GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 56,254: 25,569 7,453 450 29,603 48,063 55,622 55,966: 632 288
Old : 56,254: 25,569 7,453 450 29,603 48,063 55,622 55,966: 632 288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,298: 763 516 -50 1,415 1,776 2,128 2,242: 170 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 13.2 0.8 52.6 85.4 98.9 99.5: 1.1 0.5
Old : 100.0: 45.5 13.2 0.8 52.6 85.4 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 6 2 37 38 41 45:
Old : 53: 3 6 2 37 38 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 42.1 77.8 60.3 51.9 33.4 56.7 43.2
Old : 64.9 42.1 77.8 60.3 51.9 33.4 56.7 43.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,609: 525 0 0 7,084 7,609 7,609 7,609: 0 0
Old : 7,609: 525 0 0 7,084 7,609 7,609 7,609: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 93.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 0.0 0.0 93.1 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 15 16 15:
Old : 20: 1 0 0 15 15 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 : 70.0 61.3 93.4 82.3 44.5 34.0 51.6 47.6
Old : 70.0 61.3 93.4 82.3 44.5 34.0 51.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 8,805: 541 335 896 6,439 7,034 7,876 8,265: 929 540
Old : 8,805: 541 335 896 6,439 7,034 7,876 8,265: 929 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -32: 32 24 95 -146 -120 -19 -1: -13 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.8 10.2 73.1 79.9 89.4 93.9: 10.6 6.1
Old : 100.0: 6.1 3.8 10.2 73.1 79.9 89.4 93.9: 10.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 3 4 26 29 30 35:
Old : 36: 2 3 4 26 29 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 30.1 58.5 49.6 19.4 16.4 26.3 24.0
Old : 35.6 30.1 58.5 49.6 19.4 16.4 26.3 24.0
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, February 23, 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 : 6,852: 1,609 228 224 4,417 5,771 6,250 6,223: 602 629
Old : 6,852: 1,609 228 224 4,417 5,771 6,250 6,223: 602 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 419: 148 15 -2 263 411 409 424: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.3 3.3 64.5 84.2 91.2 90.8: 8.8 9.2
Old : 100.0: 23.5 3.3 3.3 64.5 84.2 91.2 90.8: 8.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 3 5 25 30 31 38:
Old : 40: 6 3 5 25 30 31 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 38.9 60.1 56.6 29.4 25.9 38.9 35.3
Old : 44.6 38.9 60.1 56.6 29.4 25.9 38.9 35.3
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, February 23, 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 : 7,622: 1,186 1,102 818 5,386 5,201 7,390 7,121: 232 501
Old : 7,622: 1,186 1,102 818 5,386 5,201 7,390 7,121: 232 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 388: 115 160 64 244 164 423 388: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.5 10.7 70.7 68.2 97.0 93.4: 3.0 6.6
Old : 100.0: 15.6 14.5 10.7 70.7 68.2 97.0 93.4: 3.0 6.6
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 : 51: 10 5 6 30 22 42 31:
Old : 51: 10 5 6 30 22 42 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 : 39.3 51.3 58.9 69.0 37.1 50.8 55.1 64.7
Old : 39.3 51.3 58.9 69.0 37.1 50.8 55.1 64.7
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, February 23, 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 : 1,274: 80 552 135 964 467 1,179 1,154: 95 120
Old : 1,274: 80 552 135 964 467 1,179 1,154: 95 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 128: -10 63 20 128 65 138 148: -10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 43.3 10.6 75.7 36.7 92.5 90.6: 7.5 9.4
Old : 100.0: 6.3 43.3 10.6 75.7 36.7 92.5 90.6: 7.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 9 4 14 9 19 19:
Old : 29: 1 9 4 14 9 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 : 42.2 41.7 61.8 62.5 42.2 39.3 61.8 59.7
Old : 42.2 41.7 61.8 62.5 42.2 39.3 61.8 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 28,748: 107 12,027 310 28,320 16,172 28,737 28,509: 11 239
Old : 28,748: 107 12,027 310 28,320 16,172 28,737 28,509: 11 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,343: -85 465 0 1,436 878 1,351 1,343: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 41.8 1.1 98.5 56.3 100.0 99.2: 0.0 0.8
Old : 100.0: 0.4 41.8 1.1 98.5 56.3 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 2 25 15 27 18:
Old : 32: 1 2 2 25 15 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 65.3 72.2 88.0 40.2 62.8 58.4 71.8
Old : 52.0 65.3 72.2 88.0 40.2 62.8 58.4 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 4,597: 762 1,622 541 2,734 2,238 4,037 4,401: 560 196
Old : 4,597: 762 1,622 541 2,734 2,238 4,037 4,401: 560 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 428: 100 46 125 245 318 470 489: -42 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 35.3 11.8 59.5 48.7 87.8 95.7: 12.2 4.3
Old : 100.0: 16.6 35.3 11.8 59.5 48.7 87.8 95.7: 12.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 6 8 25 20 35 30:
Old : 43: 6 6 8 25 20 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 41.7 59.3 63.2 40.9 38.8 52.7 57.4
Old : 44.0 41.7 59.3 63.2 40.9 38.8 52.7 57.4
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, February 23, 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 : 399,743: 68,673 66,872 69,635 220,129 222,043 358,437 358,550: 41,305 41,193
Old : 399,743: 68,673 66,872 69,635 220,129 222,043 358,437 358,550: 41,305 41,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 7,294: -286 5,221 1,291 7,817 1,796 8,822 8,308: -1,528 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.7 17.4 55.1 55.5 89.7 89.7: 10.3 10.3
Old : 100.0: 17.2 16.7 17.4 55.1 55.5 89.7 89.7: 10.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 46 59 72 79 89 169 182:
Old : 204: 46 59 72 79 89 169 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 14.2 22.0 24.9 10.3 8.4 17.3 14.1
Old : 12.8 14.2 22.0 24.9 10.3 8.4 17.3 14.1
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 52,538: 0 1,350 425 39,437 44,824 39,862 46,599: 12,676 5,939
Old : 52,538: 0 1,350 425 39,437 44,824 39,862 46,599: 12,676 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,961: 0 0 0 4,747 3,040 4,747 3,040: -786 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.8 75.1 85.3 75.9 88.7: 24.1 11.3
Old : 100.0: 0.0 2.6 0.8 75.1 85.3 75.9 88.7: 24.1 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 : 35: 0 2 1 25 28 26 30:
Old : 35: 0 2 1 25 28 26 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 : 34.8 29.1 52.2 47.1 30.9 25.5 41.9 39.4
Old : 34.8 29.1 52.2 47.1 30.9 25.5 41.9 39.4
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,076,160: 249,973 438,470 354,670 400,576 236,967 1,005,220 1,030,107: 70,940 46,053
Old : 1,076,160: 249,973 438,470 354,670 400,576 236,967 1,005,220 1,030,107: 70,940 46,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 30,060: 2,998 14,714 17,945 9,886 -4,495 30,828 28,163: -769 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 40.7 33.0 37.2 22.0 93.4 95.7: 6.6 4.3
Old : 100.0: 23.2 40.7 33.0 37.2 22.0 93.4 95.7: 6.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 122 140 152 66 55 275 268:
Old : 340: 122 140 152 66 55 275 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 17.0 24.2 28.1 9.0 12.1 15.1 19.3
Old : 14.3 17.0 24.2 28.1 9.0 12.1 15.1 19.3
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, February 23, 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 : 962,494: 70,065 46,511 350,818 537,196 562,736 958,078 960,065: 4,416 2,429
Old : 962,494: 70,065 46,511 350,818 537,196 562,736 958,078 960,065: 4,416 2,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 104,571: 10,692 5,630 52,278 41,726 46,475 104,696 104,383: -125 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.8 36.4 55.8 58.5 99.5 99.7: 0.5 0.3
Old : 100.0: 7.3 4.8 36.4 55.8 58.5 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 47 29 64 54 56 127 124:
Old : 136: 47 29 64 54 56 127 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 34.5 49.3 49.7 4.7 5.2 7.6 8.8
Old : 34.2 34.5 49.3 49.7 4.7 5.2 7.6 8.8
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, February 23, 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 : 312,065: 70,593 90,143 62,099 170,219 153,111 302,911 305,353: 9,154 6,712
Old : 312,065: 70,593 90,143 62,099 170,219 153,111 302,911 305,353: 9,154 6,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 6,163: -616 -6,048 347 5,154 11,824 4,884 6,124: 1,279 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 28.9 19.9 54.5 49.1 97.1 97.8: 2.9 2.2
Old : 100.0: 22.6 28.9 19.9 54.5 49.1 97.1 97.8: 2.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 12 27 37 37 68 66:
Old : 74: 18 12 27 37 37 68 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 40.3 48.8 51.0 26.8 32.5 35.9 38.0
Old : 33.3 40.3 48.8 51.0 26.8 32.5 35.9 38.0
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, February 23, 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 : 126,792: 20,544 27,213 28,706 72,290 66,992 121,540 122,911: 5,252 3,881
Old : 126,792: 20,544 27,213 28,706 72,290 66,992 121,540 122,911: 5,252 3,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 16,102: 7,437 3,629 7,142 3,107 5,890 17,686 16,661: -1,584 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 21.5 22.6 57.0 52.8 95.9 96.9: 4.1 3.1
Old : 100.0: 16.2 21.5 22.6 57.0 52.8 95.9 96.9: 4.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 23 26 25 24 55 60:
Old : 66: 17 23 26 25 24 55 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 32.1 47.7 49.1 14.3 19.4 23.7 26.8
Old : 32.4 32.1 47.7 49.1 14.3 19.4 23.7 26.8
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, February 23, 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 : 1,487,446: 561,767 54,317 118,808 770,732 1,285,466 1,451,307 1,458,591: 36,139 28,855
Old : 1,487,446: 561,767 54,317 118,808 770,732 1,285,466 1,451,307 1,458,591: 36,139 28,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 10,429: 17,002 2,825 -1,415 -5,362 8,276 10,225 9,686: 204 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 3.7 8.0 51.8 86.4 97.6 98.1: 2.4 1.9
Old : 100.0: 37.8 3.7 8.0 51.8 86.4 97.6 98.1: 2.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 24 12 29 55 50 88 83:
Old : 99: 24 12 29 55 50 88 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 36.9 60.4 60.0 45.1 35.7 52.5 53.8
Old : 47.4 36.9 60.4 60.0 45.1 35.7 52.5 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 351,257: 29,908 76,488 38,775 281,082 234,212 349,765 349,475: 1,492 1,782
Old : 351,257: 29,908 76,488 38,775 281,082 234,212 349,765 349,475: 1,492 1,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 20,183: 5,668 8,505 2,197 12,335 9,929 20,200 20,631: -17 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 21.8 11.0 80.0 66.7 99.6 99.5: 0.4 0.5
Old : 100.0: 8.5 21.8 11.0 80.0 66.7 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 15 24 27 40 29 74 61:
Old : 80: 15 24 27 40 29 74 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 42.9 54.2 63.3 31.4 32.9 46.1 46.0
Old : 34.8 42.9 54.2 63.3 31.4 32.9 46.1 46.0
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, February 23, 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 : 129,022: 47,988 58,601 23,817 55,733 45,440 127,538 127,858: 1,484 1,164
Old : 129,022: 47,988 58,601 23,817 55,733 45,440 127,538 127,858: 1,484 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,249: 818 -2,108 259 -4,382 -1,119 -3,305 -2,968: 56 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 45.4 18.5 43.2 35.2 98.8 99.1: 1.2 0.9
Old : 100.0: 37.2 45.4 18.5 43.2 35.2 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 17 18 20 21 21 50 47:
Old : 58: 17 18 20 21 21 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 37.6 60.1 59.6 31.9 34.7 44.4 47.2
Old : 35.8 37.6 60.1 59.6 31.9 34.7 44.4 47.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 30,237: 18,790 5,292 4,227 6,541 20,358 29,558 29,877: 679 360
Old : 30,237: 18,790 5,292 4,227 6,541 20,358 29,558 29,877: 679 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,026: -350 481 -33 -663 -1,449 -1,046 -1,001: 20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 17.5 14.0 21.6 67.3 97.8 98.8: 2.2 1.2
Old : 100.0: 62.1 17.5 14.0 21.6 67.3 97.8 98.8: 2.2 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 : 41: 13 9 16 12 15 32 34:
Old : 41: 13 9 16 12 15 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 50.4 69.3 70.9 53.6 46.5 64.8 65.5
Old : 55.4 50.4 69.3 70.9 53.6 46.5 64.8 65.5
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, February 23, 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 : 5,949: 312 1,403 2,219 3,416 2,326 5,948 5,948: 1 0
Old : 5,949: 312 1,403 2,219 3,416 2,326 5,948 5,948: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -28: -288 14 -135 395 92 -28 -28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 23.6 37.3 57.4 39.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 23.6 37.3 57.4 39.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 7 11 10 7 24 20:
Old : 26: 9 7 11 10 7 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 62.1 82.8 84.9 21.1 22.4 24.9 26.3
Old : 54.5 62.1 82.8 84.9 21.1 22.4 24.9 26.3
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, February 23, 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 : 22,575: 5,639 8,358 11,107 5,829 3,078 22,575 22,543: 0 32
Old : 22,575: 5,639 8,358 11,107 5,829 3,078 22,575 22,543: 0 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,703: -537 -1,588 -1,877 -1,290 -271 -3,703 -3,735: 0 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 37.0 49.2 25.8 13.6 100.0 99.9: 0.0 0.1
Old : 100.0: 25.0 37.0 49.2 25.8 13.6 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 6 10 8 7 19 18:
Old : 21: 6 6 10 8 7 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 79.4 90.4 92.9 31.5 36.8 37.1 37.8
Old : 64.5 79.4 90.4 92.9 31.5 36.8 37.1 37.8
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, February 23, 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 : 44,027: 5,668 1,831 4,624 33,442 37,236 43,734 43,691: 293 336
Old : 44,027: 5,668 1,831 4,624 33,442 37,236 43,734 43,691: 293 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,658: 448 300 490 758 799 1,697 1,590: -38 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.2 10.5 76.0 84.6 99.3 99.2: 0.7 0.8
Old : 100.0: 12.9 4.2 10.5 76.0 84.6 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 12 11 44 58 65 74:
Old : 86: 14 12 11 44 58 65 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 36.7 52.7 54.9 21.8 22.4 28.6 27.2
Old : 34.2 36.7 52.7 54.9 21.8 22.4 28.6 27.2
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, February 23, 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 : 4,655: 512 606 637 2,727 3,091 3,876 4,334: 779 321
Old : 4,655: 512 606 637 2,727 3,091 3,876 4,334: 779 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 348: 30 125 104 236 183 370 412: -22 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.0 13.7 58.6 66.4 83.3 93.1: 16.7 6.9
Old : 100.0: 11.0 13.0 13.7 58.6 66.4 83.3 93.1: 16.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 9 8 27 28 37 39:
Old : 48: 4 9 8 27 28 37 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 : 31.5 33.9 49.5 50.1 24.1 23.0 37.9 36.9
Old : 31.5 33.9 49.5 50.1 24.1 23.0 37.9 36.9
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, February 23, 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 : 261,900: 12,632 1,500 2,204 246,850 258,197 261,686 261,900: 214 0
Old : 261,900: 12,632 1,500 2,204 246,850 258,197 261,686 261,900: 214 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 10,341: 46 39 46 10,249 10,256 10,341 10,341: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.6 0.8 94.3 98.6 99.9 100.0: 0.1 0.0
Old : 100.0: 4.8 0.6 0.8 94.3 98.6 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 : 31: 1 2 2 24 18 26 21:
Old : 31: 1 2 2 24 18 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 76.5 76.9 90.8 39.0 51.9 49.0 55.5
Old : 50.9 76.5 76.9 90.8 39.0 51.9 49.0 55.5
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, February 23, 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 : 3,634,911: 163,200 0 16,000 3,455,711 3,618,911 3,634,911 3,634,911: 0 0
Old : 3,634,911: 163,200 0 16,000 3,455,711 3,618,911 3,634,911 3,634,911: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -560: -24,000 0 16,000 7,440 -16,560 -560 -560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.4 95.1 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 0.0 0.4 95.1 99.6 100.0 100.0: 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 : 25: 1 0 1 19 18 20 19:
Old : 25: 1 0 1 19 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 81.1 84.1 90.9 46.3 55.8 60.0 62.3
Old : 62.8 81.1 84.1 90.9 46.3 55.8 60.0 62.3
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, February 23, 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 : 76,784: 0 0 0 76,570 76,784 76,570 76,784: 214 0
Old : 76,784: 0 0 0 76,570 76,784 76,570 76,784: 214 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,598: 0 0 0 3,598 3,598 3,598 3,598: 0 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 : 22: 0 0 0 15 17 15 17:
Old : 22: 0 0 0 15 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 59.6 84.2 84.1 53.1 45.0 61.5 56.9
Old : 65.3 59.6 84.2 84.1 53.1 45.0 61.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,519,188: 2,277 0 0 1,516,911 1,519,188 1,519,188 1,519,188: 0 0
Old : 1,519,188: 2,277 0 0 1,516,911 1,519,188 1,519,188 1,519,188: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 16 10 17 10:
Old : 21: 1 0 0 16 10 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 88.5 81.8 97.6 53.0 71.1 68.6 78.1
Old : 60.7 88.5 81.8 97.6 53.0 71.1 68.6 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 36,344: 0 0 0 36,256 36,344 36,256 36,344: 88 0
Old : 36,344: 0 0 0 36,256 36,344 36,256 36,344: 88 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -36,344: 0 0 0 -36,256 -36,344 -36,256 -36,344: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 9 13 9:
Old : 21: 0 0 0 13 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8
Old : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 20,865: 752 62 62 19,941 20,493 20,755 20,617: 110 248
Old : 20,865: 752 62 62 19,941 20,493 20,755 20,617: 110 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 318: 55 0 0 263 310 318 310: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.3 0.3 95.6 98.2 99.5 98.8: 0.5 1.2
Old : 100.0: 3.6 0.3 0.3 95.6 98.2 99.5 98.8: 0.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 20 25 22 27:
Old : 33: 2 1 1 20 25 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 44.6 82.8 74.6 48.7 33.6 57.8 48.9
Old : 62.4 44.6 82.8 74.6 48.7 33.6 57.8 48.9
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, February 23, 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 : 113,077: 1,401 8,139 797 109,944 103,702 112,142 112,638: 935 439
Old : 113,077: 1,401 8,139 797 109,944 103,702 112,142 112,638: 935 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,372: -159 116 -115 3,617 3,286 3,343 3,287: 29 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 7.2 0.7 97.2 91.7 99.2 99.6: 0.8 0.4
Old : 100.0: 1.2 7.2 0.7 97.2 91.7 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 : 79: 5 11 4 53 53 60 66:
Old : 79: 5 11 4 53 53 60 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 42.8 69.3 61.7 24.4 26.1 32.2 33.1
Old : 50.4 42.8 69.3 61.7 24.4 26.1 32.2 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 39,834: 243 480 57 38,739 39,242 39,039 39,779: 795 55
Old : 39,834: 243 480 57 38,739 39,242 39,039 39,779: 795 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,373: 0 0 0 2,373 2,383 2,373 2,383: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.2 0.1 97.3 98.5 98.0 99.9: 2.0 0.1
Old : 100.0: 0.6 1.2 0.1 97.3 98.5 98.0 99.9: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 17 19 18 21:
Old : 21: 1 1 1 17 19 18 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 : 71.2 56.7 91.5 80.5 43.7 36.9 46.9 47.8
Old : 71.2 56.7 91.5 80.5 43.7 36.9 46.9 47.8
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, February 23, 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 : 31,095: 1,880 3,091 285 28,585 27,111 30,750 30,487: 345 608
Old : 31,095: 1,880 3,091 285 28,585 27,111 30,750 30,487: 345 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,602: -190 315 45 2,769 2,064 2,624 2,424: -22 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 9.9 0.9 91.9 87.2 98.9 98.0: 1.1 2.0
Old : 100.0: 6.0 9.9 0.9 91.9 87.2 98.9 98.0: 1.1 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 : 48: 5 5 4 33 33 40 40:
Old : 48: 5 5 4 33 33 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 56.5 66.3 71.2 19.4 35.4 33.7 41.2
Old : 42.2 56.5 66.3 71.2 19.4 35.4 33.7 41.2
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, February 23, 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 : 12,669: 60 1,677 361 11,832 10,359 12,253 12,397: 416 272
Old : 12,669: 60 1,677 361 11,832 10,359 12,253 12,397: 416 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,864: 0 41 73 2,777 2,636 2,850 2,750: 14 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 13.2 2.8 93.4 81.8 96.7 97.9: 3.3 2.1
Old : 100.0: 0.5 13.2 2.8 93.4 81.8 96.7 97.9: 3.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 5 4 26 27 31 32:
Old : 41: 1 5 4 26 27 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 44.4 72.4 63.8 55.5 41.6 64.7 60.8
Old : 59.1 44.4 72.4 63.8 55.5 41.6 64.7 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 12,943: 233 433 137 11,988 12,173 12,358 12,743: 585 200
Old : 12,943: 233 433 137 11,988 12,173 12,358 12,743: 585 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 586: 58 0 79 531 573 668 652: -82 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.3 1.1 92.6 94.1 95.5 98.5: 4.5 1.5
Old : 100.0: 1.8 3.3 1.1 92.6 94.1 95.5 98.5: 4.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 3 25 21 29 25:
Old : 32: 2 3 3 25 21 29 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 : 54.0 56.4 72.3 77.0 43.7 50.1 55.6 65.4
Old : 54.0 56.4 72.3 77.0 43.7 50.1 55.6 65.4
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, February 23, 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 : 2,440,258: 546,403 299,277 909,314 879,325 1,134,896 2,335,042 2,343,487: 105,216 96,771
Old : 2,440,258: 546,403 299,277 909,314 879,325 1,134,896 2,335,042 2,343,487: 105,216 96,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -275,057: 8,278 -17,910 -183,618 -87,186 -66,229 -262,525 -267,756: -12,532 -7,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 12.3 37.3 36.0 46.5 95.7 96.0: 4.3 4.0
Old : 100.0: 22.4 12.3 37.3 36.0 46.5 95.7 96.0: 4.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 164 161 246 111 119 412 404:
Old : 466: 164 161 246 111 119 412 404:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 10.1 24.1 18.5 13.3 5.6 17.4 9.4
Old : 14.0 10.1 24.1 18.5 13.3 5.6 17.4 9.4
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, February 23, 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 : 125,769: 36,605 27,065 37,515 50,154 60,651 124,274 125,232: 1,496 538
Old : 125,769: 36,605 27,065 37,515 50,154 60,651 124,274 125,232: 1,496 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -38,838: -1,184 2,685 -15,753 -22,539 -25,254 -39,477 -38,322: 639 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 21.5 29.8 39.9 48.2 98.8 99.6: 1.2 0.4
Old : 100.0: 29.1 21.5 29.8 39.9 48.2 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 7 5 15 14 23 21:
Old : 27: 3 7 5 15 14 23 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 : 59.4 65.3 77.2 86.4 32.6 32.4 39.9 42.1
Old : 59.4 65.3 77.2 86.4 32.6 32.4 39.9 42.1
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, February 23, 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 : 120,859: 67,465 13,529 1,105 34,583 62,579 103,153 77,213: 17,706 43,646
Old : 120,859: 67,465 13,529 1,105 34,583 62,579 103,153 77,213: 17,706 43,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,227: -961 259 423 -464 1,675 -1,002 2,357: 3,229 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 11.2 0.9 28.6 51.8 85.3 63.9: 14.7 36.1
Old : 100.0: 55.8 11.2 0.9 28.6 51.8 85.3 63.9: 14.7 36.1
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 : 27: 4 6 5 14 15 22 22:
Old : 27: 4 6 5 14 15 22 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 : 69.6 29.3 77.6 45.7 68.2 28.5 74.7 42.0
Old : 69.6 29.3 77.6 45.7 68.2 28.5 74.7 42.0
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 135,510: 19,642 1,805 24,277 80,609 90,367 124,528 116,449: 10,982 19,062
Old : 135,510: 19,642 1,805 24,277 80,609 90,367 124,528 116,449: 10,982 19,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 361: -179 22 -22 593 108 391 108: -30 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.3 17.9 59.5 66.7 91.9 85.9: 8.1 14.1
Old : 100.0: 14.5 1.3 17.9 59.5 66.7 91.9 85.9: 8.1 14.1
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 : 27: 6 1 7 19 20 26 27:
Old : 27: 6 1 7 19 20 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 33.5 52.2 50.1 15.3 14.3 21.7 18.6
Old : 32.0 33.5 52.2 50.1 15.3 14.3 21.7 18.6
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, February 23, 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 : 194,206: 11,327 68,348 92,530 85,524 27,295 189,380 188,173: 4,826 6,034
Old : 194,206: 11,327 68,348 92,530 85,524 27,295 189,380 188,173: 4,826 6,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,015: -3,332 -3,626 3,141 3,199 2,559 3,008 2,073: 7 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 35.2 47.6 44.0 14.1 97.5 96.9: 2.5 3.1
Old : 100.0: 5.8 35.2 47.6 44.0 14.1 97.5 96.9: 2.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 15 27 18 15 47 45:
Old : 50: 13 15 27 18 15 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 49.6 60.1 72.9 23.0 34.6 33.2 38.9
Old : 40.3 49.6 60.1 72.9 23.0 34.6 33.2 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 126,259: 10,252 6,040 90,381 25,536 29,232 126,169 125,653: 90 606
Old : 126,259: 10,252 6,040 90,381 25,536 29,232 126,169 125,653: 90 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -20,982: -805 760 -14,825 -5,204 -6,997 -20,835 -21,062: -147 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.8 71.6 20.2 23.2 99.9 99.5: 0.1 0.5
Old : 100.0: 8.1 4.8 71.6 20.2 23.2 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 5 6 10 11 16 19:
Old : 22: 3 5 6 10 11 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.1 75.0 94.4 91.0 11.2 7.3 11.9 10.2
Old : 83.1 75.0 94.4 91.0 11.2 7.3 11.9 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 17,159: 540 0 90 16,499 17,069 17,129 17,159: 30 0
Old : 17,159: 540 0 90 16,499 17,069 17,129 17,159: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,527: -75 0 0 -1,482 -1,372 -1,557 -1,372: 30 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.5 96.2 99.5 99.8 100.0: 0.2 0.0
Old : 100.0: 3.1 0.0 0.5 96.2 99.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 1 20 19 22 20:
Old : 32: 1 0 1 20 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 70.3 80.3 89.2 55.1 64.0 70.5 78.0
Old : 61.4 70.3 80.3 89.2 55.1 64.0 70.5 78.0
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, February 23, 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 : 28,911: 16,423 12,256 1,882 8,972 12,580 27,277 26,718: 1,634 2,192
Old : 28,911: 16,423 12,256 1,882 8,972 12,580 27,277 26,718: 1,634 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -58: -1,037 724 -426 1,235 -772 -229 -475: 171 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 42.4 6.5 31.0 43.5 94.3 92.4: 5.7 7.6
Old : 100.0: 56.8 42.4 6.5 31.0 43.5 94.3 92.4: 5.7 7.6
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 : 173: 62 58 15 36 34 104 103:
Old : 173: 62 58 15 36 34 104 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 26.7 42.5 42.7 30.1 26.2 40.3 41.9
Old : 30.1 26.7 42.5 42.7 30.1 26.2 40.3 41.9
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, February 23, 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 : 64,936: 46,798 13,229 3,218 8,017 45,300 58,033 61,747: 6,903 3,188
Old : 64,936: 46,798 13,229 3,218 8,017 45,300 58,033 61,747: 6,903 3,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,146: -950 -2,105 -218 -453 940 -1,622 -1,383: 476 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 20.4 5.0 12.3 69.8 89.4 95.1: 10.6 4.9
Old : 100.0: 72.1 20.4 5.0 12.3 69.8 89.4 95.1: 10.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 132 52 23 30 37 175 100:
Old : 239: 132 52 23 30 37 175 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 36.3 28.7 50.5 19.8 35.9 28.0 50.0
Old : 19.8 36.3 28.7 50.5 19.8 35.9 28.0 50.0
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, February 23, 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 : 425,602: 127,421 38,638 80,607 194,761 282,921 402,789 402,166: 22,812 23,435
Old : 425,602: 127,421 38,638 80,607 194,761 282,921 402,789 402,166: 22,812 23,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,489: 3,378 300 -4,105 3,696 9,829 2,969 6,025: 520 -2,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.1 18.9 45.8 66.5 94.6 94.5: 5.4 5.5
Old : 100.0: 29.9 9.1 18.9 45.8 66.5 94.6 94.5: 5.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 85 43 72 91 102 204 195:
Old : 243: 85 43 72 91 102 204 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 15.6 24.3 25.9 12.7 9.4 18.6 15.4
Old : 15.5 15.6 24.3 25.9 12.7 9.4 18.6 15.4
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 12,830: 1,365 2,749 625 8,596 6,728 10,586 10,102: 2,244 2,728
Old : 12,830: 1,365 2,749 625 8,596 6,728 10,586 10,102: 2,244 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,468: 0 1,838 -290 1,713 0 1,423 1,548: 45 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.4 4.9 67.0 52.4 82.5 78.7: 17.5 21.3
Old : 100.0: 10.6 21.4 4.9 67.0 52.4 82.5 78.7: 17.5 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 4 4 12 12 17 17:
Old : 22: 2 4 4 12 12 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 : 51.1 38.4 72.1 60.4 41.5 33.9 59.1 53.7
Old : 51.1 38.4 72.1 60.4 41.5 33.9 59.1 53.7
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,214: 2,478 8,593 2,961 12,925 8,717 18,364 20,271: 3,850 1,943
Old : 22,214: 2,478 8,593 2,961 12,925 8,717 18,364 20,271: 3,850 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -135: -360 -57 0 201 -120 -159 -177: 24 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 38.7 13.3 58.2 39.2 82.7 91.3: 17.3 8.7
Old : 100.0: 11.2 38.7 13.3 58.2 39.2 82.7 91.3: 17.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 6 6 14 18 21 25:
Old : 27: 2 6 6 14 18 21 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 : 34.0 50.4 58.7 68.1 26.9 39.6 41.1 53.3
Old : 34.0 50.4 58.7 68.1 26.9 39.6 41.1 53.3
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, February 23, 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 : 8,515: 1,870 160 50 4,329 5,644 6,249 5,854: 2,266 2,661
Old : 8,515: 1,870 160 50 4,329 5,644 6,249 5,854: 2,266 2,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,025: 287 0 0 299 750 586 750: 439 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 1.9 0.6 50.8 66.3 73.4 68.7: 26.6 31.3
Old : 100.0: 22.0 1.9 0.6 50.8 66.3 73.4 68.7: 26.6 31.3
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 : 23: 2 1 2 16 18 19 20:
Old : 23: 2 1 2 16 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 27.8 58.2 47.5 40.9 24.0 52.3 37.4
Old : 42.4 27.8 58.2 47.5 40.9 24.0 52.3 37.4
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, February 23, 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 : 27,159: 12,164 22,614 1,049 13,819 3,496 27,032 27,159: 127 0
Old : 27,159: 12,164 22,614 1,049 13,819 3,496 27,032 27,159: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,393: 1,083 1,618 -150 460 -75 1,393 1,393: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 83.3 3.9 50.9 12.9 99.5 100.0: 0.5 0.0
Old : 100.0: 44.8 83.3 3.9 50.9 12.9 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 : 25: 5 5 2 13 6 20 11:
Old : 25: 5 5 2 13 6 20 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 : 82.2 85.9 90.5 96.8 81.5 82.0 88.8 92.1
Old : 82.2 85.9 90.5 96.8 81.5 82.0 88.8 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 24,240: 8,513 9,004 8,600 6,571 6,168 23,684 23,772: 556 468
Old : 24,240: 8,513 9,004 8,600 6,571 6,168 23,684 23,772: 556 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,298: 656 -118 698 481 1,223 1,835 1,803: -537 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 37.1 35.5 27.1 25.4 97.7 98.1: 2.3 1.9
Old : 100.0: 35.1 37.1 35.5 27.1 25.4 97.7 98.1: 2.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 17 25 9 10 39 42:
Old : 47: 18 17 25 9 10 39 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 : 29.7 39.0 48.1 57.2 18.2 32.1 30.7 40.8
Old : 29.7 39.0 48.1 57.2 18.2 32.1 30.7 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 32,718: 3,336 275 225 28,837 32,218 32,398 32,718: 320 0
Old : 32,718: 3,336 275 225 28,837 32,218 32,398 32,718: 320 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 778: 515 0 0 263 778 778 778: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.8 0.7 88.1 98.5 99.0 100.0: 1.0 0.0
Old : 100.0: 10.2 0.8 0.7 88.1 98.5 99.0 100.0: 1.0 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 : 44: 4 2 1 28 23 32 26:
Old : 44: 4 2 1 28 23 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 72.9 63.1 91.0 35.1 66.3 56.0 77.8
Old : 36.9 72.9 63.1 91.0 35.1 66.3 56.0 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 8,929: 2,260 2,737 135 6,527 6,045 8,922 8,917: 7 12
Old : 8,929: 2,260 2,737 135 6,527 6,045 8,922 8,917: 7 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 400: -75 190 0 675 215 600 405: -200 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 30.7 1.5 73.1 67.7 99.9 99.9: 0.1 0.1
Old : 100.0: 25.3 30.7 1.5 73.1 67.7 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 3 2 12 11 16 14:
Old : 21: 2 3 2 12 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 78.1 87.5 91.9 50.6 60.0 68.2 70.0
Old : 59.9 78.1 87.5 91.9 50.6 60.0 68.2 70.0
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, February 23, 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 : 15,913: 2,500 8,249 316 11,835 7,239 14,651 15,804: 1,262 109
Old : 15,913: 2,500 8,249 316 11,835 7,239 14,651 15,804: 1,262 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 380: 44 149 200 150 31 394 380: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 51.8 2.0 74.4 45.5 92.1 99.3: 7.9 0.7
Old : 100.0: 15.7 51.8 2.0 74.4 45.5 92.1 99.3: 7.9 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 : 36: 6 5 3 23 17 32 22:
Old : 36: 6 5 3 23 17 32 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 65.0 63.0 82.9 43.0 59.7 59.4 72.5
Old : 44.0 65.0 63.0 82.9 43.0 59.7 59.4 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 BARREL :
: : :
All : 6,003: 82 4,383 21 4,920 1,181 5,023 5,585: 980 418
Old : 6,003: 82 4,383 21 4,920 1,181 5,023 5,585: 980 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 312: 25 183 -3 345 116 367 296: -55 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 73.0 0.3 82.0 19.7 83.7 93.0: 16.3 7.0
Old : 100.0: 1.4 73.0 0.3 82.0 19.7 83.7 93.0: 16.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 2 17 13 20 17:
Old : 22: 2 3 2 17 13 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 : 41.1 84.4 60.8 90.0 28.6 73.6 47.0 73.6
Old : 41.1 84.4 60.8 90.0 28.6 73.6 47.0 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 10,159: 571 2,189 828 8,564 6,866 9,963 9,883: 196 276
Old : 10,159: 571 2,189 828 8,564 6,866 9,963 9,883: 196 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 315: 54 121 -18 279 239 315 342: 0 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 21.5 8.2 84.3 67.6 98.1 97.3: 1.9 2.7
Old : 100.0: 5.6 21.5 8.2 84.3 67.6 98.1 97.3: 1.9 2.7
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 : 47: 7 10 10 22 22 34 37:
Old : 47: 7 10 10 22 22 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 42.6 72.0 64.3 46.1 41.1 57.9 56.3
Old : 56.0 42.6 72.0 64.3 46.1 41.1 57.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,061: 490 322 78 302 479 870 879: 191 182
Old : 1,061: 490 322 78 302 479 870 879: 191 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 120: 25 90 -10 60 40 75 120: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 30.3 7.4 28.5 45.1 82.0 82.8: 18.0 17.2
Old : 100.0: 46.2 30.3 7.4 28.5 45.1 82.0 82.8: 18.0 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 8 3 8 7 14 15:
Old : 24: 3 8 3 8 7 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 35.8 67.2 57.5 50.9 33.9 62.2 52.8
Old : 55.1 35.8 67.2 57.5 50.9 33.9 62.2 52.8
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, February 23, 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 : 32,502: 3,959 6,322 2,217 20,709 19,185 26,885 27,724: 5,617 4,778
Old : 32,502: 3,959 6,322 2,217 20,709 19,185 26,885 27,724: 5,617 4,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,174: 150 787 -434 1,610 1,120 1,326 1,473: -152 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 19.5 6.8 63.7 59.0 82.7 85.3: 17.3 14.7
Old : 100.0: 12.2 19.5 6.8 63.7 59.0 82.7 85.3: 17.3 14.7
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 : 25: 4 2 4 17 15 22 20:
Old : 25: 4 2 4 17 15 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 : 39.6 51.0 56.8 68.7 37.9 40.7 48.2 51.5
Old : 39.6 51.0 56.8 68.7 37.9 40.7 48.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016