3 30.0 30.3 38.2 39.8 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 : 25: 7 7 9 10 9 21 21:
Old : 25: 7 7 9 10 9 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 50.8 74.9 76.0 31.2 32.2 40.4 40.6
Old : 54.9 50.8 74.9 76.0 31.2 32.2 40.4 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 CUBIC METERS) :
: : :
All : 3,954: 210 892 30 3,399 2,893 3,639 3,815: 315 139
Old : 3,954: 210 892 30 3,399 2,893 3,639 3,815: 315 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 39: -15 30 20 4 -21 9 29: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 22.6 0.8 86.0 73.2 92.0 96.5: 8.0 3.5
Old : 100.0: 5.3 22.6 0.8 86.0 73.2 92.0 96.5: 8.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 5 2 12 14 15 20:
Old : 23: 2 5 2 12 14 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 42.6 74.2 69.4 24.7 25.4 34.3 35.0
Old : 44.2 42.6 74.2 69.4 24.7 25.4 34.3 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,482: 6,637 3,209 8,867 42,621 46,273 58,125 58,349: 357 133
Old : 58,482: 6,637 3,209 8,867 42,621 46,273 58,125 58,349: 357 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,902: -296 759 -114 3,309 2,254 2,899 2,899: 3 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.5 15.2 72.9 79.1 99.4 99.8: 0.6 0.2
Old : 100.0: 11.3 5.5 15.2 72.9 79.1 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 14 17 18 54 69 81 93:
Old : 108: 14 17 18 54 69 81 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 32.3 44.0 47.7 15.2 16.0 21.5 21.3
Old : 26.6 32.3 44.0 47.7 15.2 16.0 21.5 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,556: 631 552 361 3,118 3,375 4,110 4,288: 446 268
Old : 4,556: 631 552 361 3,118 3,375 4,110 4,288: 446 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 531: 255 89 -7 295 448 543 530: -12 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.1 7.9 68.4 74.1 90.2 94.1: 9.8 5.9
Old : 100.0: 13.8 12.1 7.9 68.4 74.1 90.2 94.1: 9.8 5.9
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 : 39: 6 6 8 24 21 33 32:
Old : 39: 6 6 8 24 21 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 30.9 60.2 55.1 37.3 26.4 48.1 47.2
Old : 46.7 30.9 60.2 55.1 37.3 26.4 48.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,518: 9,560 4,126 14,310 196,547 202,004 220,417 220,441: 100 77
Old : 220,518: 9,560 4,126 14,310 196,547 202,004 220,417 220,441: 100 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,335: 22 -8 28 1,291 1,317 1,340 1,336: -5 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.9 6.5 89.1 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 1.9 6.5 89.1 91.6 100.0 100.0: 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 22 18 23 20:
Old : 26: 1 1 1 22 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 71.6 84.3 88.4 30.0 34.7 35.0 37.4
Old : 56.0 71.6 84.3 88.4 30.0 34.7 35.0 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,741: 135 50 120 947 1,048 1,202 1,218: 539 523
Old : 1,741: 135 50 120 947 1,048 1,202 1,218: 539 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 56: 3 29 -41 58 20 20 8: 36 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.9 6.9 54.4 60.2 69.0 70.0: 31.0 30.0
Old : 100.0: 7.8 2.9 6.9 54.4 60.2 69.0 70.0: 31.0 30.0
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: 3 3 5 12 13 18 18:
Old : 20: 3 3 5 12 13 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 40.0 49.5 54.7 21.2 30.6 33.7 36.1
Old : 34.8 40.0 49.5 54.7 21.2 30.6 33.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 31,245: 1,445 2,102 286 29,313 28,410 31,044 30,798: 201 447
Old : 31,245: 1,445 2,102 286 29,313 28,410 31,044 30,798: 201 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,297: 337 0 0 960 1,297 1,297 1,297: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.7 0.9 93.8 90.9 99.4 98.6: 0.6 1.4
Old : 100.0: 4.6 6.7 0.9 93.8 90.9 99.4 98.6: 0.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 3 2 23 30 29 34:
Old : 43: 5 3 2 23 30 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 55.9 80.2 73.6 63.9 52.7 71.4 64.5
Old : 66.0 55.9 80.2 73.6 63.9 52.7 71.4 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 109,930: 10,719 2,335 1,881 96,584 105,357 109,184 109,573: 746 357
Old : 109,930: 10,719 2,335 1,881 96,584 105,357 109,184 109,573: 746 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,558: 858 76 289 1,539 2,153 2,686 2,518: -128 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.1 1.7 87.9 95.8 99.3 99.7: 0.7 0.3
Old : 100.0: 9.8 2.1 1.7 87.9 95.8 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 16 10 12 62 59 83 77:
Old : 98: 16 10 12 62 59 83 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 39.2 47.5 60.3 19.7 37.0 29.9 43.0
Old : 30.8 39.2 47.5 60.3 19.7 37.0 29.9 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,298: 16,901 3,915 0 69,331 81,475 86,232 85,390: 66 908
Old : 86,298: 16,901 3,915 0 69,331 81,475 86,232 85,390: 66 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -318: 60 -290 0 -378 -28 -318 -318: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.5 0.0 80.3 94.4 99.9 98.9: 0.1 1.1
Old : 100.0: 19.6 4.5 0.0 80.3 94.4 99.9 98.9: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 5 0 26 31 32 36:
Old : 44: 6 5 0 26 31 32 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 : 53.4 57.2 77.1 73.8 38.5 40.3 49.2 47.7
Old : 53.4 57.2 77.1 73.8 38.5 40.3 49.2 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 37,456: 1,073 1,168 904 35,341 34,541 37,318 36,613: 138 843
Old : 37,456: 1,073 1,168 904 35,341 34,541 37,318 36,613: 138 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,816: 0 10 99 1,657 1,707 1,756 1,816: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.1 2.4 94.4 92.2 99.6 97.7: 0.4 2.3
Old : 100.0: 2.9 3.1 2.4 94.4 92.2 99.6 97.7: 0.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 5 6 33 35 42 44:
Old : 51: 5 5 6 33 35 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 44.0 72.2 66.0 40.9 31.5 50.6 45.1
Old : 52.0 44.0 72.2 66.0 40.9 31.5 50.6 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,538: 1,672 85 267 10,561 11,106 12,500 11,458: 38 1,080
Old : 12,538: 1,672 85 267 10,561 11,106 12,500 11,458: 38 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 174: -5 0 -15 184 134 164 119: 10 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.7 2.1 84.2 88.6 99.7 91.4: 0.3 8.6
Old : 100.0: 13.3 0.7 2.1 84.2 88.6 99.7 91.4: 0.3 8.6
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: 7 2 3 25 24 32 29:
Old : 40: 7 2 3 25 24 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 : 61.0 45.7 76.7 67.7 46.9 39.6 56.5 52.2
Old : 61.0 45.7 76.7 67.7 46.9 39.6 56.5 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,127: 360 618 184 13,090 13,009 13,634 13,811: 493 316
Old : 14,127: 360 618 184 13,090 13,009 13,634 13,811: 493 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 91: -102 70 7 186 14 91 91: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.4 1.3 92.7 92.1 96.5 97.8: 3.5 2.2
Old : 100.0: 2.5 4.4 1.3 92.7 92.1 96.5 97.8: 3.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 3 3 25 20 30 25:
Old : 37: 4 3 3 25 20 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 59.5 78.7 78.6 37.5 47.6 48.1 56.3
Old : 60.1 59.5 78.7 78.6 37.5 47.6 48.1 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,936,189: 656,280 198,272 1,109,467 1,049,565 1,522,504 2,815,313 2,830,244: 120,876 105,945
Old : 2,936,189: 656,280 198,272 1,109,467 1,049,565 1,522,504 2,815,313 2,830,244: 120,876 105,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 55,673: -7,902 9,078 62,658 3,770 -16,980 58,526 54,756: -2,853 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.8 37.8 35.7 51.9 95.9 96.4: 4.1 3.6
Old : 100.0: 22.4 6.8 37.8 35.7 51.9 95.9 96.4: 4.1 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 : 512: 207 151 257 113 129 445 432:
Old : 512: 207 151 257 113 129 445 432:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 12.0 22.1 21.3 9.5 8.8 13.7 13.9
Old : 12.6 12.0 22.1 21.3 9.5 8.8 13.7 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,334: 112,507 50,625 56,053 77,132 138,903 245,692 245,581: 1,642 1,753
Old : 247,334: 112,507 50,625 56,053 77,132 138,903 245,692 245,581: 1,642 1,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 4,846: 2,643 1,217 661 1,539 2,994 4,844 4,872: 2 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 20.5 22.7 31.2 56.2 99.3 99.3: 0.7 0.7
Old : 100.0: 45.5 20.5 22.7 31.2 56.2 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 : 34: 4 6 6 19 22 27 30:
Old : 34: 4 6 6 19 22 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 66.6 85.9 82.2 52.9 42.6 57.7 51.7
Old : 75.4 66.6 85.9 82.2 52.9 42.6 57.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 128,459: 58,352 19,681 1,027 48,577 57,435 107,956 78,143: 20,503 50,316
Old : 128,459: 58,352 19,681 1,027 48,577 57,435 107,956 78,143: 20,503 50,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,149: 413 -54 19 918 642 1,350 607: 799 1,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 15.3 0.8 37.8 44.7 84.0 60.8: 16.0 39.2
Old : 100.0: 45.4 15.3 0.8 37.8 44.7 84.0 60.8: 16.0 39.2
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 : 29: 5 4 4 17 17 23 24:
Old : 29: 5 4 4 17 17 23 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 : 50.6 28.2 76.8 44.1 50.0 27.9 75.7 43.1
Old : 50.6 28.2 76.8 44.1 50.0 27.9 75.7 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,292: 26,725 0 9,051 36,892 57,235 72,667 66,285: 9,625 16,007
Old : 82,292: 26,725 0 9,051 36,892 57,235 72,667 66,285: 9,625 16,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -972: -186 0 -122 -618 -797 -925 -919: -46 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 0.0 11.0 44.8 69.6 88.3 80.5: 11.7 19.5
Old : 100.0: 32.5 0.0 11.0 44.8 69.6 88.3 80.5: 11.7 19.5
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 : 26: 7 0 7 19 19 26 26:
Old : 26: 7 0 7 19 19 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 40.9 63.6 57.0 34.3 30.8 46.4 42.7
Old : 45.8 40.9 63.6 57.0 34.3 30.8 46.4 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 156,956: 20,271 55,810 51,446 71,967 38,569 143,684 145,825: 13,272 11,131
Old : 156,956: 20,271 55,810 51,446 71,967 38,569 143,684 145,825: 13,272 11,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,553: -2,629 -639 -605 5,545 2,310 2,311 1,066: 243 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 35.6 32.8 45.9 24.6 91.5 92.9: 8.5 7.1
Old : 100.0: 12.9 35.6 32.8 45.9 24.6 91.5 92.9: 8.5 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 : 56: 16 17 28 18 21 50 51:
Old : 56: 16 17 28 18 21 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.7 54.0 49.6 26.7 29.9 34.9 39.0
Old : 38.1 34.7 54.0 49.6 26.7 29.9 34.9 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,458: 4,852 25,060 3,682 33,514 13,608 42,048 42,349: 410 108
Old : 42,458: 4,852 25,060 3,682 33,514 13,608 42,048 42,349: 410 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -396: -75 401 -348 32 -444 -391 -391: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 59.0 8.7 78.9 32.0 99.0 99.7: 1.0 0.3
Old : 100.0: 11.4 59.0 8.7 78.9 32.0 99.0 99.7: 1.0 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 : 34: 8 5 7 21 13 32 22:
Old : 34: 8 5 7 21 13 32 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 : 51.8 76.5 70.0 89.9 46.4 68.5 64.0 77.4
Old : 51.8 76.5 70.0 89.9 46.4 68.5 64.0 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 87,037: 60,099 4,580 19,195 7,666 62,064 86,960 85,839: 78 1,198
Old : 87,037: 60,099 4,580 19,195 7,666 62,064 86,960 85,839: 78 1,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,768: 2,664 80 -565 -337 2,264 1,761 1,779: 7 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 5.3 22.1 8.8 71.3 99.9 98.6: 0.1 1.4
Old : 100.0: 69.0 5.3 22.1 8.8 71.3 99.9 98.6: 0.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 3 5 9 13 15 18:
Old : 21: 3 3 5 9 13 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.3 58.2 96.8 83.2 70.9 51.5 71.7 65.4
Old : 90.3 58.2 96.8 83.2 70.9 51.5 71.7 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,121: 150 0 0 10,935 10,914 11,085 10,914: 36 207
Old : 11,121: 150 0 0 10,935 10,914 11,085 10,914: 36 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 160: 0 0 0 160 205 160 205: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 98.3 98.1 99.7 98.1: 0.3 1.9
Old : 100.0: 1.3 0.0 0.0 98.3 98.1 99.7 98.1: 0.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 20 19 21 19:
Old : 31: 1 0 0 20 19 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 : 61.4 64.4 81.6 84.2 58.2 63.0 75.9 79.3
Old : 61.4 64.4 81.6 84.2 58.2 63.0 75.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,290: 25,752 5,288 829 4,489 25,700 31,070 31,817: 2,220 1,473
Old : 33,290: 25,752 5,288 829 4,489 25,700 31,070 31,817: 2,220 1,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 3,049: 2,910 627 198 -283 2,117 2,825 2,942: 223 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 15.9 2.5 13.5 77.2 93.3 95.6: 6.7 4.4
Old : 100.0: 77.4 15.9 2.5 13.5 77.2 93.3 95.6: 6.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 78 45 20 25 40 115 95:
Old : 178: 78 45 20 25 40 115 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 32.6 44.0 49.6 30.0 32.6 44.0 49.3
Old : 30.0 32.6 44.0 49.6 30.0 32.6 44.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 66,767: 40,488 13,002 5,036 13,632 45,640 59,156 63,678: 7,611 3,089
Old : 66,767: 40,488 13,002 5,036 13,632 45,640 59,156 63,678: 7,611 3,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -1,184: -623 742 -1,154 320 -1,079 -1,457 -1,491: 273 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 19.5 7.5 20.4 68.4 88.6 95.4: 11.4 4.6
Old : 100.0: 60.6 19.5 7.5 20.4 68.4 88.6 95.4: 11.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 123 45 32 38 37 177 101:
Old : 227: 123 45 32 38 37 177 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 36.9 26.1 50.3 17.6 36.6 25.4 49.7
Old : 17.9 36.9 26.1 50.3 17.6 36.6 25.4 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 394,310: 109,885 59,691 73,342 188,351 238,724 371,577 371,756: 22,733 22,554
Old : 394,310: 109,885 59,691 73,342 188,351 238,724 371,577 371,756: 22,733 22,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -8,959: -2,097 706 -3,650 -2,258 -6,858 -8,005 -9,802: -954 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.1 18.6 47.8 60.5 94.2 94.3: 5.8 5.7
Old : 100.0: 27.9 15.1 18.6 47.8 60.5 94.2 94.3: 5.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 82 54 82 99 108 221 213:
Old : 265: 82 54 82 99 108 221 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 13.4 28.5 22.7 14.9 7.8 21.2 13.9
Old : 18.5 13.4 28.5 22.7 14.9 7.8 21.2 13.9
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 9,569: 218 1,178 1,216 5,942 5,653 7,376 8,047: 2,193 1,522
Old : 9,569: 218 1,178 1,216 5,942 5,653 7,376 8,047: 2,193 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 466: -358 -25 383 275 100 300 458: 166 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.3 12.7 62.1 59.1 77.1 84.1: 22.9 15.9
Old : 100.0: 2.3 12.3 12.7 62.1 59.1 77.1 84.1: 22.9 15.9
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 : 20: 2 3 4 10 11 15 16:
Old : 20: 2 3 4 10 11 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 43.6 67.2 63.8 48.1 41.9 52.5 55.6
Old : 50.4 43.6 67.2 63.8 48.1 41.9 52.5 55.6
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,104: 6,556 212 2,065 8,901 15,197 17,522 17,474: 582 630
Old : 18,104: 6,556 212 2,065 8,901 15,197 17,522 17,474: 582 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 626: 202 17 74 350 535 626 626: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 1.2 11.4 49.2 83.9 96.8 96.5: 3.2 3.5
Old : 100.0: 36.2 1.2 11.4 49.2 83.9 96.8 96.5: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 5 15 17 20 22:
Old : 22: 3 2 5 15 17 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 52.4 76.9 72.8 42.2 36.2 43.6 41.6
Old : 61.5 52.4 76.9 72.8 42.2 36.2 43.6 41.6
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 20,746: 1,825 300 0 17,550 19,781 19,375 20,081: 1,371 665
Old : 20,746: 1,825 300 0 17,550 19,781 19,375 20,081: 1,371 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 875: 80 -50 0 670 1,015 750 965: 125 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 1.4 0.0 84.6 95.3 93.4 96.8: 6.6 3.2
Old : 100.0: 8.8 1.4 0.0 84.6 95.3 93.4 96.8: 6.6 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 : 24: 2 1 0 17 16 19 17:
Old : 24: 2 1 0 17 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 61.6 71.3 78.0 44.1 59.5 60.3 70.9
Old : 48.0 61.6 71.3 78.0 44.1 59.5 60.3 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,603: 1,713 70 2,994 6,335 7,465 11,042 10,529: 1,561 2,074
Old : 12,603: 1,713 70 2,994 6,335 7,465 11,042 10,529: 1,561 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,073: -147 0 530 545 480 928 1,010: 145 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.6 23.8 50.3 59.2 87.6 83.5: 12.4 16.5
Old : 100.0: 13.6 0.6 23.8 50.3 59.2 87.6 83.5: 12.4 16.5
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 : 28: 5 1 7 20 21 27 28:
Old : 28: 5 1 7 20 21 27 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 : 33.9 28.7 52.8 45.3 17.4 14.7 24.0 20.6
Old : 33.9 28.7 52.8 45.3 17.4 14.7 24.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,102: 6,427 13,003 298 7,187 708 13,912 14,009: 190 93
Old : 14,102: 6,427 13,003 298 7,187 708 13,912 14,009: 190 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 527: 60 569 -82 547 45 525 532: 2 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 92.2 2.1 51.0 5.0 98.7 99.3: 1.3 0.7
Old : 100.0: 45.6 92.2 2.1 51.0 5.0 98.7 99.3: 1.3 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 : 24: 7 7 3 10 5 20 12:
Old : 24: 7 7 3 10 5 20 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 : 74.8 88.6 87.5 98.8 74.8 86.7 87.5 96.1
Old : 74.8 88.6 87.5 98.8 74.8 86.7 87.5 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,737: 5,803 5,478 6,241 6,044 6,440 18,088 18,159: 649 578
Old : 18,737: 5,803 5,478 6,241 6,044 6,440 18,088 18,159: 649 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,121: 30 -492 549 473 909 1,052 966: 69 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 29.2 33.3 32.3 34.4 96.5 96.9: 3.5 3.1
Old : 100.0: 31.0 29.2 33.3 32.3 34.4 96.5 96.9: 3.5 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 : 54: 22 15 26 13 11 47 42:
Old : 54: 22 15 26 13 11 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 33.2 45.0 53.6 14.7 21.3 25.2 32.6
Old : 27.9 33.2 45.0 53.6 14.7 21.3 25.2 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 37,450: 1,942 415 375 34,979 36,660 37,296 37,450: 154 0
Old : 37,450: 1,942 415 375 34,979 36,660 37,296 37,450: 154 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 654: -44 0 0 698 654 654 654: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.1 1.0 93.4 97.9 99.6 100.0: 0.4 0.0
Old : 100.0: 5.2 1.1 1.0 93.4 97.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 3 2 28 14 35 18:
Old : 40: 6 3 2 28 14 35 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 68.0 58.9 93.2 28.2 64.8 47.7 73.0
Old : 39.3 68.0 58.9 93.2 28.2 64.8 47.7 73.0
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,085: 450 2,355 805 5,730 3,925 6,985 7,085: 100 0
Old : 7,085: 450 2,355 805 5,730 3,925 6,985 7,085: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 400: 50 250 75 300 100 425 425: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 33.2 11.4 80.9 55.4 98.6 100.0: 1.4 0.0
Old : 100.0: 6.4 33.2 11.4 80.9 55.4 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 8 6 18 14 27 23:
Old : 34: 4 8 6 18 14 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 54.2 78.5 71.3 54.8 43.0 63.3 55.9
Old : 63.2 54.2 78.5 71.3 54.8 43.0 63.3 55.9
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,221: 1,306 792 50 3,835 4,264 5,191 5,106: 30 115
Old : 5,221: 1,306 792 50 3,835 4,264 5,191 5,106: 30 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 120: 25 0 0 75 120 100 120: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.2 1.0 73.5 81.7 99.4 97.8: 0.6 2.2
Old : 100.0: 25.0 15.2 1.0 73.5 81.7 99.4 97.8: 0.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 3 9 10 14 15:
Old : 20: 5 2 3 9 10 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 75.6 90.0 93.7 43.5 37.9 56.5 54.3
Old : 61.1 75.6 90.0 93.7 43.5 37.9 56.5 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,127: 1,907 3,506 569 16,921 15,770 19,397 19,845: 730 282
Old : 20,127: 1,907 3,506 569 16,921 15,770 19,397 19,845: 730 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,174: -593 469 201 1,566 504 1,174 1,174: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 17.4 2.8 84.1 78.4 96.4 98.6: 3.6 1.4
Old : 100.0: 9.5 17.4 2.8 84.1 78.4 96.4 98.6: 3.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 5 6 26 25 35 34:
Old : 44: 7 5 6 26 25 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 35.6 48.7 58.5 20.1 28.9 32.2 43.8
Old : 31.9 35.6 48.7 58.5 20.1 28.9 32.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 BARREL :
: : :
All : 5,050: 0 1,550 63 3,207 2,569 3,270 4,182: 1,780 868
Old : 5,050: 0 1,550 63 3,207 2,569 3,270 4,182: 1,780 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -2: 0 40 12 -34 -28 -22 24: 20 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.7 1.2 63.5 50.9 64.8 82.8: 35.2 17.2
Old : 100.0: 0.0 30.7 1.2 63.5 50.9 64.8 82.8: 35.2 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 5 2 15 16 17 21:
Old : 22: 0 5 2 15 16 17 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 : 36.7 53.7 51.8 67.5 29.6 43.5 36.5 52.3
Old : 36.7 53.7 51.8 67.5 29.6 43.5 36.5 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,314: 825 1,879 1,428 7,815 6,785 10,068 10,092: 246 222
Old : 10,314: 825 1,879 1,428 7,815 6,785 10,068 10,092: 246 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 372: -57 62 197 237 140 377 399: -5 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.2 13.8 75.8 65.8 97.6 97.8: 2.4 2.2
Old : 100.0: 8.0 18.2 13.8 75.8 65.8 97.6 97.8: 2.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 10 9 23 25 34 39:
Old : 45: 6 10 9 23 25 34 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 : 50.7 31.6 73.3 49.9 46.8 25.0 59.7 37.0
Old : 50.7 31.6 73.3 49.9 46.8 25.0 59.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,944: 309 57 473 971 1,254 1,753 1,784: 191 160
Old : 1,944: 309 57 473 971 1,254 1,753 1,784: 191 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 80: 60 -10 -50 30 130 40 70: 40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.9 24.3 49.9 64.5 90.2 91.8: 9.8 8.2
Old : 100.0: 15.9 2.9 24.3 49.9 64.5 90.2 91.8: 9.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 2 5 12 15 19 21:
Old : 30: 6 2 5 12 15 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 50.9 59.9 65.1 24.2 34.0 40.7 46.6
Old : 40.4 50.9 59.9 65.1 24.2 34.0 40.7 46.6
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,435: 1,514 8,083 3,891 18,932 11,963 24,337 23,937: 5,098 5,498
Old : 29,435: 1,514 8,083 3,891 18,932 11,963 24,337 23,937: 5,098 5,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,517: 413 -188 104 731 1,336 1,248 1,252: 269 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 27.5 13.2 64.3 40.6 82.7 81.3: 17.3 18.7
Old : 100.0: 5.1 27.5 13.2 64.3 40.6 82.7 81.3: 17.3 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 5 6 13 13 19 20:
Old : 22: 2 5 6 13 13 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 40.1 59.1 63.8 32.0 27.4 44.4 43.3
Old : 38.5 40.1 59.1 63.8 32.0 27.4 44.4 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017