GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 51,012: 23,199 4,135 1,653 25,422 44,745 50,274 50,533: 738 479
Old : 51,012: 23,199 4,135 1,653 25,422 44,745 50,274 50,533: 738 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -8,727: -1,581 -60 -237 -7,139 -8,644 -8,957 -8,941: 230 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 8.1 3.2 49.8 87.7 98.6 99.1: 1.4 0.9
Old : 100.0: 45.5 8.1 3.2 49.8 87.7 98.6 99.1: 1.4 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 : 54: 3 7 6 36 36 43 46:
Old : 54: 3 7 6 36 36 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 40.0 74.0 54.9 47.8 27.4 52.2 37.0
Old : 59.5 40.0 74.0 54.9 47.8 27.4 52.2 37.0
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,895: 625 200 600 4,659 5,084 5,884 5,884: 11 11
Old : 5,895: 625 200 600 4,659 5,084 5,884 5,884: 11 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,648: 0 0 0 -1,659 -1,659 -1,659 -1,659: 11 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.4 10.2 79.0 86.2 99.8 99.8: 0.2 0.2
Old : 100.0: 10.6 3.4 10.2 79.0 86.2 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 15 14 16 16:
Old : 20: 1 1 1 15 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 52.1 94.2 76.1 46.2 39.2 54.8 52.6
Old : 74.1 52.1 94.2 76.1 46.2 39.2 54.8 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,559: 990 447 725 4,921 5,750 6,636 6,922: 923 637
Old : 7,559: 990 447 725 4,921 5,750 6,636 6,922: 923 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,600: 111 -107 -264 -1,521 -1,161 -1,674 -1,532: 74 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 5.9 9.6 65.1 76.1 87.8 91.6: 12.2 8.4
Old : 100.0: 13.1 5.9 9.6 65.1 76.1 87.8 91.6: 12.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 3 6 24 25 31 32:
Old : 36: 4 3 6 24 25 31 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 : 39.8 35.2 59.3 53.7 20.6 17.7 27.3 27.1
Old : 39.8 35.2 59.3 53.7 20.6 17.7 27.3 27.1
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,055: 1,118 258 280 4,194 5,245 5,592 5,783: 463 272
Old : 6,055: 1,118 258 280 4,194 5,245 5,592 5,783: 463 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,632: 164 -375 -166 -1,584 -1,114 -1,586 -1,655: -46 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 4.3 4.6 69.3 86.6 92.4 95.5: 7.6 4.5
Old : 100.0: 18.5 4.3 4.6 69.3 86.6 92.4 95.5: 7.6 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 : 45: 5 3 5 29 35 35 42:
Old : 45: 5 3 5 29 35 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 28.8 59.1 50.9 23.6 21.2 31.1 30.6
Old : 39.3 28.8 59.1 50.9 23.6 21.2 31.1 30.6
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 5,755: 643 1,265 479 4,341 2,956 5,463 4,700: 292 1,055
Old : 5,755: 643 1,265 479 4,341 2,956 5,463 4,700: 292 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -2,126: -430 -519 -308 -1,439 -1,927 -2,177 -2,754: 51 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.0 8.3 75.4 51.4 94.9 81.7: 5.1 18.3
Old : 100.0: 11.2 22.0 8.3 75.4 51.4 94.9 81.7: 5.1 18.3
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 : 37: 4 4 5 22 15 29 22:
Old : 37: 4 4 5 22 15 29 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 : 44.5 41.5 67.0 63.2 44.1 39.4 63.3 59.8
Old : 44.5 41.5 67.0 63.2 44.1 39.4 63.3 59.8
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 1,171: 85 347 105 921 649 1,111 1,101: 60 70
Old : 1,171: 85 347 105 921 649 1,111 1,101: 60 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -609: 35 -365 -85 -572 -147 -622 -597: 13 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 29.6 9.0 78.7 55.4 94.9 94.0: 5.1 6.0
Old : 100.0: 7.3 29.6 9.0 78.7 55.4 94.9 94.0: 5.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 6 2 13 12 16 19:
Old : 25: 2 6 2 13 12 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 40.5 68.1 63.5 37.6 31.6 54.7 47.1
Old : 45.5 40.5 68.1 63.5 37.6 31.6 54.7 47.1
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,473: 151 12,272 120 25,190 12,815 25,461 25,207: 12 266
Old : 25,473: 151 12,272 120 25,190 12,815 25,461 25,207: 12 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -2,846: 0 -370 -5 -2,823 -2,477 -2,828 -2,852: -18 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 48.2 0.5 98.9 50.3 100.0 99.0: 0.0 1.0
Old : 100.0: 0.6 48.2 0.5 98.9 50.3 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 1 22 11 24 14:
Old : 29: 1 3 1 22 11 24 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 : 50.1 67.6 74.2 92.3 37.7 65.5 55.3 69.8
Old : 50.1 67.6 74.2 92.3 37.7 65.5 55.3 69.8
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 4,122: 851 1,728 70 2,592 1,997 3,513 3,795: 609 327
Old : 4,122: 851 1,728 70 2,592 1,997 3,513 3,795: 609 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,086: -321 -578 -25 -689 -441 -1,035 -1,044: -51 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 41.9 1.7 62.9 48.4 85.2 92.1: 14.8 7.9
Old : 100.0: 20.6 41.9 1.7 62.9 48.4 85.2 92.1: 14.8 7.9
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 : 36: 4 6 2 19 15 25 21:
Old : 36: 4 6 2 19 15 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 49.1 63.9 70.4 48.3 47.4 62.9 65.7
Old : 49.1 49.1 63.9 70.4 48.3 47.4 62.9 65.7
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 362,808: 65,499 67,122 65,056 186,288 189,626 316,843 321,803: 45,966 41,005
Old : 362,808: 65,499 67,122 65,056 186,288 189,626 316,843 321,803: 45,966 41,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 4,381: 3,098 -2,170 7,904 -7,165 1,214 3,837 6,949: 544 -2,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 18.5 17.9 51.3 52.3 87.3 88.7: 12.7 11.3
Old : 100.0: 18.1 18.5 17.9 51.3 52.3 87.3 88.7: 12.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 40 54 59 78 81 154 163:
Old : 188: 40 54 59 78 81 154 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 14.2 22.5 22.6 10.9 7.9 17.8 13.2
Old : 13.0 14.2 22.5 22.6 10.9 7.9 17.8 13.2
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 36,037: 0 325 350 24,322 29,968 24,672 30,643: 11,365 5,394
Old : 36,037: 0 325 350 24,322 29,968 24,672 30,643: 11,365 5,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -9,634: 0 -645 0 -9,042 -9,905 -9,042 -10,550: -592 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 1.0 67.5 83.2 68.5 85.0: 31.5 15.0
Old : 100.0: 0.0 0.9 1.0 67.5 83.2 68.5 85.0: 31.5 15.0
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: 0 1 1 18 26 19 27:
Old : 29: 0 1 1 18 26 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 27.2 53.7 45.2 25.4 23.0 37.7 37.3
Old : 32.5 27.2 53.7 45.2 25.4 23.0 37.7 37.3
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 972,327: 211,621 405,970 285,001 409,378 237,388 906,000 928,359: 66,327 43,969
Old : 972,327: 211,621 405,970 285,001 409,378 237,388 906,000 928,359: 66,327 43,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -46,531: -14,220 -27,614 841 -33,856 -21,463 -47,235 -48,235: 704 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 41.8 29.3 42.1 24.4 93.2 95.5: 6.8 4.5
Old : 100.0: 21.8 41.8 29.3 42.1 24.4 93.2 95.5: 6.8 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 : 301: 91 133 140 65 51 242 245:
Old : 301: 91 133 140 65 51 242 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 22.6 27.9 34.3 10.6 14.8 18.1 21.9
Old : 17.0 22.6 27.9 34.3 10.6 14.8 18.1 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 725,631: 35,062 34,480 244,800 441,387 444,131 721,249 723,410: 4,382 2,220
Old : 725,631: 35,062 34,480 244,800 441,387 444,131 721,249 723,410: 4,382 2,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 21,896: 3,581 3,346 9,456 8,901 9,130 21,939 21,932: -43 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.8 33.7 60.8 61.2 99.4 99.7: 0.6 0.3
Old : 100.0: 4.8 4.8 33.7 60.8 61.2 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 42 30 57 50 53 115 117:
Old : 128: 42 30 57 50 53 115 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 36.4 54.5 54.3 6.5 5.4 9.1 8.7
Old : 38.1 36.4 54.5 54.3 6.5 5.4 9.1 8.7
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 301,515: 64,024 98,189 68,199 162,076 128,908 294,298 295,296: 7,216 6,218
Old : 301,515: 64,024 98,189 68,199 162,076 128,908 294,298 295,296: 7,216 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -29,360: -7,601 -8,194 -8,515 -12,301 -10,907 -28,417 -27,616: -943 -1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 32.6 22.6 53.8 42.8 97.6 97.9: 2.4 2.1
Old : 100.0: 21.2 32.6 22.6 53.8 42.8 97.6 97.9: 2.4 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 : 67: 16 14 25 34 32 64 59:
Old : 67: 16 14 25 34 32 64 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 : 34.6 42.9 50.8 54.5 30.0 33.8 39.2 40.4
Old : 34.6 42.9 50.8 54.5 30.0 33.8 39.2 40.4
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 101,476: 21,506 20,624 14,023 56,785 59,341 92,314 93,988: 9,162 7,488
Old : 101,476: 21,506 20,624 14,023 56,785 59,341 92,314 93,988: 9,162 7,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 5,509: 1,577 2,908 260 2,820 1,969 4,657 5,137: 852 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 20.3 13.8 56.0 58.5 91.0 92.6: 9.0 7.4
Old : 100.0: 21.2 20.3 13.8 56.0 58.5 91.0 92.6: 9.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 14 22 19 20 41 47:
Old : 47: 13 14 22 19 20 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 34.3 58.8 49.2 25.8 23.1 35.5 31.4
Old : 38.8 34.3 58.8 49.2 25.8 23.1 35.5 31.4
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,432,907: 526,239 58,978 99,037 767,610 1,242,668 1,392,886 1,400,683: 40,021 32,224
Old : 1,432,907: 526,239 58,978 99,037 767,610 1,242,668 1,392,886 1,400,683: 40,021 32,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -77,721: -38,364 -9,018 -10,866 -24,001 -59,613 -73,231 -79,497: -4,490 1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 4.1 6.9 53.6 86.7 97.2 97.8: 2.8 2.2
Old : 100.0: 36.7 4.1 6.9 53.6 86.7 97.2 97.8: 2.8 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 : 101: 23 14 30 56 50 91 83:
Old : 101: 23 14 30 56 50 91 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 35.7 63.8 58.5 47.5 34.7 54.2 52.5
Old : 50.9 35.7 63.8 58.5 47.5 34.7 54.2 52.5
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 321,476: 11,142 39,686 44,679 264,383 235,165 320,204 319,530: 1,272 1,946
Old : 321,476: 11,142 39,686 44,679 264,383 235,165 320,204 319,530: 1,272 1,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 7,866: 2,096 794 3,788 2,471 3,573 8,355 8,155: -489 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 12.3 13.9 82.2 73.2 99.6 99.4: 0.4 0.6
Old : 100.0: 3.5 12.3 13.9 82.2 73.2 99.6 99.4: 0.4 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 : 70: 12 19 24 37 28 63 57:
Old : 70: 12 19 24 37 28 63 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 47.8 61.8 69.4 34.1 35.4 48.1 46.6
Old : 37.5 47.8 61.8 69.4 34.1 35.4 48.1 46.6
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 119,637: 40,328 65,959 14,510 63,849 38,311 118,687 118,780: 950 857
Old : 119,637: 40,328 65,959 14,510 63,849 38,311 118,687 118,780: 950 857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -6,734: -2,374 -3,177 -639 -3,676 -2,873 -6,689 -6,689: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 55.1 12.1 53.4 32.0 99.2 99.3: 0.8 0.7
Old : 100.0: 33.7 55.1 12.1 53.4 32.0 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 14 22 14 21 18 44 45:
Old : 57: 14 22 14 21 18 44 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 : 40.2 34.6 66.4 56.9 31.0 30.9 49.3 48.1
Old : 40.2 34.6 66.4 56.9 31.0 30.9 49.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 30,465: 17,463 6,388 3,360 9,099 20,412 29,922 30,160: 543 305
Old : 30,465: 17,463 6,388 3,360 9,099 20,412 29,922 30,160: 543 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -3,937: -184 -1,729 -964 -2,579 -1,194 -3,727 -3,887: -210 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 21.0 11.0 29.9 67.0 98.2 99.0: 1.8 1.0
Old : 100.0: 57.3 21.0 11.0 29.9 67.0 98.2 99.0: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 8 11 12 10 31 24:
Old : 38: 14 8 11 12 10 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 57.4 74.0 79.6 54.8 42.9 64.3 64.0
Old : 57.7 57.4 74.0 79.6 54.8 42.9 64.3 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 TONS) :
: : :
All : 2,809: 498 191 628 1,682 1,989 2,809 2,809: 0 0
Old : 2,809: 498 191 628 1,682 1,989 2,809 2,809: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 164: -17 -37 63 117 137 164 164: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.8 22.4 59.9 70.8 100.0 100.0: 0.0 0.0
Old : 100.0: 17.7 6.8 22.4 59.9 70.8 100.0 100.0: 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 : 22: 8 5 8 6 7 19 15:
Old : 22: 8 5 8 6 7 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 77.1 87.7 92.5 33.0 34.6 39.8 39.9
Old : 72.9 77.1 87.7 92.5 33.0 34.6 39.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 41,530: 5,035 1,698 3,957 32,166 35,563 41,158 41,218: 372 312
Old : 41,530: 5,035 1,698 3,957 32,166 35,563 41,158 41,218: 372 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -3,479: 146 75 -103 -3,524 -3,438 -3,481 -3,466: 3 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.1 9.5 77.5 85.6 99.1 99.2: 0.9 0.8
Old : 100.0: 12.1 4.1 9.5 77.5 85.6 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 16 10 15 46 53 68 73:
Old : 84: 16 10 15 46 53 68 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 36.9 51.7 53.1 19.4 14.2 25.5 20.3
Old : 35.0 36.9 51.7 53.1 19.4 14.2 25.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,564: 351 872 355 1,932 1,984 2,638 3,211: 926 353
Old : 3,564: 351 872 355 1,932 1,984 2,638 3,211: 926 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,338: -291 111 -78 -829 -1,256 -1,198 -1,223: -140 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 24.5 10.0 54.2 55.7 74.0 90.1: 26.0 9.9
Old : 100.0: 9.8 24.5 10.0 54.2 55.7 74.0 90.1: 26.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 3 4 17 19 23 24:
Old : 33: 4 3 4 17 19 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 45.6 49.1 65.0 29.2 42.4 42.0 56.4
Old : 30.2 45.6 49.1 65.0 29.2 42.4 42.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours-5MW per :
: : :
All : 166,471: 10,832 1,405 2,321 153,082 162,744 166,236 166,471: 235 0
Old : 166,471: 10,832 1,405 2,321 153,082 162,744 166,236 166,471: 235 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -7,734: 414 -100 -385 -7,743 -7,249 -7,714 -7,734: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.8 1.4 92.0 97.8 99.9 100.0: 0.1 0.0
Old : 100.0: 6.5 0.8 1.4 92.0 97.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 20 18 21 20:
Old : 27: 1 1 1 20 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 74.1 77.8 89.3 45.9 58.2 60.5 65.4
Old : 56.3 74.1 77.8 89.3 45.9 58.2 60.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 3,250,331: 187,200 0 0 3,063,131 3,250,331 3,250,331 3,250,331: 0 0
Old : 3,250,331: 187,200 0 0 3,063,131 3,250,331 3,250,331 3,250,331: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -198,336: 0 0 0 -198,336 -198,336 -198,336 -198,336: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 19 16 20 16:
Old : 25: 1 0 0 19 16 20 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 : 62.7 78.0 84.9 89.8 39.0 46.8 51.2 54.1
Old : 62.7 78.0 84.9 89.8 39.0 46.8 51.2 54.1
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 74,022: 319 0 0 73,703 74,022 74,022 74,022: 0 0
Old : 74,022: 319 0 0 73,703 74,022 74,022 74,022: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -2,780: -100 0 0 -2,680 -2,780 -2,780 -2,780: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 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 : 22: 1 0 0 15 16 16 16:
Old : 22: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 59.5 85.0 85.3 54.9 52.7 67.4 64.5
Old : 64.9 59.5 85.0 85.3 54.9 52.7 67.4 64.5
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,562,223: 3,357 0 0 1,558,866 1,562,223 1,562,223 1,562,223: 0 0
Old : 1,562,223: 3,357 0 0 1,558,866 1,562,223 1,562,223 1,562,223: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -87,344: -1,272 0 0 -86,072 -87,344 -87,344 -87,344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 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 : 23: 1 0 0 17 11 18 11:
Old : 23: 1 0 0 17 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 89.2 81.0 97.7 51.1 69.2 66.7 76.6
Old : 59.5 89.2 81.0 97.7 51.1 69.2 66.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 133,816: 0 0 0 133,472 133,816 133,472 133,816: 344 0
Old : 133,816: 0 0 0 133,472 133,816 133,472 133,816: 344 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 0.0 0.0 99.7 100.0 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 7 14 7:
Old : 20: 0 0 0 14 7 14 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 : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
Old : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 20,889: 843 0 62 19,844 20,447 20,749 20,509: 140 380
Old : 20,889: 843 0 62 19,844 20,447 20,749 20,509: 140 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,687: -124 0 0 -4,563 -4,649 -4,687 -4,649: 0 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.3 95.0 97.9 99.3 98.2: 0.7 1.8
Old : 100.0: 4.0 0.0 0.3 95.0 97.9 99.3 98.2: 0.7 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 : 30: 2 0 1 18 23 20 24:
Old : 30: 2 0 1 18 23 20 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 : 69.0 51.9 85.6 76.0 57.4 40.6 63.3 56.6
Old : 69.0 51.9 85.6 76.0 57.4 40.6 63.3 56.6
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 102,114: 2,119 9,429 789 98,239 91,514 101,147 101,732: 967 382
Old : 102,114: 2,119 9,429 789 98,239 91,514 101,147 101,732: 967 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,611: -15 145 -29 1,546 1,450 1,502 1,566: 109 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.2 0.8 96.2 89.6 99.1 99.6: 0.9 0.4
Old : 100.0: 2.1 9.2 0.8 96.2 89.6 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 7 10 7 58 53 70 66:
Old : 84: 7 10 7 58 53 70 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 39.4 64.9 60.7 27.1 30.8 33.9 39.9
Old : 48.2 39.4 64.9 60.7 27.1 30.8 33.9 39.9
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 29,312: 2,454 4,080 300 26,119 24,571 28,873 28,951: 439 361
Old : 29,312: 2,454 4,080 300 26,119 24,571 28,873 28,951: 439 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,243: -49 -1,263 58 -4,175 -2,976 -4,166 -4,181: -77 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.9 1.0 89.1 83.8 98.5 98.8: 1.5 1.2
Old : 100.0: 8.4 13.9 1.0 89.1 83.8 98.5 98.8: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 5 4 33 32 40 40:
Old : 49: 5 5 4 33 32 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 49.0 61.5 67.3 23.7 35.4 36.5 42.4
Old : 39.9 49.0 61.5 67.3 23.7 35.4 36.5 42.4
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,085: 140 409 377 7,191 7,046 7,708 7,832: 377 253
Old : 8,085: 140 409 377 7,191 7,046 7,708 7,832: 377 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,283: 20 -387 -82 -1,180 -802 -1,242 -1,271: -41 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.1 4.7 88.9 87.1 95.3 96.9: 4.7 3.1
Old : 100.0: 1.7 5.1 4.7 88.9 87.1 95.3 96.9: 4.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 4 2 24 19 27 24:
Old : 36: 2 4 2 24 19 27 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 : 48.8 43.3 67.9 65.1 42.8 40.6 56.1 51.9
Old : 48.8 43.3 67.9 65.1 42.8 40.6 56.1 51.9
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,998: 54 666 93 11,072 11,110 11,219 11,869: 779 129
Old : 11,998: 54 666 93 11,072 11,110 11,219 11,869: 779 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,360: 54 -331 35 -1,234 -954 -1,145 -1,250: -215 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.6 0.8 92.3 92.6 93.5 98.9: 6.5 1.1
Old : 100.0: 0.5 5.6 0.8 92.3 92.6 93.5 98.9: 6.5 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 : 32: 1 3 3 24 20 27 24:
Old : 32: 1 3 3 24 20 27 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 : 44.9 49.9 67.7 72.1 26.5 38.2 41.6 51.9
Old : 44.9 49.9 67.7 72.1 26.5 38.2 41.6 51.9
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,335,212: 479,540 261,293 931,062 824,477 1,050,286 2,235,079 2,242,642: 100,133 92,570
Old : 2,335,212: 479,540 261,293 931,062 824,477 1,050,286 2,235,079 2,242,642: 100,133 92,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 86,583: 14,428 25,704 52,801 11,847 10,041 79,077 88,546: 7,506 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.2 39.9 35.3 45.0 95.7 96.0: 4.3 4.0
Old : 100.0: 20.5 11.2 39.9 35.3 45.0 95.7 96.0: 4.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 155 147 224 96 104 367 371:
Old : 428: 155 147 224 96 104 367 371:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 9.9 23.0 18.2 12.7 5.7 16.4 9.9
Old : 13.5 9.9 23.0 18.2 12.7 5.7 16.4 9.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 102,892: 33,160 4,678 31,324 35,741 65,770 100,225 101,772: 2,667 1,120
Old : 102,892: 33,160 4,678 31,324 35,741 65,770 100,225 101,772: 2,667 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 9,485: -516 819 3,078 7,030 5,686 9,593 9,583: -108 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.5 30.4 34.7 63.9 97.4 98.9: 2.6 1.1
Old : 100.0: 32.2 4.5 30.4 34.7 63.9 97.4 98.9: 2.6 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 : 23: 3 2 3 17 13 21 17:
Old : 23: 3 2 3 17 13 21 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 : 62.7 62.6 77.0 87.3 34.8 34.6 42.1 41.4
Old : 62.7 62.6 77.0 87.3 34.8 34.6 42.1 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 116,029: 69,082 11,009 789 33,135 54,058 103,006 65,856: 13,023 50,173
Old : 116,029: 69,082 11,009 789 33,135 54,058 103,006 65,856: 13,023 50,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -9,724: -4,879 -110 -698 -1,888 -4,457 -7,465 -5,265: -2,259 -4,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 9.5 0.7 28.6 46.6 88.8 56.8: 11.2 43.2
Old : 100.0: 59.5 9.5 0.7 28.6 46.6 88.8 56.8: 11.2 43.2
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 : 25: 5 3 3 12 16 20 19:
Old : 25: 5 3 3 12 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 30.6 82.9 44.7 71.9 29.8 79.3 42.9
Old : 73.6 30.6 82.9 44.7 71.9 29.8 79.3 42.9
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,692: 8,689 6,651 7,140 2,157 4,324 17,985 18,115: 707 577
Old : 18,692: 8,689 6,651 7,140 2,157 4,324 17,985 18,115: 707 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,147: 2,012 1,877 1,027 32 260 3,071 3,164: 76 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 35.6 38.2 11.5 23.1 96.2 96.9: 3.8 3.1
Old : 100.0: 46.5 35.6 38.2 11.5 23.1 96.2 96.9: 3.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 3 10 8 9 24 20:
Old : 26: 13 3 10 8 9 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 : 42.0 73.7 68.1 86.0 27.5 47.6 39.6 48.7
Old : 42.0 73.7 68.1 86.0 27.5 47.6 39.6 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 135,609: 21,068 1,803 26,814 76,800 88,060 124,682 116,677: 10,926 18,932
Old : 135,609: 21,068 1,803 26,814 76,800 88,060 124,682 116,677: 10,926 18,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -16,800: -2,933 242 -4,832 -14,367 -19,501 -22,132 -24,091: 5,332 7,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.3 19.8 56.6 64.9 91.9 86.0: 8.1 14.0
Old : 100.0: 15.5 1.3 19.8 56.6 64.9 91.9 86.0: 8.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 2 8 18 18 26 26:
Old : 26: 6 2 8 18 18 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 33.9 52.3 51.5 14.9 14.9 21.6 19.1
Old : 32.1 33.9 52.3 51.5 14.9 14.9 21.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 186,986: 22,953 78,012 77,782 81,438 26,400 182,173 182,195: 4,813 4,791
Old : 186,986: 22,953 78,012 77,782 81,438 26,400 182,173 182,195: 4,813 4,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,003: 1,350 2,108 862 1,119 -138 3,331 2,832: -2,328 -1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 41.7 41.6 43.6 14.1 97.4 97.4: 2.6 2.6
Old : 100.0: 12.3 41.7 41.6 43.6 14.1 97.4 97.4: 2.6 2.6
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 : 48: 12 15 26 16 14 44 42:
Old : 48: 12 15 26 16 14 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 51.3 56.3 71.7 24.5 39.4 35.3 46.6
Old : 37.2 51.3 56.3 71.7 24.5 39.4 35.3 46.6
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,337: 600 60 30 13,662 14,090 14,292 14,180: 45 157
Old : 14,337: 600 60 30 13,662 14,090 14,292 14,180: 45 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 666: 0 60 30 651 576 681 666: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.4 0.2 95.3 98.3 99.7 98.9: 0.3 1.1
Old : 100.0: 4.2 0.4 0.2 95.3 98.3 99.7 98.9: 0.3 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 : 28: 1 1 1 17 15 19 16:
Old : 28: 1 1 1 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 77.6 88.7 92.2 69.8 77.6 85.1 89.2
Old : 69.8 77.6 88.7 92.2 69.8 77.6 85.1 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 25,459: 17,364 10,564 357 5,933 12,782 23,655 23,704: 1,804 1,755
Old : 25,459: 17,364 10,564 357 5,933 12,782 23,655 23,704: 1,804 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 910: 453 1,642 27 231 -915 711 755: 199 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 41.5 1.4 23.3 50.2 92.9 93.1: 7.1 6.9
Old : 100.0: 68.2 41.5 1.4 23.3 50.2 92.9 93.1: 7.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 71 58 14 28 26 104 93:
Old : 176: 71 58 14 28 26 104 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 30.2 43.2 47.7 30.6 30.2 43.0 47.7
Old : 30.6 30.2 43.2 47.7 30.6 30.2 43.0 47.7
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 66,425: 46,364 21,959 1,879 10,616 39,112 58,859 62,950: 7,566 3,475
Old : 66,425: 46,364 21,959 1,879 10,616 39,112 58,859 62,950: 7,566 3,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -626: -423 -1,295 87 -424 521 -761 -687: 134 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 33.1 2.8 16.0 58.9 88.6 94.8: 11.4 5.2
Old : 100.0: 69.8 33.1 2.8 16.0 58.9 88.6 94.8: 11.4 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 : 239: 117 67 20 33 36 163 111:
Old : 239: 117 67 20 33 36 163 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 35.2 28.7 49.7 19.1 34.1 28.7 48.6
Old : 19.1 35.2 28.7 49.7 19.1 34.1 28.7 48.6
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 366,807: 122,245 45,298 74,110 148,216 227,068 344,571 346,477: 22,236 20,331
Old : 366,807: 122,245 45,298 74,110 148,216 227,068 344,571 346,477: 22,236 20,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,151: 1,530 579 -593 -854 -619 83 -632: 1,068 1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 12.3 20.2 40.4 61.9 93.9 94.5: 6.1 5.5
Old : 100.0: 33.3 12.3 20.2 40.4 61.9 93.9 94.5: 6.1 5.5
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 : 217: 69 47 55 79 88 176 164:
Old : 217: 69 47 55 79 88 176 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.3 26.8 29.7 14.5 11.1 21.2 17.8
Old : 17.4 17.3 26.8 29.7 14.5 11.1 21.2 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 12,137: 2,157 777 1,218 6,575 8,442 9,950 10,437: 2,187 1,700
Old : 12,137: 2,157 777 1,218 6,575 8,442 9,950 10,437: 2,187 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -5,130: -1,172 -714 -330 -3,516 -3,945 -5,018 -4,989: -112 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 10.0 54.2 69.6 82.0 86.0: 18.0 14.0
Old : 100.0: 17.8 6.4 10.0 54.2 69.6 82.0 86.0: 18.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 5 10 13 16 19:
Old : 25: 4 3 5 10 13 16 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 : 50.3 41.7 67.0 62.1 41.1 37.7 53.4 54.1
Old : 50.3 41.7 67.0 62.1 41.1 37.7 53.4 54.1
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,214: 1,631 5,510 2,474 10,491 7,923 14,596 15,907: 3,618 2,307
Old : 18,214: 1,631 5,510 2,474 10,491 7,923 14,596 15,907: 3,618 2,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,049: -350 -1,291 207 -5,213 -3,212 -5,356 -4,296: 1,307 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 30.3 13.6 57.6 43.5 80.1 87.3: 19.9 12.7
Old : 100.0: 9.0 30.3 13.6 57.6 43.5 80.1 87.3: 19.9 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 3 6 14 16 21 22:
Old : 24: 4 3 6 14 16 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 : 34.1 47.7 56.5 61.3 27.2 39.4 40.5 48.1
Old : 34.1 47.7 56.5 61.3 27.2 39.4 40.5 48.1
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 22,645: 9,992 17,389 1,768 10,698 3,488 22,458 22,645: 187 0
Old : 22,645: 9,992 17,389 1,768 10,698 3,488 22,458 22,645: 187 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -2,621: -1,413 -1,473 -290 -1,059 -858 -2,762 -2,621: 141 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 76.8 7.8 47.2 15.4 99.2 100.0: 0.8 0.0
Old : 100.0: 44.1 76.8 7.8 47.2 15.4 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 5 1 12 6 17 11:
Old : 23: 4 5 1 12 6 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 84.3 93.2 97.4 77.2 76.5 87.1 88.8
Old : 81.1 84.3 93.2 97.4 77.2 76.5 87.1 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 17,678: 7,579 7,491 5,046 4,599 4,827 17,224 17,364: 454 314
Old : 17,678: 7,579 7,491 5,046 4,599 4,827 17,224 17,364: 454 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -3,462: 424 1,082 -3,186 -459 -969 -3,221 -3,073: -241 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 42.4 28.5 26.0 27.3 97.4 98.2: 2.6 1.8
Old : 100.0: 42.9 42.4 28.5 26.0 27.3 97.4 98.2: 2.6 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 : 43: 17 16 19 10 10 37 35:
Old : 43: 17 16 19 10 10 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 42.0 50.2 57.3 24.7 34.7 39.3 43.8
Old : 33.4 42.0 50.2 57.3 24.7 34.7 39.3 43.8
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 27,677: 2,109 50 0 25,183 27,627 27,292 27,677: 385 0
Old : 27,677: 2,109 50 0 25,183 27,627 27,292 27,677: 385 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,275: -231 0 0 -4,299 -4,275 -4,530 -4,275: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.2 0.0 91.0 99.8 98.6 100.0: 1.4 0.0
Old : 100.0: 7.6 0.2 0.0 91.0 99.8 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 1 0 25 25 27 26:
Old : 38: 2 1 0 25 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 59.1 64.5 83.2 32.0 52.6 48.3 63.5
Old : 38.2 59.1 64.5 83.2 32.0 52.6 48.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,010: 1,910 6,409 661 10,201 6,605 12,772 13,675: 1,238 335
Old : 14,010: 1,910 6,409 661 10,201 6,605 12,772 13,675: 1,238 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,618: -361 -821 -89 -1,323 -885 -1,773 -1,795: 155 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 45.7 4.7 72.8 47.1 91.2 97.6: 8.8 2.4
Old : 100.0: 13.6 45.7 4.7 72.8 47.1 91.2 97.6: 8.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 6 4 16 11 24 18:
Old : 30: 5 6 4 16 11 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 62.0 72.5 82.2 51.8 59.2 69.2 76.6
Old : 52.3 62.0 72.5 82.2 51.8 59.2 69.2 76.6
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,511: 361 1,705 607 8,008 6,726 8,976 9,038: 535 473
Old : 9,511: 361 1,705 607 8,008 6,726 8,976 9,038: 535 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,271: -227 -153 -18 -978 -1,188 -1,223 -1,359: -48 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 17.9 6.4 84.2 70.7 94.4 95.0: 5.6 5.0
Old : 100.0: 3.8 17.9 6.4 84.2 70.7 94.4 95.0: 5.6 5.0
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 : 39: 5 7 7 19 17 28 28:
Old : 39: 5 7 7 19 17 28 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 : 54.0 49.6 74.8 70.3 47.9 46.7 62.9 62.9
Old : 54.0 49.6 74.8 70.3 47.9 46.7 62.9 62.9
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,053: 545 140 80 358 668 983 888: 70 165
Old : 1,053: 545 140 80 358 668 983 888: 70 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -924: -360 -85 -225 -269 -535 -854 -845: -70 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 13.3 7.6 34.0 63.4 93.4 84.3: 6.6 15.7
Old : 100.0: 51.8 13.3 7.6 34.0 63.4 93.4 84.3: 6.6 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 4 3 6 12 13 18:
Old : 26: 6 4 3 6 12 13 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 : 49.4 32.4 78.5 53.3 44.6 27.1 69.0 46.1
Old : 49.4 32.4 78.5 53.3 44.6 27.1 69.0 46.1
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 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,913: 0 5,769 2,313 20,080 13,800 22,393 21,882: 5,520 6,031
Old : 27,913: 0 5,769 2,313 20,080 13,800 22,393 21,882: 5,520 6,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -5,218: -320 1,752 -1,872 -3,974 -6,629 -6,166 -6,749: 948 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.7 8.3 71.9 49.4 80.2 78.4: 19.8 21.6
Old : 100.0: 0.0 20.7 8.3 71.9 49.4 80.2 78.4: 19.8 21.6
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 : 22: 0 3 3 16 15 19 18:
Old : 22: 0 3 3 16 15 19 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 : 37.6 46.9 56.5 63.2 30.7 36.0 42.5 42.9
Old : 37.6 46.9 56.5 63.2 30.7 36.0 42.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016