GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,663: 8,131 2,267 1,617 33,393 39,688 43,141 43,572: 522 91
Old : 43,663: 8,131 2,267 1,617 33,393 39,688 43,141 43,572: 522 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 4,406: 275 78 421 3,707 3,907 4,403 4,406: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 5.2 3.7 76.5 90.9 98.8 99.8: 1.2 0.2
Old : 100.0: 18.6 5.2 3.7 76.5 90.9 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 6 4 31 40 36 50:
Old : 54: 4 6 4 31 40 36 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 34.0 68.2 48.9 42.2 26.7 48.5 35.6
Old : 52.7 34.0 68.2 48.9 42.2 26.7 48.5 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,593: 0 50 0 5,527 5,543 5,527 5,593: 66 0
Old : 5,593: 0 50 0 5,527 5,543 5,527 5,593: 66 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 165: 0 0 0 109 165 109 165: 56 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 98.8 99.1 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 0.9 0.0 98.8 99.1 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 18 14 19:
Old : 21: 0 1 0 14 18 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 51.9 90.1 82.1 49.5 39.5 57.4 54.0
Old : 71.5 51.9 90.1 82.1 49.5 39.5 57.4 54.0
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,182: 636 80 355 9,141 9,891 10,132 10,326: 1,050 856
Old : 11,182: 636 80 355 9,141 9,891 10,132 10,326: 1,050 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,012: 151 0 59 656 856 866 915: 146 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.7 3.2 81.7 88.5 90.6 92.3: 9.4 7.7
Old : 100.0: 5.7 0.7 3.2 81.7 88.5 90.6 92.3: 9.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 4 28 30 33 34:
Old : 36: 3 1 4 28 30 33 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 : 44.0 37.4 62.5 58.5 19.4 26.1 27.7 30.6
Old : 44.0 37.4 62.5 58.5 19.4 26.1 27.7 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,024: 189 557 273 2,943 2,520 3,405 3,350: 619 674
Old : 4,024: 189 557 273 2,943 2,520 3,405 3,350: 619 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 262: 22 90 -7 347 209 362 292: -100 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 13.8 6.8 73.1 62.6 84.6 83.3: 15.4 16.7
Old : 100.0: 4.7 13.8 6.8 73.1 62.6 84.6 83.3: 15.4 16.7
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 : 30: 1 2 4 23 25 27 30:
Old : 30: 1 2 4 23 25 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 : 33.7 36.2 57.7 52.9 21.4 27.3 32.4 32.7
Old : 33.7 36.2 57.7 52.9 21.4 27.3 32.4 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,769: 585 100 266 3,245 3,744 4,096 4,110: 673 659
Old : 4,769: 585 100 266 3,245 3,744 4,096 4,110: 673 659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 150: 69 -19 67 57 118 193 166: -43 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.1 5.6 68.0 78.5 85.9 86.2: 14.1 13.8
Old : 100.0: 12.3 2.1 5.6 68.0 78.5 85.9 86.2: 14.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 4 26 29 30 33:
Old : 34: 2 2 4 26 29 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 42.0 52.5 58.1 26.4 32.0 33.7 38.6
Old : 34.2 42.0 52.5 58.1 26.4 32.0 33.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,827: 642 1,105 150 4,995 5,086 5,787 6,341: 1,040 486
Old : 6,827: 642 1,105 150 4,995 5,086 5,787 6,341: 1,040 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 276: 40 -46 0 225 349 265 303: 11 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.2 2.2 73.2 74.5 84.8 92.9: 15.2 7.1
Old : 100.0: 9.4 16.2 2.2 73.2 74.5 84.8 92.9: 15.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 7 3 26 26 32 34:
Old : 46: 4 7 3 26 26 32 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 : 35.9 42.0 53.2 57.4 34.9 40.7 50.2 55.8
Old : 35.9 42.0 53.2 57.4 34.9 40.7 50.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 1,297: 0 520 0 751 562 751 1,082: 546 215
Old : 1,297: 0 520 0 751 562 751 1,082: 546 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.1 0.0 57.9 43.3 57.9 83.4: 42.1 16.6
Old : 100.0: 0.0 40.1 0.0 57.9 43.3 57.9 83.4: 42.1 16.6
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 : 21: 0 6 0 13 7 13 13:
Old : 21: 0 6 0 13 7 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 56.2 48.3 72.8 29.5 52.3 44.1 66.9
Old : 31.6 56.2 48.3 72.8 29.5 52.3 44.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 31,463: 283 4,820 1,990 29,081 24,653 31,354 31,463: 109 0
Old : 31,463: 283 4,820 1,990 29,081 24,653 31,354 31,463: 109 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,880: 25 -205 380 1,475 1,705 1,880 1,880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 15.3 6.3 92.4 78.4 99.7 100.0: 0.3 0.0
Old : 100.0: 0.9 15.3 6.3 92.4 78.4 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 : 34: 3 2 2 26 19 31 21:
Old : 34: 3 2 2 26 19 31 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 74.4 70.4 89.2 40.1 61.9 55.4 66.7
Old : 50.2 74.4 70.4 89.2 40.1 61.9 55.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,615: 718 440 310 3,171 3,656 4,199 4,406: 416 209
Old : 4,615: 718 440 310 3,171 3,656 4,199 4,406: 416 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -10: -29 -10 5 49 -67 25 -72: -35 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.5 6.7 68.7 79.2 91.0 95.5: 9.0 4.5
Old : 100.0: 15.6 9.5 6.7 68.7 79.2 91.0 95.5: 9.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 3 4 18 15 24 20:
Old : 33: 4 3 4 18 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 61.0 68.9 79.7 41.4 59.5 62.3 76.1
Old : 44.6 61.0 68.9 79.7 41.4 59.5 62.3 76.1
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tons :
: : :
All : 3,721: 412 0 181 2,996 3,379 3,589 3,560: 132 161
Old : 3,721: 412 0 181 2,996 3,379 3,589 3,560: 132 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 335: 150 0 0 155 345 305 345: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 4.9 80.5 90.8 96.5 95.7: 3.5 4.3
Old : 100.0: 11.1 0.0 4.9 80.5 90.8 96.5 95.7: 3.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 1 15 16 17 17:
Old : 22: 2 0 1 15 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 64.1 74.7 84.2 27.6 44.6 41.5 48.2
Old : 48.3 64.1 74.7 84.2 27.6 44.6 41.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 412,045: 67,947 99,010 96,375 206,471 176,779 370,794 372,164: 41,251 39,881
Old : 412,045: 67,947 99,010 96,375 206,471 176,779 370,794 372,164: 41,251 39,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 5,811: 2,612 5,232 -1,016 4,432 2,381 6,028 6,597: -217 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 24.0 23.4 50.1 42.9 90.0 90.3: 10.0 9.7
Old : 100.0: 16.5 24.0 23.4 50.1 42.9 90.0 90.3: 10.0 9.7
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 : 188: 44 48 60 80 79 164 154:
Old : 188: 44 48 60 80 79 164 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 15.2 24.2 26.2 9.5 12.2 16.5 19.5
Old : 14.4 15.2 24.2 26.2 9.5 12.2 16.5 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 48,660: 0 500 0 36,441 41,839 36,441 42,339: 12,219 6,321
Old : 48,660: 0 500 0 36,441 41,839 36,441 42,339: 12,219 6,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,202: 0 -500 0 1,749 1,704 1,749 1,204: -547 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 74.9 86.0 74.9 87.0: 25.1 13.0
Old : 100.0: 0.0 1.0 0.0 74.9 86.0 74.9 87.0: 25.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 21 21 21 22:
Old : 23: 0 1 0 21 21 21 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 : 49.5 45.0 63.7 67.3 43.8 37.2 44.4 48.8
Old : 49.5 45.0 63.7 67.3 43.8 37.2 44.4 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,066,651: 232,534 444,131 371,050 394,572 212,896 998,155 1,028,077: 68,495 38,574
Old : 1,066,651: 232,534 444,131 371,050 394,572 212,896 998,155 1,028,077: 68,495 38,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 41,414: 2,939 -7,886 22,485 13,290 26,548 38,714 41,146: 2,700 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 41.6 34.8 37.0 20.0 93.6 96.4: 6.4 3.6
Old : 100.0: 21.8 41.6 34.8 37.0 20.0 93.6 96.4: 6.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 108 111 137 70 62 264 233:
Old : 303: 108 111 137 70 62 264 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 25.3 23.7 36.6 10.3 21.9 16.1 27.8
Old : 13.9 25.3 23.7 36.6 10.3 21.9 16.1 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,259,746: 83,844 61,468 498,834 670,362 694,099 1,253,039 1,254,400: 6,706 5,346
Old : 1,259,746: 83,844 61,468 498,834 670,362 694,099 1,253,039 1,254,400: 6,706 5,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 64,100: 9,967 7,129 23,644 29,655 32,154 63,266 62,928: 834 1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.9 39.6 53.2 55.1 99.5 99.6: 0.5 0.4
Old : 100.0: 6.7 4.9 39.6 53.2 55.1 99.5 99.6: 0.5 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 : 120: 30 35 54 52 49 111 109:
Old : 120: 30 35 54 52 49 111 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 33.8 58.6 52.9 6.8 5.0 8.8 7.6
Old : 36.9 33.8 58.6 52.9 6.8 5.0 8.8 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 431,559: 198,806 140,367 77,167 148,357 205,275 424,330 422,809: 7,228 8,750
Old : 431,559: 198,806 140,367 77,167 148,357 205,275 424,330 422,809: 7,228 8,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 7,975: 2,582 4,369 -34 4,934 3,462 7,482 7,798: 494 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 32.5 17.9 34.4 47.6 98.3 98.0: 1.7 2.0
Old : 100.0: 46.1 32.5 17.9 34.4 47.6 98.3 98.0: 1.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 11 25 30 34 61 59:
Old : 65: 17 11 25 30 34 61 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 40.8 61.8 56.5 43.9 36.4 50.1 44.6
Old : 47.2 40.8 61.8 56.5 43.9 36.4 50.1 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,989: 14,763 17,325 19,546 47,807 42,162 82,116 79,033: 4,873 7,956
Old : 86,989: 14,763 17,325 19,546 47,807 42,162 82,116 79,033: 4,873 7,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 9,213: 2,748 4,205 4,532 1,937 -96 9,217 8,641: -4 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.9 22.5 55.0 48.5 94.4 90.9: 5.6 9.1
Old : 100.0: 17.0 19.9 22.5 55.0 48.5 94.4 90.9: 5.6 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 9 18 17 19 36 39:
Old : 40: 12 9 18 17 19 36 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 : 36.5 43.5 57.3 62.3 25.3 29.1 32.8 36.1
Old : 36.5 43.5 57.3 62.3 25.3 29.1 32.8 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,464: 14,846 12,278 16,759 3,810 6,301 35,415 35,338: 49 126
Old : 35,464: 14,846 12,278 16,759 3,810 6,301 35,415 35,338: 49 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -5,336: -3,442 -5,283 -1,547 -367 1,475 -5,356 -5,355: 20 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 34.6 47.3 10.7 17.8 99.9 99.6: 0.1 0.4
Old : 100.0: 41.9 34.6 47.3 10.7 17.8 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 12 16 13 14 32 35:
Old : 38: 12 12 16 13 14 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 49.6 81.3 73.0 35.4 31.9 42.1 41.7
Old : 69.3 49.6 81.3 73.0 35.4 31.9 42.1 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,760,821: 775,464 120,934 190,168 738,330 1,413,903 1,703,962 1,725,005: 56,859 35,816
Old : 1,760,821: 775,464 120,934 190,168 738,330 1,413,903 1,703,962 1,725,005: 56,859 35,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 37,265: 25,329 4,986 -60 13,586 34,237 38,855 39,163: -1,590 -1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.9 10.8 41.9 80.3 96.8 98.0: 3.2 2.0
Old : 100.0: 44.0 6.9 10.8 41.9 80.3 96.8 98.0: 3.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 24 17 35 58 52 97 92:
Old : 108: 24 17 35 58 52 97 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 37.3 60.1 56.4 39.6 35.4 49.6 50.9
Old : 46.4 37.3 60.1 56.4 39.6 35.4 49.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 586,345: 29,713 132,482 118,705 432,694 331,948 581,112 583,135: 5,233 3,210
Old : 586,345: 29,713 132,482 118,705 432,694 331,948 581,112 583,135: 5,233 3,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 5,946: 2,582 -4,185 1,651 1,645 8,317 5,878 5,783: 68 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 22.6 20.2 73.8 56.6 99.1 99.5: 0.9 0.5
Old : 100.0: 5.1 22.6 20.2 73.8 56.6 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 14 19 25 37 35 67 63:
Old : 73: 14 19 25 37 35 67 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 38.2 46.5 61.2 20.5 22.6 29.6 30.2
Old : 28.1 38.2 46.5 61.2 20.5 22.6 29.6 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 96,595: 55,400 46,921 13,549 26,396 34,911 95,345 95,381: 1,250 1,214
Old : 96,595: 55,400 46,921 13,549 26,396 34,911 95,345 95,381: 1,250 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 924: -3,459 -1,079 2,760 1,476 -454 777 1,227: 147 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 48.6 14.0 27.3 36.1 98.7 98.7: 1.3 1.3
Old : 100.0: 57.4 48.6 14.0 27.3 36.1 98.7 98.7: 1.3 1.3
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 : 55: 18 17 15 19 15 43 41:
Old : 55: 18 17 15 19 15 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 33.3 62.2 55.6 41.4 32.8 54.1 52.5
Old : 41.6 33.3 62.2 55.6 41.4 32.8 54.1 52.5
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 33,574: 20,246 19,971 1,871 10,387 10,977 32,504 32,819: 1,070 755
Old : 33,574: 20,246 19,971 1,871 10,387 10,977 32,504 32,819: 1,070 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,811: 2,555 142 -126 -773 1,985 1,656 2,001: 155 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 59.5 5.6 30.9 32.7 96.8 97.8: 3.2 2.2
Old : 100.0: 60.3 59.5 5.6 30.9 32.7 96.8 97.8: 3.2 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 : 40: 14 11 11 11 12 28 32:
Old : 40: 14 11 11 11 12 28 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 : 53.7 46.7 71.5 67.5 50.2 46.0 63.4 64.0
Old : 53.7 46.7 71.5 67.5 50.2 46.0 63.4 64.0
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,468: 3,091 1,508 4,248 33,448 35,084 40,788 40,841: 681 627
Old : 41,468: 3,091 1,508 4,248 33,448 35,084 40,788 40,841: 681 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 2,524: 474 -137 442 1,495 2,209 2,411 2,514: 112 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.6 10.2 80.7 84.6 98.4 98.5: 1.6 1.5
Old : 100.0: 7.5 3.6 10.2 80.7 84.6 98.4 98.5: 1.6 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 : 79: 8 11 8 44 59 55 75:
Old : 79: 8 11 8 44 59 55 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 32.3 42.9 50.0 22.0 20.3 31.5 27.4
Old : 25.6 32.3 42.9 50.0 22.0 20.3 31.5 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,806: 504 749 626 3,420 3,179 4,550 4,554: 256 252
Old : 4,806: 504 749 626 3,420 3,179 4,550 4,554: 256 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 454: 35 140 59 360 202 454 401: 0 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.6 13.0 71.2 66.1 94.7 94.8: 5.3 5.2
Old : 100.0: 10.5 15.6 13.0 71.2 66.1 94.7 94.8: 5.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 5 7 23 28 34 36:
Old : 45: 6 5 7 23 28 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 36.7 54.0 56.8 24.6 30.7 38.8 42.8
Old : 31.9 36.7 54.0 56.8 24.6 30.7 38.8 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 24,115: 1,126 0 132 20,076 21,373 21,334 21,505: 2,781 2,609
Old : 24,115: 1,126 0 132 20,076 21,373 21,334 21,505: 2,781 2,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 42: 0 0 0 -8 37 -8 37: 50 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.5 83.3 88.6 88.5 89.2: 11.5 10.8
Old : 100.0: 4.7 0.0 0.5 83.3 88.6 88.5 89.2: 11.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 1 19 19 22 20:
Old : 24: 3 0 1 19 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 62.3 74.1 79.0 38.1 49.1 47.7 53.1
Old : 57.0 62.3 74.1 79.0 38.1 49.1 47.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 MEGAWATT HOURS) :
: : :
All : 1,376,921: 0 0 0 1,376,921 1,376,921 1,376,921 1,376,921: 0 0
Old : 1,376,921: 0 0 0 1,376,921 1,376,921 1,376,921 1,376,921: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 12 16 12 16:
Old : 21: 0 0 0 12 16 12 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 : 91.5 86.0 99.3 93.8 83.6 75.4 85.0 80.8
Old : 91.5 86.0 99.3 93.8 83.6 75.4 85.0 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 142,148: 3,845 2,555 2,540 135,763 137,053 142,148 142,148: 0 0
Old : 142,148: 3,845 2,555 2,540 135,763 137,053 142,148 142,148: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.8 1.8 95.5 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 1.8 1.8 95.5 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 20 20 21 22:
Old : 29: 1 1 1 20 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 71.8 83.9 84.8 32.9 45.7 50.1 52.8
Old : 62.3 71.8 83.9 84.8 32.9 45.7 50.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 3,021,997: 0 308,720 0 3,021,997 2,713,277 3,021,997 3,021,997: 0 0
Old : 3,021,997: 0 308,720 0 3,021,997 2,713,277 3,021,997 3,021,997: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -278: 0 0 0 -278 -278 -278 -278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 23 15 23 16:
Old : 28: 0 1 0 23 15 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 81.7 90.3 93.5 48.2 57.2 60.1 62.7
Old : 72.8 81.7 90.3 93.5 48.2 57.2 60.1 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 56,524: 725 147 3,729 52,070 51,473 56,524 55,349: 0 1,175
Old : 56,524: 725 147 3,729 52,070 51,473 56,524 55,349: 0 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 6.6 92.1 91.1 100.0 97.9: 0.0 2.1
Old : 100.0: 1.3 0.3 6.6 92.1 91.1 100.0 97.9: 0.0 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 : 22: 1 1 2 14 12 16 14:
Old : 22: 1 1 2 14 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.0 87.8 92.5 57.1 66.4 68.9 71.9
Old : 64.0 75.0 87.8 92.5 57.1 66.4 68.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,525,795: 170,733 0 71,320 1,283,742 1,454,475 1,525,795 1,525,795: 0 0
Old : 1,525,795: 170,733 0 71,320 1,283,742 1,454,475 1,525,795 1,525,795: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 4.7 84.1 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 0.0 4.7 84.1 95.3 100.0 100.0: 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 : 24: 2 0 2 16 11 18 13:
Old : 24: 2 0 2 16 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 84.6 85.9 98.5 51.9 69.1 66.3 73.8
Old : 60.4 84.6 85.9 98.5 51.9 69.1 66.3 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,384: 399 162 0 6,645 7,087 7,044 7,249: 340 135
Old : 7,384: 399 162 0 6,645 7,087 7,044 7,249: 340 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 922: 75 0 0 817 922 892 922: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.2 0.0 90.0 96.0 95.4 98.2: 4.6 1.8
Old : 100.0: 5.4 2.2 0.0 90.0 96.0 95.4 98.2: 4.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 13 14 15 15:
Old : 24: 2 1 0 13 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 53.0 84.8 79.7 60.8 50.4 71.7 71.1
Old : 68.2 53.0 84.8 79.7 60.8 50.4 71.7 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 71,074: 3,737 5,822 700 65,810 64,099 70,247 70,621: 827 453
Old : 71,074: 3,737 5,822 700 65,810 64,099 70,247 70,621: 827 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 2,346: 359 91 -51 2,110 2,316 2,418 2,356: -72 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.2 1.0 92.6 90.2 98.8 99.4: 1.2 0.6
Old : 100.0: 5.3 8.2 1.0 92.6 90.2 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 12 3 7 45 46 59 54:
Old : 69: 12 3 7 45 46 59 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 : 40.4 41.4 62.4 59.8 15.4 17.9 21.8 25.2
Old : 40.4 41.4 62.4 59.8 15.4 17.9 21.8 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,060: 533 2,692 203 18,815 16,937 19,551 19,832: 509 228
Old : 20,060: 533 2,692 203 18,815 16,937 19,551 19,832: 509 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 500: 15 20 -45 710 524 680 499: -180 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 13.4 1.0 93.8 84.4 97.5 98.9: 2.5 1.1
Old : 100.0: 2.7 13.4 1.0 93.8 84.4 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 : 39: 2 3 3 30 25 33 30:
Old : 39: 2 3 3 30 25 33 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 : 44.4 39.8 65.6 58.3 30.3 22.0 37.9 31.5
Old : 44.4 39.8 65.6 58.3 30.3 22.0 37.9 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,640: 170 1,463 1,837 11,476 10,223 13,483 13,523: 157 117
Old : 13,640: 170 1,463 1,837 11,476 10,223 13,483 13,523: 157 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 588: -60 -125 170 468 602 578 647: 10 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.7 13.5 84.1 74.9 98.8 99.1: 1.2 0.9
Old : 100.0: 1.2 10.7 13.5 84.1 74.9 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 3 22 21 26 25:
Old : 31: 2 3 3 22 21 26 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 : 55.4 46.0 78.7 70.1 38.4 26.8 43.8 40.6
Old : 55.4 46.0 78.7 70.1 38.4 26.8 43.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,265: 504 929 46 10,161 10,218 10,711 11,193: 554 72
Old : 11,265: 504 929 46 10,161 10,218 10,711 11,193: 554 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 208: 0 -36 18 160 226 178 208: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.2 0.4 90.2 90.7 95.1 99.4: 4.9 0.6
Old : 100.0: 4.5 8.2 0.4 90.2 90.7 95.1 99.4: 4.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 3 22 19 26 23:
Old : 31: 3 2 3 22 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 56.4 75.7 80.0 37.6 51.8 51.1 66.5
Old : 59.0 56.4 75.7 80.0 37.6 51.8 51.1 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,497,521: 486,621 161,979 1,054,207 856,822 1,190,351 2,397,650 2,406,536: 99,872 90,985
Old : 2,497,521: 486,621 161,979 1,054,207 856,822 1,190,351 2,397,650 2,406,536: 99,872 90,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -190,135: -6,158 -4,666 -152,522 -20,576 -28,328 -179,255 -185,516: -10,879 -4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 6.5 42.2 34.3 47.7 96.0 96.4: 4.0 3.6
Old : 100.0: 19.5 6.5 42.2 34.3 47.7 96.0 96.4: 4.0 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 : 424: 156 144 201 95 105 364 349:
Old : 424: 156 144 201 95 105 364 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 14.6 20.2 24.2 7.5 7.7 11.0 12.0
Old : 11.6 14.6 20.2 24.2 7.5 7.7 11.0 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,214: 36,267 81,950 39,405 85,069 40,167 160,741 161,522: 6,473 5,692
Old : 167,214: 36,267 81,950 39,405 85,069 40,167 160,741 161,522: 6,473 5,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -3,439: 650 -25,604 10,343 -11,266 12,843 -274 -2,418: -3,165 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 49.0 23.6 50.9 24.0 96.1 96.6: 3.9 3.4
Old : 100.0: 21.7 49.0 23.6 50.9 24.0 96.1 96.6: 3.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 6 6 14 13 20 22:
Old : 26: 3 6 6 14 13 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 : 64.9 72.3 84.5 86.9 51.9 52.7 58.3 59.9
Old : 64.9 72.3 84.5 86.9 51.9 52.7 58.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,370: 59,729 13,753 1,705 39,834 68,628 101,268 84,086: 24,102 41,284
Old : 125,370: 59,729 13,753 1,705 39,834 68,628 101,268 84,086: 24,102 41,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 538: 1 280 112 720 584 833 976: -295 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 11.0 1.4 31.8 54.7 80.8 67.1: 19.2 32.9
Old : 100.0: 47.6 11.0 1.4 31.8 54.7 80.8 67.1: 19.2 32.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 6 3 14 15 21 22:
Old : 27: 5 6 3 14 15 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 33.8 69.4 49.3 52.1 32.9 67.1 45.7
Old : 54.0 33.8 69.4 49.3 52.1 32.9 67.1 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,670: 5,248 741 18,844 8,853 12,997 32,945 32,581: 725 1,089
Old : 33,670: 5,248 741 18,844 8,853 12,997 32,945 32,581: 725 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -6,176: -2,979 390 -1,125 -1,850 -5,315 -5,954 -6,051: -222 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 2.2 56.0 26.3 38.6 97.8 96.8: 2.2 3.2
Old : 100.0: 15.6 2.2 56.0 26.3 38.6 97.8 96.8: 2.2 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 : 29: 9 7 12 10 9 27 23:
Old : 29: 9 7 12 10 9 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 : 32.4 40.1 58.1 64.0 19.7 24.1 26.4 26.9
Old : 32.4 40.1 58.1 64.0 19.7 24.1 26.4 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 240,709: 26,857 3,085 52,036 142,512 164,176 221,405 219,296: 19,304 21,413
Old : 240,709: 26,857 3,085 52,036 142,512 164,176 221,405 219,296: 19,304 21,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 4,402: 2,989 106 141 1,211 4,080 4,341 4,327: 61 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 1.3 21.6 59.2 68.2 92.0 91.1: 8.0 8.9
Old : 100.0: 11.2 1.3 21.6 59.2 68.2 92.0 91.1: 8.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 3 10 21 21 31 31:
Old : 31: 7 3 10 21 21 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 28.9 47.3 46.2 9.4 10.6 14.6 14.3
Old : 28.9 28.9 47.3 46.2 9.4 10.6 14.6 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,301: 11,762 65,029 79,138 87,996 32,052 178,896 176,218: 4,405 7,083
Old : 183,301: 11,762 65,029 79,138 87,996 32,052 178,896 176,218: 4,405 7,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -3,968: 1,320 1,815 -5,032 1,901 -164 -1,810 -3,382: -2,158 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 35.5 43.2 48.0 17.5 97.6 96.1: 2.4 3.9
Old : 100.0: 6.4 35.5 43.2 48.0 17.5 97.6 96.1: 2.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 14 31 15 12 48 45:
Old : 50: 19 14 31 15 12 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 41.9 59.5 60.2 31.1 31.3 35.6 36.6
Old : 42.5 41.9 59.5 60.2 31.1 31.3 35.6 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,319: 0 60 0 13,319 13,235 13,319 13,295: 0 24
Old : 13,319: 0 60 0 13,319 13,235 13,319 13,295: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 270: 0 0 0 270 270 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 99.4 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 0.5 0.0 100.0 99.4 100.0 99.8: 0.0 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 : 31: 0 1 0 22 17 22 18:
Old : 31: 0 1 0 22 17 22 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 : 51.7 82.5 71.1 92.5 51.7 82.5 69.0 89.6
Old : 51.7 82.5 71.1 92.5 51.7 82.5 69.0 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,002: 25,551 5,196 1,427 6,765 27,997 33,743 34,620: 2,259 1,382
Old : 36,002: 25,551 5,196 1,427 6,765 27,997 33,743 34,620: 2,259 1,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,137: 96 1,301 122 955 -738 1,172 684: -35 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 14.4 4.0 18.8 77.8 93.7 96.2: 6.3 3.8
Old : 100.0: 71.0 14.4 4.0 18.8 77.8 93.7 96.2: 6.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 81 38 18 28 37 120 86:
Old : 173: 81 38 18 28 37 120 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.5 44.8 53.0 33.8 38.6 44.1 52.1
Old : 33.9 39.5 44.8 53.0 33.8 38.6 44.1 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 71,488: 50,333 16,052 454 13,569 52,428 64,356 68,934: 7,132 2,555
Old : 71,488: 50,333 16,052 454 13,569 52,428 64,356 68,934: 7,132 2,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 2,810: 2,851 -1,775 -61 -218 4,861 2,572 3,026: 238 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 22.5 0.6 19.0 73.3 90.0 96.4: 10.0 3.6
Old : 100.0: 70.4 22.5 0.6 19.0 73.3 90.0 96.4: 10.0 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 : 214: 117 41 14 32 41 154 92:
Old : 214: 117 41 14 32 41 154 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 30.5 32.1 45.5 21.7 29.2 32.1 43.8
Old : 21.7 30.5 32.1 45.5 21.7 29.2 32.1 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 399,925: 125,530 48,267 95,994 158,090 231,935 379,614 376,196: 20,311 23,729
Old : 399,925: 125,530 48,267 95,994 158,090 231,935 379,614 376,196: 20,311 23,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 5,608: 4,955 130 123 1,141 4,953 6,219 5,206: -612 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.1 24.0 39.5 58.0 94.9 94.1: 5.1 5.9
Old : 100.0: 31.4 12.1 24.0 39.5 58.0 94.9 94.1: 5.1 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 : 223: 71 48 68 84 97 185 185:
Old : 223: 71 48 68 84 97 185 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 15.0 25.5 24.3 10.6 9.0 16.3 13.6
Old : 15.6 15.0 25.5 24.3 10.6 9.0 16.3 13.6
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,677: 650 0 750 22,405 22,915 23,805 23,665: 872 1,012
Old : 24,677: 650 0 750 22,405 22,915 23,805 23,665: 872 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,389: 0 0 300 939 1,089 1,239 1,389: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 3.0 90.8 92.9 96.5 95.9: 3.5 4.1
Old : 100.0: 2.6 0.0 3.0 90.8 92.9 96.5 95.9: 3.5 4.1
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 : 24: 2 0 4 18 19 22 23:
Old : 24: 2 0 4 18 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 44.3 74.9 68.5 34.7 30.0 39.4 40.1
Old : 56.7 44.3 74.9 68.5 34.7 30.0 39.4 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,359: 1,497 5,470 3,113 8,591 6,861 13,201 15,444: 4,158 1,915
Old : 17,359: 1,497 5,470 3,113 8,591 6,861 13,201 15,444: 4,158 1,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 812: 78 -1,471 849 80 1,585 1,007 963: -195 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 31.5 17.9 49.5 39.5 76.0 89.0: 24.0 11.0
Old : 100.0: 8.6 31.5 17.9 49.5 39.5 76.0 89.0: 24.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 5 5 13 12 20 18:
Old : 23: 3 5 5 13 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 : 39.7 55.0 56.4 71.5 32.6 39.8 43.6 52.1
Old : 39.7 55.0 56.4 71.5 32.6 39.8 43.6 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,006: 12,022 19,879 0 9,778 2,110 21,800 21,989: 206 17
Old : 22,006: 12,022 19,879 0 9,778 2,110 21,800 21,989: 206 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 70: 0 15 0 70 55 70 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 90.3 0.0 44.4 9.6 99.1 99.9: 0.9 0.1
Old : 100.0: 54.6 90.3 0.0 44.4 9.6 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 2 0 11 5 17 7:
Old : 22: 6 2 0 11 5 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 99.0 84.4 99.9 62.7 98.3 84.4 99.2
Old : 62.7 99.0 84.4 99.9 62.7 98.3 84.4 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,571: 790 728 700 2,946 3,047 4,436 4,475: 135 96
Old : 4,571: 790 728 700 2,946 3,047 4,436 4,475: 135 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: -50: 0 0 -50 0 0 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.9 15.3 64.4 66.7 97.0 97.9: 3.0 2.1
Old : 100.0: 17.3 15.9 15.3 64.4 66.7 97.0 97.9: 3.0 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 : 21: 4 3 1 12 12 17 15:
Old : 21: 4 3 1 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 65.5 82.1 86.3 23.8 26.4 30.8 35.0
Old : 59.3 65.5 82.1 86.3 23.8 26.4 30.8 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 35,413: 5,241 0 0 30,142 35,383 35,383 35,383: 30 30
Old : 35,413: 5,241 0 0 30,142 35,383 35,383 35,383: 30 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 548: -5 0 0 553 548 548 548: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.0 0.0 85.1 99.9 99.9 99.9: 0.1 0.1
Old : 100.0: 14.8 0.0 0.0 85.1 99.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 0 26 23 29 23:
Old : 33: 3 0 0 26 23 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 64.6 72.8 83.5 37.0 59.1 60.0 74.6
Old : 46.3 64.6 72.8 83.5 37.0 59.1 60.0 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,643: 2,423 1,001 702 12,289 14,818 15,414 16,521: 1,229 122
Old : 16,643: 2,423 1,001 702 12,289 14,818 15,414 16,521: 1,229 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 319: 243 107 9 67 203 319 319: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 6.0 4.2 73.8 89.0 92.6 99.3: 7.4 0.7
Old : 100.0: 14.6 6.0 4.2 73.8 89.0 92.6 99.3: 7.4 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 : 37: 4 6 4 21 21 27 29:
Old : 37: 4 6 4 21 21 27 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 : 46.3 41.8 66.1 73.1 30.1 36.1 40.7 47.3
Old : 46.3 41.8 66.1 73.1 30.1 36.1 40.7 47.3
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, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,340: 1,504 962 535 9,891 10,726 11,930 12,223: 410 117
Old : 12,340: 1,504 962 535 9,891 10,726 11,930 12,223: 410 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 451: 235 54 39 114 358 388 451: 63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 7.8 4.3 80.2 86.9 96.7 99.1: 3.3 0.9
Old : 100.0: 12.2 7.8 4.3 80.2 86.9 96.7 99.1: 3.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 4 4 23 28 31 36:
Old : 43: 8 4 4 23 28 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 47.6 65.9 70.2 38.3 46.8 56.4 64.2
Old : 43.2 47.6 65.9 70.2 38.3 46.8 56.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 2,347: 1,010 982 390 842 810 2,242 2,182: 105 165
Old : 2,347: 1,010 982 390 842 810 2,242 2,182: 105 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 200: -40 210 30 200 20 190 260: 10 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 41.8 16.6 35.9 34.5 95.5 93.0: 4.5 7.0
Old : 100.0: 43.0 41.8 16.6 35.9 34.5 95.5 93.0: 4.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 12 5 13 14 20 28:
Old : 36: 3 12 5 13 14 20 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 : 63.6 37.2 75.5 53.8 54.8 28.2 62.3 40.6
Old : 63.6 37.2 75.5 53.8 54.8 28.2 62.3 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,913: 1,812 2,151 456 12,033 12,210 14,301 14,817: 612 96
Old : 14,913: 1,812 2,151 456 12,033 12,210 14,301 14,817: 612 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.4 3.1 80.7 81.9 95.9 99.4: 4.1 0.6
Old : 100.0: 12.2 14.4 3.1 80.7 81.9 95.9 99.4: 4.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 4 10 11 15 17:
Old : 21: 4 3 4 10 11 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 69.2 82.9 84.4 47.2 48.5 58.5 61.0
Old : 55.7 69.2 82.9 84.4 47.2 48.5 58.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,377: 2,033 2,028 529 24,896 23,732 27,458 26,289: 2,919 4,088
Old : 30,377: 2,033 2,028 529 24,896 23,732 27,458 26,289: 2,919 4,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 1,043: 158 -12 13 687 609 858 610: 185 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.7 1.7 82.0 78.1 90.4 86.5: 9.6 13.5
Old : 100.0: 6.7 6.7 1.7 82.0 78.1 90.4 86.5: 9.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 4 20 19 24 24:
Old : 27: 2 3 4 20 19 24 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 : 43.5 41.4 64.3 61.3 36.6 31.2 50.6 45.6
Old : 43.5 41.4 64.3 61.3 36.6 31.2 50.6 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2015