GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 57,514: 22,960 8,591 187 33,685 48,532 56,832 57,310: 682 204
Old : 57,514: 22,960 8,591 187 33,685 48,532 56,832 57,310: 682 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,403: 221 383 0 1,172 1,020 1,393 1,403: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 14.9 0.3 58.6 84.4 98.8 99.6: 1.2 0.4
Old : 100.0: 39.9 14.9 0.3 58.6 84.4 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 : 55: 4 6 2 38 39 43 46:
Old : 55: 4 6 2 38 39 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 45.9 77.2 61.5 48.1 32.3 52.4 40.5
Old : 63.4 45.9 77.2 61.5 48.1 32.3 52.4 40.5
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, March 15, 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 : 7,262: 220 0 0 7,042 7,262 7,262 7,262: 0 0
Old : 7,262: 220 0 0 7,042 7,262 7,262 7,262: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 385: 0 0 0 385 385 385 385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 97.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 0.0 0.0 97.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 14 16 15 16:
Old : 21: 1 0 0 14 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 57.5 89.9 79.4 48.1 40.2 54.9 53.0
Old : 76.1 57.5 89.9 79.4 48.1 40.2 54.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 8,250: 699 182 1,117 5,502 6,228 7,318 7,527: 932 723
Old : 8,250: 699 182 1,117 5,502 6,228 7,318 7,527: 932 723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 365: 59 0 0 332 433 391 433: -26 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 2.2 13.5 66.7 75.5 88.7 91.2: 11.3 8.8
Old : 100.0: 8.5 2.2 13.5 66.7 75.5 88.7 91.2: 11.3 8.8
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 : 35: 3 3 4 24 27 29 33:
Old : 35: 3 3 4 24 27 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 31.8 56.5 50.8 16.5 13.0 21.6 18.2
Old : 37.0 31.8 56.5 50.8 16.5 13.0 21.6 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 6,814: 1,818 158 309 3,965 5,874 6,092 6,341: 722 473
Old : 6,814: 1,818 158 309 3,965 5,874 6,092 6,341: 722 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 258: 40 0 71 91 159 202 230: 56 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 2.3 4.5 58.2 86.2 89.4 93.1: 10.6 6.9
Old : 100.0: 26.7 2.3 4.5 58.2 86.2 89.4 93.1: 10.6 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 : 42: 5 2 6 24 34 30 42:
Old : 42: 5 2 6 24 34 30 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 : 44.0 40.0 59.9 58.3 28.5 29.7 36.9 39.5
Old : 44.0 40.0 59.9 58.3 28.5 29.7 36.9 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 6,616: 777 721 802 4,920 4,589 6,499 6,112: 117 504
Old : 6,616: 777 721 802 4,920 4,589 6,499 6,112: 117 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 472: 86 23 65 406 394 557 482: -85 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.9 12.1 74.4 69.4 98.2 92.4: 1.8 7.6
Old : 100.0: 11.7 10.9 12.1 74.4 69.4 98.2 92.4: 1.8 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 : 45: 7 4 7 25 25 35 33:
Old : 45: 7 4 7 25 25 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 51.3 62.8 64.1 39.2 49.9 57.0 58.1
Old : 40.9 51.3 62.8 64.1 39.2 49.9 57.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,338: 225 531 175 823 572 1,223 1,278: 115 60
Old : 1,338: 225 531 175 823 572 1,223 1,278: 115 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 285: 50 75 70 165 160 285 305: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 39.7 13.1 61.5 42.8 91.4 95.5: 8.6 4.5
Old : 100.0: 16.8 39.7 13.1 61.5 42.8 91.4 95.5: 8.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 3 3 14 11 21 16:
Old : 27: 6 3 3 14 11 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 55.0 58.3 75.7 36.8 51.3 51.0 65.1
Old : 38.1 55.0 58.3 75.7 36.8 51.3 51.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,341: 25 12,601 120 27,147 14,407 27,292 27,128: 49 213
Old : 27,341: 25 12,601 120 27,147 14,407 27,292 27,128: 49 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -2: 0 120 0 -2 -122 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 46.1 0.4 99.3 52.7 99.8 99.2: 0.2 0.8
Old : 100.0: 0.1 46.1 0.4 99.3 52.7 99.8 99.2: 0.2 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 : 34: 1 3 1 28 15 30 18:
Old : 34: 1 3 1 28 15 30 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 71.1 72.0 92.7 42.1 62.9 59.1 71.9
Old : 51.9 71.1 72.0 92.7 42.1 62.9 59.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 4,476: 947 1,985 344 2,619 1,909 3,910 4,238: 566 238
Old : 4,476: 947 1,985 344 2,619 1,909 3,910 4,238: 566 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 369: -115 -30 77 392 280 354 327: 15 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 44.3 7.7 58.5 42.6 87.4 94.7: 12.6 5.3
Old : 100.0: 21.2 44.3 7.7 58.5 42.6 87.4 94.7: 12.6 5.3
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 : 42: 6 7 6 25 17 34 27:
Old : 42: 6 7 6 25 17 34 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 : 44.3 45.3 59.8 67.7 43.7 44.5 54.8 62.4
Old : 44.3 45.3 59.8 67.7 43.7 44.5 54.8 62.4
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, March 15, 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 : 388,460: 65,050 62,935 70,782 209,212 216,671 345,044 350,388: 43,415 38,072
Old : 388,460: 65,050 62,935 70,782 209,212 216,671 345,044 350,388: 43,415 38,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -3,496: -739 -2,274 1,475 -4,537 -897 -3,802 -1,696: 306 -1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.2 18.2 53.9 55.8 88.8 90.2: 11.2 9.8
Old : 100.0: 16.7 16.2 18.2 53.9 55.8 88.8 90.2: 11.2 9.8
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 : 182: 41 51 56 75 83 147 161:
Old : 182: 41 51 56 75 83 147 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 15.0 23.8 26.4 10.5 9.1 17.1 15.7
Old : 13.4 15.0 23.8 26.4 10.5 9.1 17.1 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 52,478: 0 1,750 500 41,178 43,419 41,678 45,669: 10,800 6,809
Old : 52,478: 0 1,750 500 41,178 43,419 41,678 45,669: 10,800 6,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,791: 0 150 0 2,706 2,661 2,706 2,811: 85 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.0 78.5 82.7 79.4 87.0: 20.6 13.0
Old : 100.0: 0.0 3.3 1.0 78.5 82.7 79.4 87.0: 20.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 1 24 28 25 30:
Old : 35: 0 2 1 24 28 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 31.0 58.5 49.2 33.1 26.3 42.4 37.6
Old : 38.5 31.0 58.5 49.2 33.1 26.3 42.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,139,796: 265,979 471,072 358,116 443,899 263,346 1,067,994 1,092,533: 71,802 47,263
Old : 1,139,796: 265,979 471,072 358,116 443,899 263,346 1,067,994 1,092,533: 71,802 47,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 36,621: 3,781 921 7,231 29,685 26,650 40,698 34,802: -4,076 1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 41.3 31.4 38.9 23.1 93.7 95.9: 6.3 4.1
Old : 100.0: 23.3 41.3 31.4 38.9 23.1 93.7 95.9: 6.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 123 144 149 67 58 271 277:
Old : 347: 123 144 149 67 58 271 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 15.9 24.8 27.6 11.0 11.1 17.0 18.5
Old : 15.8 15.9 24.8 27.6 11.0 11.1 17.0 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 873,809: 42,909 30,595 314,806 510,119 524,968 867,835 870,369: 5,975 3,440
Old : 873,809: 42,909 30,595 314,806 510,119 524,968 867,835 870,369: 5,975 3,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 29,196: -8,276 -2,537 23,190 14,052 8,162 28,965 28,815: 230 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.5 36.0 58.4 60.1 99.3 99.6: 0.7 0.4
Old : 100.0: 4.9 3.5 36.0 58.4 60.1 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 50 26 63 54 55 128 121:
Old : 134: 50 26 63 54 55 128 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 33.5 50.3 48.6 5.1 4.4 7.6 7.4
Old : 36.2 33.5 50.3 48.6 5.1 4.4 7.6 7.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 309,179: 68,453 100,809 68,403 162,393 133,818 299,249 303,030: 9,930 6,149
Old : 309,179: 68,453 100,809 68,403 162,393 133,818 299,249 303,030: 9,930 6,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 10,067: 783 2,498 6,026 1,912 2,092 8,721 10,616: 1,347 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 32.6 22.1 52.5 43.3 96.8 98.0: 3.2 2.0
Old : 100.0: 22.1 32.6 22.1 52.5 43.3 96.8 98.0: 3.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 13 28 33 34 63 65:
Old : 69: 18 13 28 33 34 63 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 41.8 49.0 53.3 26.9 33.1 34.8 37.5
Old : 31.1 41.8 49.0 53.3 26.9 33.1 34.8 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 115,688: 18,518 23,669 21,925 69,090 66,023 109,533 111,617: 6,155 4,071
Old : 115,688: 18,518 23,669 21,925 69,090 66,023 109,533 111,617: 6,155 4,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 5,116: -1,923 -1,898 4,003 1,833 2,833 3,913 4,938: 1,203 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.5 19.0 59.7 57.1 94.7 96.5: 5.3 3.5
Old : 100.0: 16.0 20.5 19.0 59.7 57.1 94.7 96.5: 5.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 18 29 25 24 54 58:
Old : 59: 16 18 29 25 24 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 33.5 43.0 50.2 19.5 21.3 27.3 30.3
Old : 30.3 33.5 43.0 50.2 19.5 21.3 27.3 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,466,135: 551,590 50,698 127,529 755,142 1,262,414 1,434,261 1,440,641: 31,874 25,494
Old : 1,466,135: 551,590 50,698 127,529 755,142 1,262,414 1,434,261 1,440,641: 31,874 25,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 9,535: 13,493 -2,233 4,310 -5,477 7,413 12,326 9,490: -2,791 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 3.5 8.7 51.5 86.1 97.8 98.3: 2.2 1.7
Old : 100.0: 37.6 3.5 8.7 51.5 86.1 97.8 98.3: 2.2 1.7
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 : 99: 24 12 29 55 50 89 82:
Old : 99: 24 12 29 55 50 89 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 38.0 60.9 60.5 45.1 36.7 53.3 54.8
Old : 47.6 38.0 60.9 60.5 45.1 36.7 53.3 54.8
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, March 15, 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 : 335,586: 21,835 72,553 36,186 274,660 221,176 332,681 329,915: 2,905 5,671
Old : 335,586: 21,835 72,553 36,186 274,660 221,176 332,681 329,915: 2,905 5,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 11,688: -4 -1,341 4,875 5,885 4,594 10,756 8,128: 932 3,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 21.6 10.8 81.8 65.9 99.1 98.3: 0.9 1.7
Old : 100.0: 6.5 21.6 10.8 81.8 65.9 99.1 98.3: 0.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 15 18 26 35 30 65 59:
Old : 70: 15 18 26 35 30 65 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 42.3 55.2 62.5 28.0 29.7 43.5 43.6
Old : 34.7 42.3 55.2 62.5 28.0 29.7 43.5 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 116,544: 44,505 53,535 19,990 50,794 41,962 115,289 115,487: 1,255 1,057
Old : 116,544: 44,505 53,535 19,990 50,794 41,962 115,289 115,487: 1,255 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 848: -1,315 -3,739 2,296 -9 2,225 972 782: -124 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 45.9 17.2 43.6 36.0 98.9 99.1: 1.1 0.9
Old : 100.0: 38.2 45.9 17.2 43.6 36.0 98.9 99.1: 1.1 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 : 57: 16 17 23 22 20 51 48:
Old : 57: 16 17 23 22 20 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 41.5 63.7 65.8 32.5 35.9 45.1 47.1
Old : 37.4 41.5 63.7 65.8 32.5 35.9 45.1 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 28,369: 16,882 3,603 5,113 5,789 19,376 27,784 28,092: 585 277
Old : 28,369: 16,882 3,603 5,113 5,789 19,376 27,784 28,092: 585 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 735: -341 33 315 716 430 690 778: 45 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 12.7 18.0 20.4 68.3 97.9 99.0: 2.1 1.0
Old : 100.0: 59.5 12.7 18.0 20.4 68.3 97.9 99.0: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 9 16 15 15 36 34:
Old : 41: 15 9 16 15 15 36 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 : 49.0 52.7 64.0 73.4 45.7 48.7 58.8 65.7
Old : 49.0 52.7 64.0 73.4 45.7 48.7 58.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 6,691: 533 1,766 2,463 3,694 2,462 6,690 6,691: 1 0
Old : 6,691: 533 1,766 2,463 3,694 2,462 6,690 6,691: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 531: 81 217 343 107 43 531 604: 0 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 26.4 36.8 55.2 36.8 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 26.4 36.8 55.2 36.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 7 12 10 8 25 21:
Old : 26: 9 7 12 10 8 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 65.2 82.6 86.6 20.6 25.5 25.8 28.2
Old : 54.2 65.2 82.6 86.6 20.6 25.5 25.8 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 CUBIC METERS) :
: : :
All : 3,316: 90 126 55 2,949 2,993 3,094 3,174: 222 142
Old : 3,316: 90 126 55 2,949 2,993 3,094 3,174: 222 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 158: 0 0 0 158 168 158 168: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.8 1.7 88.9 90.3 93.3 95.7: 6.7 4.3
Old : 100.0: 2.7 3.8 1.7 88.9 90.3 93.3 95.7: 6.7 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 : 21: 2 2 2 16 16 18 20:
Old : 21: 2 2 2 16 16 18 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 : 51.0 48.3 69.4 74.2 27.9 20.7 31.2 30.4
Old : 51.0 48.3 69.4 74.2 27.9 20.7 31.2 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 43,199: 5,505 841 4,247 33,197 37,767 42,949 42,856: 250 343
Old : 43,199: 5,505 841 4,247 33,197 37,767 42,949 42,856: 250 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,460: -173 -181 379 1,355 1,251 1,561 1,450: -101 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.9 9.8 76.8 87.4 99.4 99.2: 0.6 0.8
Old : 100.0: 12.7 1.9 9.8 76.8 87.4 99.4 99.2: 0.6 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 : 88: 14 13 10 48 58 69 74:
Old : 88: 14 13 10 48 58 69 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 : 29.5 37.0 47.7 54.9 15.0 21.2 22.1 24.5
Old : 29.5 37.0 47.7 54.9 15.0 21.2 22.1 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 4,646: 636 1,104 484 2,620 2,794 3,740 4,382: 906 264
Old : 4,646: 636 1,104 484 2,620 2,794 3,740 4,382: 906 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 478: 125 36 55 245 397 425 488: 53 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 23.8 10.4 56.4 60.1 80.5 94.3: 19.5 5.7
Old : 100.0: 13.7 23.8 10.4 56.4 60.1 80.5 94.3: 19.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 5 9 24 26 35 38:
Old : 46: 9 5 9 24 26 35 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 : 27.3 31.7 43.1 49.2 20.3 29.1 32.9 45.1
Old : 27.3 31.7 43.1 49.2 20.3 29.1 32.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 283,821: 12,208 1,095 5,605 265,817 277,121 283,630 283,821: 191 0
Old : 283,821: 12,208 1,095 5,605 265,817 277,121 283,630 283,821: 191 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 4,430: 27 -44 2,988 1,415 1,486 4,430 4,430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.4 2.0 93.7 97.6 99.9 100.0: 0.1 0.0
Old : 100.0: 4.3 0.4 2.0 93.7 97.6 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 : 29: 1 2 2 22 18 24 21:
Old : 29: 1 2 2 22 18 24 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 : 48.7 77.9 76.3 92.0 34.7 48.0 46.5 50.9
Old : 48.7 77.9 76.3 92.0 34.7 48.0 46.5 50.9
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, March 15, 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 : 3,681,848: 114,450 15,860 61,000 3,506,398 3,604,988 3,681,848 3,681,848: 0 0
Old : 3,681,848: 114,450 15,860 61,000 3,506,398 3,604,988 3,681,848 3,681,848: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 107,193: 0 0 0 107,193 107,193 107,193 107,193: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.4 1.7 95.2 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.4 1.7 95.2 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 19 18 20 20:
Old : 26: 1 1 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 79.9 84.2 89.2 41.4 48.9 51.6 54.0
Old : 64.2 79.9 84.2 89.2 41.4 48.9 51.6 54.0
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 74,284: 430 0 0 73,663 74,284 74,093 74,284: 191 0
Old : 74,284: 430 0 0 73,663 74,284 74,093 74,284: 191 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,060: 0 0 0 1,060 1,060 1,060 1,060: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 99.2 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.6 0.0 0.0 99.2 100.0 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: 1 0 0 15 16 16 16:
Old : 22: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 60.2 86.5 84.8 52.0 47.3 61.2 59.4
Old : 68.0 60.2 86.5 84.8 52.0 47.3 61.2 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,290,388: 1,152 0 0 1,289,236 1,290,388 1,290,388 1,290,388: 0 0
Old : 1,290,388: 1,152 0 0 1,289,236 1,290,388 1,290,388 1,290,388: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -60,840: 0 0 0 -60,840 -60,840 -60,840 -60,840: 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 15 12 16 12:
Old : 21: 1 0 0 15 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 77.9 83.8 94.2 41.8 65.4 55.7 68.3
Old : 62.0 77.9 83.8 94.2 41.8 65.4 55.7 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 21,259: 389 123 63 20,692 20,843 21,144 21,029: 115 230
Old : 21,259: 389 123 63 20,692 20,843 21,144 21,029: 115 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 276: -38 123 63 251 75 276 261: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 0.3 97.3 98.0 99.5 98.9: 0.5 1.1
Old : 100.0: 1.8 0.6 0.3 97.3 98.0 99.5 98.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 1 21 28 23 29:
Old : 35: 1 1 1 21 28 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 47.8 82.8 74.2 49.0 32.6 58.7 49.3
Old : 65.6 47.8 82.8 74.2 49.0 32.6 58.7 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 120,994: 2,130 2,970 462 117,472 117,067 120,064 120,499: 930 495
Old : 120,994: 2,130 2,970 462 117,472 117,067 120,064 120,499: 930 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,349: -32 -4 -134 1,436 1,365 1,270 1,227: 79 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.5 0.4 97.1 96.8 99.2 99.6: 0.8 0.4
Old : 100.0: 1.8 2.5 0.4 97.1 96.8 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 : 74: 7 6 4 54 52 62 61:
Old : 74: 7 6 4 54 52 62 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 : 52.9 47.4 70.0 65.5 24.9 24.9 30.7 30.2
Old : 52.9 47.4 70.0 65.5 24.9 24.9 30.7 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 44,384: 54 480 102 42,923 43,752 43,079 44,334: 1,305 50
Old : 44,384: 54 480 102 42,923 43,752 43,079 44,334: 1,305 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,435: -90 0 0 985 1,435 895 1,435: 540 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.1 0.2 96.7 98.6 97.1 99.9: 2.9 0.1
Old : 100.0: 0.1 1.1 0.2 96.7 98.6 97.1 99.9: 2.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 18 20 19 22:
Old : 22: 1 1 1 18 20 19 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 : 66.6 56.8 89.9 75.4 44.3 36.1 49.0 47.9
Old : 66.6 56.8 89.9 75.4 44.3 36.1 49.0 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 29,466: 1,587 197 203 27,282 28,776 29,072 29,176: 394 290
Old : 29,466: 1,587 197 203 27,282 28,776 29,072 29,176: 394 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 615: 0 70 13 632 577 645 660: -30 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.7 0.7 92.6 97.7 98.7 99.0: 1.3 1.0
Old : 100.0: 5.4 0.7 0.7 92.6 97.7 98.7 99.0: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 3 4 31 34 37 39:
Old : 46: 3 3 4 31 34 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 : 48.2 55.3 69.9 71.3 28.7 33.7 41.9 41.4
Old : 48.2 55.3 69.9 71.3 28.7 33.7 41.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 14,693: 120 1,354 529 13,447 12,422 14,096 14,305: 597 388
Old : 14,693: 120 1,354 529 13,447 12,422 14,096 14,305: 597 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 435: 0 -40 110 298 337 408 407: 27 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 9.2 3.6 91.5 84.5 95.9 97.4: 4.1 2.6
Old : 100.0: 0.8 9.2 3.6 91.5 84.5 95.9 97.4: 4.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 4 3 29 28 34 32:
Old : 42: 2 4 3 29 28 34 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 : 60.8 51.5 73.1 68.8 59.2 46.9 66.7 61.6
Old : 60.8 51.5 73.1 68.8 59.2 46.9 66.7 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 14,375: 251 205 85 13,272 13,853 13,608 14,143: 767 232
Old : 14,375: 251 205 85 13,272 13,853 13,608 14,143: 767 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 412: 50 0 -46 408 458 412 412: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.4 0.6 92.3 96.4 94.7 98.4: 5.3 1.6
Old : 100.0: 1.7 1.4 0.6 92.3 96.4 94.7 98.4: 5.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 2 23 19 26 22:
Old : 30: 2 2 2 23 19 26 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 : 56.1 60.3 74.4 79.6 46.3 56.8 56.4 68.3
Old : 56.1 60.3 74.4 79.6 46.3 56.8 56.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 2,527,001: 540,236 209,449 1,004,106 880,581 1,204,756 2,424,923 2,418,312: 102,078 108,689
Old : 2,527,001: 540,236 209,449 1,004,106 880,581 1,204,756 2,424,923 2,418,312: 102,078 108,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -20,471: 4,285 -22,744 1,498 -23,821 2,899 -18,039 -18,348: -2,432 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.3 39.7 34.8 47.7 96.0 95.7: 4.0 4.3
Old : 100.0: 21.4 8.3 39.7 34.8 47.7 96.0 95.7: 4.0 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 : 482: 174 169 264 106 119 416 432:
Old : 482: 174 169 264 106 119 416 432:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 10.8 22.7 18.8 12.3 6.7 16.2 10.5
Old : 13.0 10.8 22.7 18.8 12.3 6.7 16.2 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 124,107: 31,267 21,896 41,714 50,738 60,124 123,720 123,734: 387 374
Old : 124,107: 31,267 21,896 41,714 50,738 60,124 123,720 123,734: 387 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -4,505: -3,301 -3,469 -427 -723 -588 -4,451 -4,484: -54 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.6 33.6 40.9 48.4 99.7 99.7: 0.3 0.3
Old : 100.0: 25.2 17.6 33.6 40.9 48.4 99.7 99.7: 0.3 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 : 31: 4 7 6 17 17 26 25:
Old : 31: 4 7 6 17 17 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 68.0 76.1 87.2 29.6 34.5 38.1 40.8
Old : 59.0 68.0 76.1 87.2 29.6 34.5 38.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 121,487: 71,085 13,925 706 33,353 63,817 105,144 78,448: 16,343 43,039
Old : 121,487: 71,085 13,925 706 33,353 63,817 105,144 78,448: 16,343 43,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,706: 1,612 1,197 10 2,101 1,441 3,723 2,648: -17 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 11.5 0.6 27.5 52.5 86.5 64.6: 13.5 35.4
Old : 100.0: 58.5 11.5 0.6 27.5 52.5 86.5 64.6: 13.5 35.4
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: 4 5 5 15 17 22 24:
Old : 27: 4 5 5 15 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 29.3 80.2 47.2 71.2 28.3 77.4 45.0
Old : 72.2 29.3 80.2 47.2 71.2 28.3 77.4 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,477: 2,127 1,722 5,909 5,914 6,296 13,950 13,926: 527 551
Old : 14,477: 2,127 1,722 5,909 5,914 6,296 13,950 13,926: 527 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,943: 821 -730 2,108 974 2,493 3,904 3,871: 39 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.9 40.8 40.8 43.5 96.4 96.2: 3.6 3.8
Old : 100.0: 14.7 11.9 40.8 40.8 43.5 96.4 96.2: 3.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 6 9 10 19 16:
Old : 20: 6 4 6 9 10 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 64.5 79.0 84.8 24.4 24.7 28.3 27.8
Old : 56.3 64.5 79.0 84.8 24.4 24.7 28.3 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 122,197: 18,728 1,830 21,219 72,690 81,094 112,637 104,143: 9,561 18,054
Old : 122,197: 18,728 1,830 21,219 72,690 81,094 112,637 104,143: 9,561 18,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,390: 1,130 91 -82 116 130 1,164 139: 226 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.5 17.4 59.5 66.4 92.2 85.2: 7.8 14.8
Old : 100.0: 15.3 1.5 17.4 59.5 66.4 92.2 85.2: 7.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 2 7 19 20 26 27:
Old : 27: 5 2 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 : 33.2 34.0 53.0 50.5 16.7 14.7 23.6 19.6
Old : 33.2 34.0 53.0 50.5 16.7 14.7 23.6 19.6
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, March 15, 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 : 172,088: 8,804 67,565 73,598 82,369 24,601 164,770 165,763: 7,318 6,325
Old : 172,088: 8,804 67,565 73,598 82,369 24,601 164,770 165,763: 7,318 6,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -3,102: 236 3,316 -6,496 3,003 593 -3,257 -2,586: 155 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 39.3 42.8 47.9 14.3 95.7 96.3: 4.3 3.7
Old : 100.0: 5.1 39.3 42.8 47.9 14.3 95.7 96.3: 4.3 3.7
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 : 45: 13 12 25 18 15 44 41:
Old : 45: 13 12 25 18 15 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 48.4 57.7 73.7 25.9 36.8 35.9 43.0
Old : 38.2 48.4 57.7 73.7 25.9 36.8 35.9 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 127,795: 11,785 7,243 87,307 28,480 32,777 127,572 127,327: 223 468
Old : 127,795: 11,785 7,243 87,307 28,480 32,777 127,572 127,327: 223 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -2,125: 568 795 -2,540 -135 -207 -2,108 -1,952: -17 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.7 68.3 22.3 25.6 99.8 99.6: 0.2 0.4
Old : 100.0: 9.2 5.7 68.3 22.3 25.6 99.8 99.6: 0.2 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 : 24: 3 5 6 13 11 20 18:
Old : 24: 3 5 6 13 11 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 72.1 93.7 92.2 12.0 9.5 12.7 11.6
Old : 80.9 72.1 93.7 92.2 12.0 9.5 12.7 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 17,459: 540 0 90 16,754 17,369 17,384 17,459: 75 0
Old : 17,459: 540 0 90 16,754 17,369 17,384 17,459: 75 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 225: 0 0 0 180 225 180 225: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.5 96.0 99.5 99.6 100.0: 0.4 0.0
Old : 100.0: 3.1 0.0 0.5 96.0 99.5 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 1 23 23 25 24:
Old : 33: 1 0 1 23 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 67.8 78.9 85.2 52.5 59.5 67.6 72.1
Old : 59.3 67.8 78.9 85.2 52.5 59.5 67.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 23,856: 14,568 7,601 584 7,286 14,290 22,437 22,476: 1,419 1,381
Old : 23,856: 14,568 7,601 584 7,286 14,290 22,437 22,476: 1,419 1,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -1,262: -792 -1,832 -170 -280 829 -1,242 -1,172: -21 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 31.9 2.4 30.5 59.9 94.1 94.2: 5.9 5.8
Old : 100.0: 61.1 31.9 2.4 30.5 59.9 94.1 94.2: 5.9 5.8
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 : 153: 64 40 16 31 32 100 83:
Old : 153: 64 40 16 31 32 100 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 : 32.4 31.1 43.5 48.0 32.1 29.7 42.8 46.5
Old : 32.4 31.1 43.5 48.0 32.1 29.7 42.8 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 64,957: 45,123 12,705 2,819 10,144 46,517 58,086 62,041: 6,871 2,916
Old : 64,957: 45,123 12,705 2,819 10,144 46,517 58,086 62,041: 6,871 2,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -752: -619 1,219 -602 333 -1,600 -887 -982: 135 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 19.6 4.3 15.6 71.6 89.4 95.5: 10.6 4.5
Old : 100.0: 69.5 19.6 4.3 15.6 71.6 89.4 95.5: 10.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 119 53 25 34 38 169 102:
Old : 230: 119 53 25 34 38 169 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 36.8 26.1 51.8 18.4 34.9 26.1 49.3
Old : 18.4 36.8 26.1 51.8 18.4 34.9 26.1 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 444,808: 120,503 28,957 87,942 211,724 307,984 420,169 424,882: 24,638 19,925
Old : 444,808: 120,503 28,957 87,942 211,724 307,984 420,169 424,882: 24,638 19,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,199: -2,406 -1,162 -2,563 6,301 6,448 1,332 2,723: 1,867 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.5 19.8 47.6 69.2 94.5 95.5: 5.5 4.5
Old : 100.0: 27.1 6.5 19.8 47.6 69.2 94.5 95.5: 5.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 81 40 74 90 101 207 186:
Old : 239: 81 40 74 90 101 207 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 16.4 25.1 28.3 12.6 9.4 17.7 15.6
Old : 14.8 16.4 25.1 28.3 12.6 9.4 17.7 15.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,481: 2,621 6,850 2,167 10,481 7,277 15,269 16,294: 4,212 3,187
Old : 19,481: 2,621 6,850 2,167 10,481 7,277 15,269 16,294: 4,212 3,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 35.2 11.1 53.8 37.4 78.4 83.6: 21.6 16.4
Old : 100.0: 13.5 35.2 11.1 53.8 37.4 78.4 83.6: 21.6 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 4 4 10 14 15 19:
Old : 20: 2 4 4 10 14 15 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 : 35.7 51.1 60.3 68.5 30.4 41.5 45.3 55.0
Old : 35.7 51.1 60.3 68.5 30.4 41.5 45.3 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 8,224: 2,153 0 16 3,500 5,955 5,669 5,971: 2,555 2,253
Old : 8,224: 2,153 0 16 3,500 5,955 5,669 5,971: 2,555 2,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.0 0.2 42.6 72.4 68.9 72.6: 31.1 27.4
Old : 100.0: 26.2 0.0 0.2 42.6 72.4 68.9 72.6: 31.1 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 15 18 17 19:
Old : 20: 2 0 1 15 18 17 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 : 39.7 33.7 56.7 50.4 35.8 25.6 44.4 38.8
Old : 39.7 33.7 56.7 50.4 35.8 25.6 44.4 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 25,096: 10,909 21,951 747 13,293 2,398 24,949 25,096: 147 0
Old : 25,096: 10,909 21,951 747 13,293 2,398 24,949 25,096: 147 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 184: -170 -120 120 198 184 148 184: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 87.5 3.0 53.0 9.6 99.4 100.0: 0.6 0.0
Old : 100.0: 43.5 87.5 3.0 53.0 9.6 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 5 2 13 7 20 12:
Old : 25: 5 5 2 13 7 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 89.3 90.6 97.4 82.5 86.3 88.9 93.2
Old : 82.5 89.3 90.6 97.4 82.5 86.3 88.9 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 25,760: 9,092 8,848 9,251 6,839 7,301 25,182 25,400: 578 360
Old : 25,760: 9,092 8,848 9,251 6,839 7,301 25,182 25,400: 578 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,681: -460 -797 1,506 601 1,123 1,647 1,832: 34 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 34.3 35.9 26.5 28.3 97.8 98.6: 2.2 1.4
Old : 100.0: 35.3 34.3 35.9 26.5 28.3 97.8 98.6: 2.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 21 28 8 10 43 45:
Old : 52: 21 21 28 8 10 43 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 : 28.9 35.6 47.4 53.1 17.2 29.7 29.7 36.5
Old : 28.9 35.6 47.4 53.1 17.2 29.7 29.7 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 28,408: 3,148 275 375 24,570 27,758 28,093 28,408: 315 0
Old : 28,408: 3,148 275 375 24,570 27,758 28,093 28,408: 315 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 493: 30 0 150 313 343 493 493: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.0 1.3 86.5 97.7 98.9 100.0: 1.1 0.0
Old : 100.0: 11.1 1.0 1.3 86.5 97.7 98.9 100.0: 1.1 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 : 40: 3 2 1 28 19 32 22:
Old : 40: 3 2 1 28 19 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 : 34.6 73.4 60.8 91.3 32.3 65.6 51.5 71.4
Old : 34.6 73.4 60.8 91.3 32.3 65.6 51.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 2,190: 50 1,250 50 2,090 890 2,190 2,190: 0 0
Old : 2,190: 50 1,250 50 2,090 890 2,190 2,190: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 175: -600 175 0 775 0 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 57.1 2.3 95.4 40.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 57.1 2.3 95.4 40.6 100.0 100.0: 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 : 22: 1 3 1 13 6 15 10:
Old : 22: 1 3 1 13 6 15 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 77.6 82.0 95.9 60.7 77.6 80.1 93.6
Old : 60.7 77.6 82.0 95.9 60.7 77.6 80.1 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 8,752: 2,135 2,472 215 6,357 6,065 8,707 8,752: 45 0
Old : 8,752: 2,135 2,472 215 6,357 6,065 8,707 8,752: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 28.2 2.5 72.6 69.3 99.5 100.0: 0.5 0.0
Old : 100.0: 24.4 28.2 2.5 72.6 69.3 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 : 20: 2 3 2 10 12 14 15:
Old : 20: 2 3 2 10 12 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 : 62.7 75.5 90.1 89.3 50.7 54.0 65.1 64.2
Old : 62.7 75.5 90.1 89.3 50.7 54.0 65.1 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 16,378: 3,139 8,196 575 11,535 7,528 15,249 16,299: 1,129 79
Old : 16,378: 3,139 8,196 575 11,535 7,528 15,249 16,299: 1,129 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 611: 229 508 0 363 103 592 611: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 50.0 3.5 70.4 46.0 93.1 99.5: 6.9 0.5
Old : 100.0: 19.2 50.0 3.5 70.4 46.0 93.1 99.5: 6.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 4 4 23 17 32 23:
Old : 36: 7 4 4 23 17 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 60.1 61.8 80.9 43.2 55.5 58.6 69.4
Old : 43.5 60.1 61.8 80.9 43.2 55.5 58.6 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 6,168: 57 4,602 49 5,246 1,141 5,352 5,792: 816 376
Old : 6,168: 57 4,602 49 5,246 1,141 5,352 5,792: 816 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 82: -5 55 5 74 19 74 79: 8 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 74.6 0.8 85.1 18.5 86.8 93.9: 13.2 6.1
Old : 100.0: 0.9 74.6 0.8 85.1 18.5 86.8 93.9: 13.2 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 : 24: 2 3 3 19 12 23 16:
Old : 24: 2 3 3 19 12 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 85.9 60.1 91.1 27.4 75.7 47.3 76.0
Old : 38.6 85.9 60.1 91.1 27.4 75.7 47.3 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,662: 821 1,785 878 7,783 6,715 9,482 9,378: 180 284
Old : 9,662: 821 1,785 878 7,783 6,715 9,482 9,378: 180 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 205: 58 77 144 21 -16 223 205: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 18.5 9.1 80.6 69.5 98.1 97.1: 1.9 2.9
Old : 100.0: 8.5 18.5 9.1 80.6 69.5 98.1 97.1: 1.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 8 10 24 18 38 31:
Old : 48: 9 8 10 24 18 38 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 : 52.8 39.8 70.0 62.6 44.5 36.4 58.7 51.7
Old : 52.8 39.8 70.0 62.6 44.5 36.4 58.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,150: 351 280 205 467 517 1,023 1,002: 127 148
Old : 1,150: 351 280 205 467 517 1,023 1,002: 127 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 60: 90 40 -30 10 20 70 30: -10 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 24.3 17.8 40.6 45.0 89.0 87.1: 11.0 12.9
Old : 100.0: 30.5 24.3 17.8 40.6 45.0 89.0 87.1: 11.0 12.9
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 : 26: 7 6 5 7 7 15 17:
Old : 26: 7 6 5 7 7 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 : 51.0 41.0 70.7 59.7 43.7 36.6 59.4 53.7
Old : 51.0 41.0 70.7 59.7 43.7 36.6 59.4 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 32,453: 3,360 7,655 3,435 20,776 15,387 27,571 26,477: 4,882 5,976
Old : 32,453: 3,360 7,655 3,435 20,776 15,387 27,571 26,477: 4,882 5,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,277: 443 -69 406 457 854 1,306 1,191: -29 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 23.6 10.6 64.0 47.4 85.0 81.6: 15.0 18.4
Old : 100.0: 10.4 23.6 10.6 64.0 47.4 85.0 81.6: 15.0 18.4
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 : 25: 5 2 4 16 14 23 18:
Old : 25: 5 2 4 16 14 23 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 : 40.1 58.9 56.5 73.1 32.0 44.3 42.2 49.7
Old : 40.1 58.9 56.5 73.1 32.0 44.3 42.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016