GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 54,132: 22,593 4,582 1,718 29,073 47,343 53,384 53,643: 748 489
Old : 54,132: 22,593 4,582 1,718 29,073 47,343 53,384 53,643: 748 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,516: -303 445 50 1,759 1,011 1,506 1,506: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 8.5 3.2 53.7 87.5 98.6 99.1: 1.4 0.9
Old : 100.0: 41.7 8.5 3.2 53.7 87.5 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 8 7 35 36 43 46:
Old : 54: 3 8 7 35 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 : 60.4 40.5 73.8 56.0 45.3 27.3 49.6 36.7
Old : 60.4 40.5 73.8 56.0 45.3 27.3 49.6 36.7
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 19, 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 : 5,702: 625 200 0 5,066 5,491 5,691 5,691: 11 11
Old : 5,702: 625 200 0 5,066 5,491 5,691 5,691: 11 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 140: 0 0 0 140 140 140 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 3.5 0.0 88.8 96.3 99.8 99.8: 0.2 0.2
Old : 100.0: 11.0 3.5 0.0 88.8 96.3 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 15 14 16 15:
Old : 20: 1 1 0 15 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 55.7 94.5 77.8 51.1 43.1 60.8 57.2
Old : 68.0 55.7 94.5 77.8 51.1 43.1 60.8 57.2
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,535: 949 548 916 5,809 6,498 7,674 7,962: 861 573
Old : 8,535: 949 548 916 5,809 6,498 7,674 7,962: 861 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 602: 17 46 116 363 436 496 598: 106 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.4 10.7 68.1 76.1 89.9 93.3: 10.1 6.7
Old : 100.0: 11.1 6.4 10.7 68.1 76.1 89.9 93.3: 10.1 6.7
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 : 38: 4 3 6 27 27 34 34:
Old : 38: 4 3 6 27 27 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 31.5 55.9 50.9 19.3 18.3 25.9 27.8
Old : 36.5 31.5 55.9 50.9 19.3 18.3 25.9 27.8
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 19, 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 : 6,930: 1,351 214 334 4,763 6,028 6,448 6,576: 482 354
Old : 6,930: 1,351 214 334 4,763 6,028 6,448 6,576: 482 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 544: 67 -76 35 498 542 600 501: -56 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.1 4.8 68.7 87.0 93.0 94.9: 7.0 5.1
Old : 100.0: 19.5 3.1 4.8 68.7 87.0 93.0 94.9: 7.0 5.1
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 : 49: 7 4 6 30 37 38 46:
Old : 49: 7 4 6 30 37 38 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 : 38.8 30.0 56.8 49.7 24.7 23.5 33.3 33.2
Old : 38.8 30.0 56.8 49.7 24.7 23.5 33.3 33.2
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 19, 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 : 6,744: 728 1,364 765 5,012 3,803 6,505 5,932: 239 812
Old : 6,744: 728 1,364 765 5,012 3,803 6,505 5,932: 239 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 333: -56 -115 222 144 223 310 330: 23 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.2 11.3 74.3 56.4 96.5 88.0: 3.5 12.0
Old : 100.0: 10.8 20.2 11.3 74.3 56.4 96.5 88.0: 3.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 5 7 25 15 34 24:
Old : 41: 5 5 7 25 15 34 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 : 38.9 44.4 60.6 66.0 38.2 44.0 57.7 62.8
Old : 38.9 44.4 60.6 66.0 38.2 44.0 57.7 62.8
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 19, 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 : 1,506: 105 605 70 1,226 746 1,401 1,421: 105 85
Old : 1,506: 105 605 70 1,226 746 1,401 1,421: 105 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 243: -10 228 -15 263 55 238 268: 5 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 40.2 4.6 81.4 49.5 93.0 94.4: 7.0 5.6
Old : 100.0: 7.0 40.2 4.6 81.4 49.5 93.0 94.4: 7.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 8 1 16 13 18 22:
Old : 31: 2 8 1 16 13 18 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 : 46.1 37.2 66.1 57.8 41.6 31.5 59.3 51.3
Old : 46.1 37.2 66.1 57.8 41.6 31.5 59.3 51.3
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 19, 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 : 25,882: 136 11,982 120 25,614 13,514 25,870 25,616: 12 266
Old : 25,882: 136 11,982 120 25,614 13,514 25,870 25,616: 12 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -247: 0 -230 0 -247 -17 -247 -247: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 46.3 0.5 99.0 52.2 100.0 99.0: 0.0 1.0
Old : 100.0: 0.5 46.3 0.5 99.0 52.2 100.0 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 21 12 23 15:
Old : 29: 1 3 1 21 12 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 69.3 75.1 91.8 35.9 66.5 55.2 71.0
Old : 52.1 69.3 75.1 91.8 35.9 66.5 55.2 71.0
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 19, 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 : 4,812: 999 2,017 280 2,950 2,191 4,229 4,488: 583 324
Old : 4,812: 999 2,017 280 2,950 2,191 4,229 4,488: 583 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 229: -27 52 189 105 3 267 244: -38 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 41.9 5.8 61.3 45.5 87.9 93.3: 12.1 6.7
Old : 100.0: 20.8 41.9 5.8 61.3 45.5 87.9 93.3: 12.1 6.7
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 : 43: 7 8 7 20 19 31 30:
Old : 43: 7 8 7 20 19 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 47.1 61.2 68.0 46.8 45.7 58.3 61.0
Old : 47.6 47.1 61.2 68.0 46.8 45.7 58.3 61.0
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 19, 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 : 382,180: 68,363 68,642 68,186 198,420 199,107 334,969 335,934: 47,211 46,246
Old : 382,180: 68,363 68,642 68,186 198,420 199,107 334,969 335,934: 47,211 46,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 18,017: 574 6,441 223 14,281 8,446 15,077 15,109: 2,939 2,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.0 17.8 51.9 52.1 87.6 87.9: 12.4 12.1
Old : 100.0: 17.9 18.0 17.8 51.9 52.1 87.6 87.9: 12.4 12.1
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 : 191: 44 56 61 78 82 157 168:
Old : 191: 44 56 61 78 82 157 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 12.3 21.3 21.6 10.6 8.6 18.0 13.1
Old : 12.1 12.3 21.3 21.6 10.6 8.6 18.0 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 43,821: 0 325 350 30,905 38,215 31,255 38,890: 12,566 4,931
Old : 43,821: 0 325 350 30,905 38,215 31,255 38,890: 12,566 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,818: 0 0 0 3,004 3,495 3,004 3,495: -186 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.8 70.5 87.2 71.3 88.7: 28.7 11.3
Old : 100.0: 0.0 0.7 0.8 70.5 87.2 71.3 88.7: 28.7 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 : 33: 0 1 1 24 29 25 30:
Old : 33: 0 1 1 24 29 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 30.7 52.9 46.0 30.1 21.7 41.9 35.8
Old : 35.3 30.7 52.9 46.0 30.1 21.7 41.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 951,045: 213,729 391,672 303,621 368,466 215,975 885,815 911,268: 65,229 39,777
Old : 951,045: 213,729 391,672 303,621 368,466 215,975 885,815 911,268: 65,229 39,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 13,187: 1,760 -1,580 10,221 419 7,428 12,400 16,069: 787 -2,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 41.2 31.9 38.7 22.7 93.1 95.8: 6.9 4.2
Old : 100.0: 22.5 41.2 31.9 38.7 22.7 93.1 95.8: 6.9 4.2
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 : 309: 102 124 152 69 55 264 247:
Old : 309: 102 124 152 69 55 264 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 20.3 24.6 32.4 10.4 16.3 17.2 23.3
Old : 14.1 20.3 24.6 32.4 10.4 16.3 17.2 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 806,757: 46,164 45,966 278,180 477,926 480,219 802,271 804,366: 4,486 2,391
Old : 806,757: 46,164 45,966 278,180 477,926 480,219 802,271 804,366: 4,486 2,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 51,057: 7,670 8,601 19,887 23,131 22,190 50,688 50,678: 370 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.7 34.5 59.2 59.5 99.4 99.7: 0.6 0.3
Old : 100.0: 5.7 5.7 34.5 59.2 59.5 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 : 134: 44 33 65 51 55 122 126:
Old : 134: 44 33 65 51 55 122 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 34.4 52.9 52.0 6.3 5.6 8.9 8.3
Old : 36.8 34.4 52.9 52.0 6.3 5.6 8.9 8.3
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 19, 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 : 311,137: 75,674 101,895 65,144 163,675 137,743 304,493 304,783: 6,644 6,354
Old : 311,137: 75,674 101,895 65,144 163,675 137,743 304,493 304,783: 6,644 6,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 3,022: 499 -2,213 2,382 768 2,525 3,649 2,694: -627 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 32.7 20.9 52.6 44.3 97.9 98.0: 2.1 2.0
Old : 100.0: 24.3 32.7 20.9 52.6 44.3 97.9 98.0: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 16 13 26 37 33 66 62:
Old : 70: 16 13 26 37 33 66 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 42.1 51.1 53.8 30.4 34.1 40.1 40.3
Old : 35.3 42.1 51.1 53.8 30.4 34.1 40.1 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 112,618: 25,249 24,249 15,834 62,713 67,536 103,796 107,619: 8,822 4,999
Old : 112,618: 25,249 24,249 15,834 62,713 67,536 103,796 107,619: 8,822 4,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,070: -143 801 1,149 2,521 4,729 3,527 6,679: 543 -2,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 21.5 14.1 55.7 60.0 92.2 95.6: 7.8 4.4
Old : 100.0: 22.4 21.5 14.1 55.7 60.0 92.2 95.6: 7.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 15 15 23 22 22 46 51:
Old : 52: 15 15 23 22 22 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 36.3 53.6 49.8 24.0 26.0 32.5 34.1
Old : 35.1 36.3 53.6 49.8 24.0 26.0 32.5 34.1
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 19, 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 : 1,436,306: 550,299 60,693 100,040 745,005 1,246,701 1,395,344 1,407,434: 40,962 28,872
Old : 1,436,306: 550,299 60,693 100,040 745,005 1,246,701 1,395,344 1,407,434: 40,962 28,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 3,368: 5,264 3,817 -1,741 -1,101 4,173 2,422 6,249: 946 -2,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 4.2 7.0 51.9 86.8 97.1 98.0: 2.9 2.0
Old : 100.0: 38.3 4.2 7.0 51.9 86.8 97.1 98.0: 2.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 24 13 30 57 52 92 85:
Old : 102: 24 13 30 57 52 92 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 35.9 62.9 58.6 47.4 35.1 54.3 52.9
Old : 50.8 35.9 62.9 58.6 47.4 35.1 54.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 333,586: 14,075 43,363 47,697 269,748 240,080 331,520 331,140: 2,066 2,446
Old : 333,586: 14,075 43,363 47,697 269,748 240,080 331,520 331,140: 2,066 2,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 341: 925 235 2,897 -3,979 -2,960 -157 172: 498 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 13.0 14.3 80.9 72.0 99.4 99.3: 0.6 0.7
Old : 100.0: 4.2 13.0 14.3 80.9 72.0 99.4 99.3: 0.6 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 : 70: 10 21 24 37 27 64 55:
Old : 70: 10 21 24 37 27 64 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 47.5 60.7 68.7 33.5 36.0 47.6 47.2
Old : 37.2 47.5 60.7 68.7 33.5 36.0 47.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 131,061: 43,954 71,497 20,158 66,019 38,264 130,131 129,919: 930 1,142
Old : 131,061: 43,954 71,497 20,158 66,019 38,264 130,131 129,919: 930 1,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 7,751: 3,198 5,231 2,032 2,556 488 7,786 7,751: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 54.6 15.4 50.4 29.2 99.3 99.1: 0.7 0.9
Old : 100.0: 33.5 54.6 15.4 50.4 29.2 99.3 99.1: 0.7 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 : 58: 14 21 19 21 22 48 49:
Old : 58: 14 21 19 21 22 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 35.4 63.5 56.9 30.4 31.5 50.4 50.3
Old : 38.6 35.4 63.5 56.9 30.4 31.5 50.4 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 31,861: 18,735 7,220 3,268 9,120 21,038 31,123 31,526: 738 335
Old : 31,861: 18,735 7,220 3,268 9,120 21,038 31,123 31,526: 738 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,015: 145 340 427 328 278 900 1,045: 115 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 22.7 10.3 28.6 66.0 97.7 98.9: 2.3 1.1
Old : 100.0: 58.8 22.7 10.3 28.6 66.0 97.7 98.9: 2.3 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 : 37: 13 8 10 13 11 30 25:
Old : 37: 13 8 10 13 11 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 58.8 71.1 79.9 54.1 45.9 64.3 66.1
Old : 56.3 58.8 71.1 79.9 54.1 45.9 64.3 66.1
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 19, 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 : 4,738: 864 641 1,879 1,994 2,217 4,738 4,737: 0 0
Old : 4,738: 864 641 1,879 1,994 2,217 4,738 4,737: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,230: 311 395 898 22 -63 1,230 1,230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.5 39.7 42.1 46.8 100.0 100.0: 0.0 0.0
Old : 100.0: 18.2 13.5 39.7 42.1 46.8 100.0 100.0: 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 : 23: 8 6 9 7 7 20 17:
Old : 23: 8 6 9 7 7 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 68.6 87.5 89.0 29.7 29.1 33.6 33.4
Old : 64.1 68.6 87.5 89.0 29.7 29.1 33.6 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 18,091: 3,770 6,496 9,319 5,001 2,275 18,091 18,091: 0 0
Old : 18,091: 3,770 6,496 9,319 5,001 2,275 18,091 18,091: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 389: 243 213 186 -40 -10 389 389: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 35.9 51.5 27.6 12.6 100.0 100.0: 0.0 0.0
Old : 100.0: 20.8 35.9 51.5 27.6 12.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 5 10 8 6 19 17:
Old : 20: 7 5 10 8 6 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 78.4 83.9 92.4 25.0 35.9 33.9 35.9
Old : 56.1 78.4 83.9 92.4 25.0 35.9 33.9 35.9
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 19, 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 : 46,378: 5,218 1,589 4,936 35,793 39,546 45,947 46,071: 431 307
Old : 46,378: 5,218 1,589 4,936 35,793 39,546 45,947 46,071: 431 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 859: -148 74 -50 1,008 806 810 831: 49 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.4 10.6 77.2 85.3 99.1 99.3: 0.9 0.7
Old : 100.0: 11.3 3.4 10.6 77.2 85.3 99.1 99.3: 0.9 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 : 87: 14 12 14 50 58 72 76:
Old : 87: 14 12 14 50 58 72 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 37.2 51.5 54.3 18.0 18.9 25.6 25.1
Old : 30.7 37.2 51.5 54.3 18.0 18.9 25.6 25.1
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 19, 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 : 4,521: 334 715 552 2,741 2,959 3,627 4,226: 894 295
Old : 4,521: 334 715 552 2,741 2,959 3,627 4,226: 894 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 233: -27 46 21 269 228 263 295: -30 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 15.8 12.2 60.6 65.5 80.2 93.5: 19.8 6.5
Old : 100.0: 7.4 15.8 12.2 60.6 65.5 80.2 93.5: 19.8 6.5
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 : 42: 4 4 5 26 26 32 33:
Old : 42: 4 4 5 26 26 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 36.3 45.4 52.9 28.4 29.5 41.3 43.6
Old : 29.6 36.3 45.4 52.9 28.4 29.5 41.3 43.6
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 19, 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 : 168,279: 12,170 1,405 2,380 153,494 164,494 168,044 168,279: 235 0
Old : 168,279: 12,170 1,405 2,380 153,494 164,494 168,044 168,279: 235 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,185: 1,315 0 36 -166 1,149 1,185 1,185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.8 1.4 91.2 97.8 99.9 100.0: 0.1 0.0
Old : 100.0: 7.2 0.8 1.4 91.2 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 : 28: 1 1 1 21 18 22 20:
Old : 28: 1 1 1 21 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 74.2 78.0 88.5 46.6 58.6 61.3 66.0
Old : 57.3 74.2 78.0 88.5 46.6 58.6 61.3 66.0
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 19, 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 : 3,287,627: 187,200 0 0 3,100,427 3,287,627 3,287,627 3,287,627: 0 0
Old : 3,287,627: 187,200 0 0 3,100,427 3,287,627 3,287,627 3,287,627: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -1,505: 0 0 0 -1,505 -1,505 -1,505 -1,505: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 94.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 0.0 0.0 94.3 100.0 100.0 100.0: 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 20 17 21 17:
Old : 25: 1 0 0 20 17 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 : 62.8 78.5 84.5 90.1 39.5 47.8 52.0 55.4
Old : 62.8 78.5 84.5 90.1 39.5 47.8 52.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 74,369: 319 0 0 74,050 74,369 74,369 74,369: 0 0
Old : 74,369: 319 0 0 74,050 74,369 74,369 74,369: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 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 : 23: 1 0 0 16 16 17 16:
Old : 23: 1 0 0 16 16 17 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 : 66.3 61.1 85.1 85.2 56.9 55.4 70.0 67.4
Old : 66.3 61.1 85.1 85.2 56.9 55.4 70.0 67.4
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 19, 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 : 1,568,123: 3,357 0 0 1,564,766 1,568,123 1,568,123 1,568,123: 0 0
Old : 1,568,123: 3,357 0 0 1,564,766 1,568,123 1,568,123 1,568,123: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -7,590: 0 0 0 -7,590 -7,590 -7,590 -7,590: 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 12 18 12:
Old : 23: 1 0 0 17 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 87.2 81.1 96.3 49.2 66.9 64.7 74.6
Old : 59.6 87.2 81.1 96.3 49.2 66.9 64.7 74.6
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 19, 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 : 65,352: 0 0 0 65,184 65,352 65,184 65,352: 168 0
Old : 65,352: 0 0 0 65,184 65,352 65,184 65,352: 168 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -34,232: 0 0 0 -34,144 -34,232 -34,144 -34,232: -88 0
: : :
: : 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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,571: 998 62 62 21,371 22,177 22,431 22,301: 140 270
Old : 22,571: 998 62 62 21,371 22,177 22,431 22,301: 140 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 25: 105 0 0 -80 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.3 0.3 94.7 98.3 99.4 98.8: 0.6 1.2
Old : 100.0: 4.4 0.3 0.3 94.7 98.3 99.4 98.8: 0.6 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 : 36: 2 1 1 21 27 23 29:
Old : 36: 2 1 1 21 27 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 44.9 86.0 72.9 54.5 37.8 60.9 50.2
Old : 69.6 44.9 86.0 72.9 54.5 37.8 60.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 103,934: 1,370 9,100 1,050 100,664 93,394 103,084 103,544: 850 390
Old : 103,934: 1,370 9,100 1,050 100,664 93,394 103,084 103,544: 850 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,429: 34 364 -68 4,513 4,119 4,479 4,415: -50 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.8 1.0 96.9 89.9 99.2 99.6: 0.8 0.4
Old : 100.0: 1.3 8.8 1.0 96.9 89.9 99.2 99.6: 0.8 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 : 81: 6 11 6 56 48 66 62:
Old : 81: 6 11 6 56 48 66 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 39.6 66.9 60.7 27.5 28.6 34.3 37.8
Old : 49.4 39.6 66.9 60.7 27.5 28.6 34.3 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 29,710: 2,304 4,045 402 26,580 24,872 29,286 29,319: 424 391
Old : 29,710: 2,304 4,045 402 26,580 24,872 29,286 29,319: 424 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 231: -75 -15 5 301 211 231 201: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.6 1.4 89.5 83.7 98.6 98.7: 1.4 1.3
Old : 100.0: 7.8 13.6 1.4 89.5 83.7 98.6 98.7: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 6 5 34 33 42 42:
Old : 51: 5 6 5 34 33 42 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 : 39.4 49.7 62.9 66.8 26.8 37.0 38.8 43.9
Old : 39.4 49.7 62.9 66.8 26.8 37.0 38.8 43.9
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 19, 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 : 9,100: 90 532 388 8,216 7,912 8,694 8,832: 406 268
Old : 9,100: 90 532 388 8,216 7,912 8,694 8,832: 406 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 714: 0 15 130 689 644 819 789: -105 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.8 4.3 90.3 86.9 95.5 97.1: 4.5 2.9
Old : 100.0: 1.0 5.8 4.3 90.3 86.9 95.5 97.1: 4.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 27 26 31 31:
Old : 39: 1 4 3 27 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 37.7 70.1 58.2 47.1 34.7 55.0 48.1
Old : 54.8 37.7 70.1 58.2 47.1 34.7 55.0 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 12,446: 79 681 73 11,430 11,391 11,582 12,145: 864 301
Old : 12,446: 79 681 73 11,430 11,391 11,582 12,145: 864 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 219: 15 15 -15 229 87 229 87: -10 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.5 0.6 91.8 91.5 93.1 97.6: 6.9 2.4
Old : 100.0: 0.6 5.5 0.6 91.8 91.5 93.1 97.6: 6.9 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 : 31: 1 3 3 23 19 26 23:
Old : 31: 1 3 3 23 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 49.0 68.4 71.4 29.0 37.3 44.4 52.3
Old : 46.6 49.0 68.4 71.4 29.0 37.3 44.4 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 2,400,004: 514,276 284,441 948,633 828,408 1,074,748 2,291,317 2,307,821: 108,687 92,183
Old : 2,400,004: 514,276 284,441 948,633 828,408 1,074,748 2,291,317 2,307,821: 108,687 92,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -137,427: 3,246 -31,503 -89,082 -44,225 -15,495 -130,060 -136,080: -7,367 -1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 11.9 39.5 34.5 44.8 95.5 96.2: 4.5 3.8
Old : 100.0: 21.4 11.9 39.5 34.5 44.8 95.5 96.2: 4.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 180 145 220 98 106 385 373:
Old : 448: 180 145 220 98 106 385 373:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 10.3 22.7 18.1 12.2 6.3 15.7 10.2
Old : 13.1 10.3 22.7 18.1 12.2 6.3 15.7 10.2
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 19, 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 : 102,352: 38,580 7,685 29,656 30,803 63,692 99,038 101,033: 3,313 1,319
Old : 102,352: 38,580 7,685 29,656 30,803 63,692 99,038 101,033: 3,313 1,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -17,003: -217 3,614 -6,188 -11,217 -14,792 -17,622 -17,366: 619 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.5 29.0 30.1 62.2 96.8 98.7: 3.2 1.3
Old : 100.0: 37.7 7.5 29.0 30.1 62.2 96.8 98.7: 3.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 3 15 14 19 19:
Old : 22: 4 2 3 15 14 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 58.3 81.8 84.9 37.7 38.8 44.4 45.3
Old : 68.4 58.3 81.8 84.9 37.7 38.8 44.4 45.3
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 19, 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 : 117,475: 68,724 11,606 899 34,235 53,642 103,858 66,147: 13,617 51,328
Old : 117,475: 68,724 11,606 899 34,235 53,642 103,858 66,147: 13,617 51,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 153: -127 187 -167 383 51 89 71: 64 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 9.9 0.8 29.1 45.7 88.4 56.3: 11.6 43.7
Old : 100.0: 58.5 9.9 0.8 29.1 45.7 88.4 56.3: 11.6 43.7
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 : 27: 5 4 4 13 16 21 21:
Old : 27: 5 4 4 13 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 30.2 82.0 44.2 71.3 29.4 78.5 42.1
Old : 72.9 30.2 82.0 44.2 71.3 29.4 78.5 42.1
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 19, 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 : 37,740: 20,467 21,168 11,192 5,503 4,629 37,162 36,989: 578 752
Old : 37,740: 20,467 21,168 11,192 5,503 4,629 37,162 36,989: 578 752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,705: 5,625 9,180 -5,050 2,540 -1,500 3,115 2,630: -409 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 56.1 29.7 14.6 12.3 98.5 98.0: 1.5 2.0
Old : 100.0: 54.2 56.1 29.7 14.6 12.3 98.5 98.0: 1.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 2 10 9 10 25 21:
Old : 27: 14 2 10 9 10 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 : 46.5 75.9 71.8 88.1 32.9 60.8 51.9 62.0
Old : 46.5 75.9 71.8 88.1 32.9 60.8 51.9 62.0
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 19, 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 : 142,433: 20,617 2,009 29,690 80,004 90,268 130,310 121,966: 12,123 20,467
Old : 142,433: 20,617 2,009 29,690 80,004 90,268 130,310 121,966: 12,123 20,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,445: -201 68 790 574 256 1,162 1,114: 283 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.4 20.8 56.2 63.4 91.5 85.6: 8.5 14.4
Old : 100.0: 14.5 1.4 20.8 56.2 63.4 91.5 85.6: 8.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 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 : 31.3 33.8 51.5 50.9 14.5 14.4 20.5 18.4
Old : 31.3 33.8 51.5 50.9 14.5 14.4 20.5 18.4
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 19, 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 : 178,136: 20,261 77,125 70,594 81,529 25,162 172,384 172,881: 5,752 5,255
Old : 178,136: 20,261 77,125 70,594 81,529 25,162 172,384 172,881: 5,752 5,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -10,233: -2,587 -1,431 -5,758 -1,551 -2,819 -9,896 -10,008: -337 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 43.3 39.6 45.8 14.1 96.8 97.1: 3.2 2.9
Old : 100.0: 11.4 43.3 39.6 45.8 14.1 96.8 97.1: 3.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 12 26 15 16 42 43:
Old : 45: 13 12 26 15 16 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 53.3 57.6 75.1 26.7 41.2 37.5 49.4
Old : 40.0 53.3 57.6 75.1 26.7 41.2 37.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 113,597: 12,399 4,728 75,747 25,263 32,457 113,409 112,931: 188 666
Old : 113,597: 12,399 4,728 75,747 25,263 32,457 113,409 112,931: 188 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -21,097: -7,367 -7,340 -9,539 -3,800 -3,777 -20,706 -20,656: -391 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.2 66.7 22.2 28.6 99.8 99.4: 0.2 0.6
Old : 100.0: 10.9 4.2 66.7 22.2 28.6 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 7 7 9 6 17 15:
Old : 21: 3 7 7 9 6 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.3 77.9 95.4 92.9 13.2 10.5 14.6 13.4
Old : 88.3 77.9 95.4 92.9 13.2 10.5 14.6 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,732: 660 0 90 16,847 17,485 17,597 17,575: 135 157
Old : 17,732: 660 0 90 16,847 17,485 17,597 17,575: 135 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,062: 60 -60 60 942 1,062 1,062 1,062: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.5 95.0 98.6 99.2 99.1: 0.8 0.9
Old : 100.0: 3.7 0.0 0.5 95.0 98.6 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 22 18 24 19:
Old : 30: 2 0 1 22 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 74.7 82.9 90.3 55.6 68.6 71.6 79.7
Old : 61.7 74.7 82.9 90.3 55.6 68.6 71.6 79.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 26,784: 17,613 12,413 1,002 6,669 11,365 25,284 24,780: 1,500 2,004
Old : 26,784: 17,613 12,413 1,002 6,669 11,365 25,284 24,780: 1,500 2,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -1,046: 168 -1,109 66 -1,097 278 -863 -765: -183 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 46.3 3.7 24.9 42.4 94.4 92.5: 5.6 7.5
Old : 100.0: 65.8 46.3 3.7 24.9 42.4 94.4 92.5: 5.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 72 66 20 32 29 113 107:
Old : 187: 72 66 20 32 29 113 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 26.7 42.2 41.8 30.1 26.6 41.9 41.1
Old : 30.4 26.7 42.2 41.8 30.1 26.6 41.9 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 70,776: 48,331 27,767 3,393 11,634 34,989 63,358 66,149: 7,418 4,627
Old : 70,776: 48,331 27,767 3,393 11,634 34,989 63,358 66,149: 7,418 4,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 971: 1,027 3,337 500 -249 -2,910 1,278 927: -307 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 39.2 4.8 16.4 49.4 89.5 93.5: 10.5 6.5
Old : 100.0: 68.3 39.2 4.8 16.4 49.4 89.5 93.5: 10.5 6.5
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 : 254: 122 76 23 35 34 170 122:
Old : 254: 122 76 23 35 34 170 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 29.0 28.6 43.0 19.6 28.8 28.0 42.8
Old : 19.6 29.0 28.6 43.0 19.6 28.8 28.0 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 395,354: 124,323 48,760 77,222 169,661 246,718 371,206 372,700: 24,148 22,653
Old : 395,354: 124,323 48,760 77,222 169,661 246,718 371,206 372,700: 24,148 22,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 15,967: 5,890 894 712 8,805 13,819 15,407 15,425: 560 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.3 19.5 42.9 62.4 93.9 94.3: 6.1 5.7
Old : 100.0: 31.4 12.3 19.5 42.9 62.4 93.9 94.3: 6.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 84 44 64 92 97 198 186:
Old : 237: 84 44 64 92 97 198 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 15.5 24.6 26.1 13.7 10.2 19.7 16.8
Old : 15.3 15.5 24.6 26.1 13.7 10.2 19.7 16.8
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 13,253: 2,161 839 1,389 7,248 9,262 10,798 11,490: 2,455 1,763
Old : 13,253: 2,161 839 1,389 7,248 9,262 10,798 11,490: 2,455 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 303: -160 0 160 233 70 233 230: 70 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.3 10.5 54.7 69.9 81.5 86.7: 18.5 13.3
Old : 100.0: 16.3 6.3 10.5 54.7 69.9 81.5 86.7: 18.5 13.3
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 : 27: 4 4 5 12 13 19 19:
Old : 27: 4 4 5 12 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 40.4 62.0 63.0 38.0 37.9 49.6 55.9
Old : 46.5 40.4 62.0 63.0 38.0 37.9 49.6 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 9,782: 0 1,578 0 9,284 7,495 9,284 9,073: 498 709
Old : 9,782: 0 1,578 0 9,284 7,495 9,284 9,073: 498 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 810: 0 600 0 880 260 880 860: -70 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.1 0.0 94.9 76.6 94.9 92.8: 5.1 7.2
Old : 100.0: 0.0 16.1 0.0 94.9 76.6 94.9 92.8: 5.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 12 15 12 17:
Old : 22: 0 2 0 12 15 12 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 : 60.7 46.7 86.7 68.5 55.1 45.4 70.0 60.5
Old : 60.7 46.7 86.7 68.5 55.1 45.4 70.0 60.5
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,888: 593 6,419 3,145 12,514 7,885 16,252 17,449: 3,636 2,439
Old : 19,888: 593 6,419 3,145 12,514 7,885 16,252 17,449: 3,636 2,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 798: -46 577 121 665 -75 740 623: 58 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 32.3 15.8 62.9 39.6 81.7 87.7: 18.3 12.3
Old : 100.0: 3.0 32.3 15.8 62.9 39.6 81.7 87.7: 18.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 5 7 16 18 23 25:
Old : 26: 2 5 7 16 18 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 46.9 53.8 60.8 27.4 39.2 39.6 45.3
Old : 34.9 46.9 53.8 60.8 27.4 39.2 39.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,791: 1,502 302 323 4,167 4,875 5,992 5,500: 1,799 2,291
Old : 7,791: 1,502 302 323 4,167 4,875 5,992 5,500: 1,799 2,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 688: 253 -80 63 358 413 674 396: 14 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.9 4.1 53.5 62.6 76.9 70.6: 23.1 29.4
Old : 100.0: 19.3 3.9 4.1 53.5 62.6 76.9 70.6: 23.1 29.4
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 : 20: 3 2 4 12 13 17 17:
Old : 20: 3 2 4 12 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 37.8 60.8 55.6 37.0 36.9 50.8 47.1
Old : 40.4 37.8 60.8 55.6 37.0 36.9 50.8 47.1
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 19, 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 : 24,034: 11,112 18,606 1,768 11,027 3,660 23,907 24,034: 127 0
Old : 24,034: 11,112 18,606 1,768 11,027 3,660 23,907 24,034: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 409: 150 397 0 259 12 409 409: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 77.4 7.4 45.9 15.2 99.5 100.0: 0.5 0.0
Old : 100.0: 46.2 77.4 7.4 45.9 15.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 1 12 6 18 11:
Old : 24: 5 5 1 12 6 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 : 81.0 84.5 91.3 97.5 76.5 77.2 85.5 89.5
Old : 81.0 84.5 91.3 97.5 76.5 77.2 85.5 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 DRY METRIC TONS) :
: : :
All : 20,579: 8,577 8,372 6,427 5,208 5,369 20,212 20,168: 367 411
Old : 20,579: 8,577 8,372 6,427 5,208 5,369 20,212 20,168: 367 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 492: 534 260 242 -134 91 642 593: -150 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 40.7 31.2 25.3 26.1 98.2 98.0: 1.8 2.0
Old : 100.0: 41.7 40.7 31.2 25.3 26.1 98.2 98.0: 1.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 16 24 10 10 40 39:
Old : 45: 19 16 24 10 10 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 40.4 50.0 57.5 23.1 35.3 37.8 42.9
Old : 31.3 40.4 50.0 57.5 23.1 35.3 37.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 31,738: 2,184 175 0 29,054 31,563 31,238 31,738: 500 0
Old : 31,738: 2,184 175 0 29,054 31,563 31,238 31,738: 500 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 698: 60 -50 0 568 748 628 698: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.6 0.0 91.5 99.4 98.4 100.0: 1.6 0.0
Old : 100.0: 6.9 0.6 0.0 91.5 99.4 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 2 0 28 23 30 25:
Old : 40: 2 2 0 28 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 61.6 63.0 83.4 31.2 52.8 52.8 68.8
Old : 38.3 61.6 63.0 83.4 31.2 52.8 52.8 68.8
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 19, 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 : 14,874: 2,058 7,014 701 11,075 7,097 13,834 14,812: 1,040 62
Old : 14,874: 2,058 7,014 701 11,075 7,097 13,834 14,812: 1,040 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 528: 122 381 53 340 94 515 528: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 47.2 4.7 74.5 47.7 93.0 99.6: 7.0 0.4
Old : 100.0: 13.8 47.2 4.7 74.5 47.7 93.0 99.6: 7.0 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 : 35: 5 7 5 21 13 30 21:
Old : 35: 5 7 5 21 13 30 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 : 49.3 61.1 70.7 80.2 48.7 58.0 67.8 74.4
Old : 49.3 61.1 70.7 80.2 48.7 58.0 67.8 74.4
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 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,238: 418 1,861 765 8,526 7,121 9,709 9,747: 529 491
Old : 10,238: 418 1,861 765 8,526 7,121 9,709 9,747: 529 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 207: 23 -63 117 82 207 222 261: -15 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 18.2 7.5 83.3 69.6 94.8 95.2: 5.2 4.8
Old : 100.0: 4.1 18.2 7.5 83.3 69.6 94.8 95.2: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 9 8 21 19 32 32:
Old : 44: 6 9 8 21 19 32 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 : 52.9 46.5 72.6 67.9 45.2 43.6 59.4 60.0
Old : 52.9 46.5 72.6 67.9 45.2 43.6 59.4 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,384: 768 170 157 379 872 1,304 1,199: 80 185
Old : 1,384: 768 170 157 379 872 1,304 1,199: 80 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 199: 101 30 87 21 62 209 179: -10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 12.3 11.3 27.4 63.0 94.2 86.6: 5.8 13.4
Old : 100.0: 55.5 12.3 11.3 27.4 63.0 94.2 86.6: 5.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 5 4 7 13 15 21:
Old : 28: 7 5 4 7 13 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 33.0 79.3 52.2 51.3 29.1 68.4 45.4
Old : 53.5 33.0 79.3 52.2 51.3 29.1 68.4 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 30,575: 1,107 5,466 3,054 20,551 17,017 24,712 25,537: 5,863 5,038
Old : 30,575: 1,107 5,466 3,054 20,551 17,017 24,712 25,537: 5,863 5,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,513: 146 -181 465 796 884 1,407 1,168: 106 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 17.9 10.0 67.2 55.7 80.8 83.5: 19.2 16.5
Old : 100.0: 3.6 17.9 10.0 67.2 55.7 80.8 83.5: 19.2 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 17 16 20 20:
Old : 23: 1 3 3 17 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 44.9 55.6 62.8 26.8 31.7 36.7 42.3
Old : 36.5 44.9 55.6 62.8 26.8 31.7 36.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016