GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 56,381: 10,040 5,489 2,734 42,893 48,158 55,667 56,381: 714 0
Old : 56,381: 10,040 5,489 2,734 42,893 48,158 55,667 56,381: 714 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,482: 302 239 -124 2,304 2,402 2,482 2,517: 0 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.7 4.8 76.1 85.4 98.7 100.0: 1.3 0.0
Old : 100.0: 17.8 9.7 4.8 76.1 85.4 98.7 100.0: 1.3 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 : 64: 10 7 9 38 44 51 57:
Old : 64: 10 7 9 38 44 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 33.9 60.2 52.7 26.8 16.5 32.5 25.5
Old : 42.2 33.9 60.2 52.7 26.8 16.5 32.5 25.5
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, September 27, 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 : 6,219: 0 0 0 6,219 6,219 6,219 6,219: 0 0
Old : 6,219: 0 0 0 6,219 6,219 6,219 6,219: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 199: 0 0 0 199 199 199 199: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 18 15 18:
Old : 20: 0 0 0 15 18 15 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 : 62.0 48.6 93.2 70.6 43.2 27.1 49.4 42.6
Old : 62.0 48.6 93.2 70.6 43.2 27.1 49.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 9,054: 683 54 768 6,844 7,622 8,295 8,444: 759 610
Old : 9,054: 683 54 768 6,844 7,622 8,295 8,444: 759 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 243: -99 -5 -232 518 444 187 207: 56 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.6 8.5 75.6 84.2 91.6 93.3: 8.4 6.7
Old : 100.0: 7.5 0.6 8.5 75.6 84.2 91.6 93.3: 8.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 6 29 29 35 36:
Old : 37: 4 2 6 29 29 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 32.2 49.4 49.4 17.3 14.5 26.2 22.3
Old : 31.6 32.2 49.4 49.4 17.3 14.5 26.2 22.3
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, September 27, 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 : 11,749: 1,468 1,330 641 9,348 9,512 11,457 11,483: 292 266
Old : 11,749: 1,468 1,330 641 9,348 9,512 11,457 11,483: 292 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 765: 130 25 120 523 648 773 793: -8 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.3 5.5 79.6 81.0 97.5 97.7: 2.5 2.3
Old : 100.0: 12.5 11.3 5.5 79.6 81.0 97.5 97.7: 2.5 2.3
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 : 54: 6 5 9 38 41 47 52:
Old : 54: 6 5 9 38 41 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 40.3 52.1 56.9 17.1 25.3 26.0 33.7
Old : 34.1 40.3 52.1 56.9 17.1 25.3 26.0 33.7
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, September 27, 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 : 6,701: 215 1,490 245 5,765 4,519 6,225 6,254: 476 447
Old : 6,701: 215 1,490 245 5,765 4,519 6,225 6,254: 476 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 257: -14 183 20 225 10 231 213: 26 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 22.2 3.7 86.0 67.4 92.9 93.3: 7.1 6.7
Old : 100.0: 3.2 22.2 3.7 86.0 67.4 92.9 93.3: 7.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 7 6 22 17 29 26:
Old : 36: 3 7 6 22 17 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 53.6 67.3 71.7 39.7 51.1 56.9 64.8
Old : 43.8 53.6 67.3 71.7 39.7 51.1 56.9 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,759: 345 560 73 1,225 1,081 1,643 1,714: 116 45
Old : 1,759: 345 560 73 1,225 1,081 1,643 1,714: 116 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 267: 60 20 53 184 278 297 351: -30 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 31.8 4.2 69.6 61.5 93.4 97.4: 6.6 2.6
Old : 100.0: 19.6 31.8 4.2 69.6 61.5 93.4 97.4: 6.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 5 1 13 14 16 20:
Old : 28: 3 5 1 13 14 16 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 : 48.0 36.4 71.5 60.0 43.3 35.3 64.7 58.9
Old : 48.0 36.4 71.5 60.0 43.3 35.3 64.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,108: 259 6,917 1,097 23,748 17,074 25,104 25,088: 4 20
Old : 25,108: 259 6,917 1,097 23,748 17,074 25,104 25,088: 4 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,264: 0 303 -30 1,294 991 1,264 1,264: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 27.5 4.4 94.6 68.0 100.0 99.9: 0.0 0.1
Old : 100.0: 1.0 27.5 4.4 94.6 68.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 6 3 26 15 30 21:
Old : 36: 1 6 3 26 15 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 52.1 65.2 80.5 37.1 41.5 50.5 58.2
Old : 47.6 52.1 65.2 80.5 37.1 41.5 50.5 58.2
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, September 27, 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 : 8,161: 977 3,780 473 6,131 3,596 7,581 7,849: 580 312
Old : 8,161: 977 3,780 473 6,131 3,596 7,581 7,849: 580 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 304: -70 145 55 300 243 285 443: 19 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 46.3 5.8 75.1 44.1 92.9 96.2: 7.1 3.8
Old : 100.0: 12.0 46.3 5.8 75.1 44.1 92.9 96.2: 7.1 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 : 48: 5 8 7 29 23 38 34:
Old : 48: 5 8 7 29 23 38 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 : 39.1 49.1 58.1 64.1 37.8 46.0 53.6 58.7
Old : 39.1 49.1 58.1 64.1 37.8 46.0 53.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tons :
: : :
All : 4,795: 10 646 372 3,743 3,584 4,125 4,602: 670 193
Old : 4,795: 10 646 372 3,743 3,584 4,125 4,602: 670 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 24: -20 -40 15 9 34 4 9: 20 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 13.5 7.8 78.1 74.7 86.0 96.0: 14.0 4.0
Old : 100.0: 0.2 13.5 7.8 78.1 74.7 86.0 96.0: 14.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 4 5 20 20 25 26:
Old : 26: 1 4 5 20 20 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 42.5 63.5 65.7 33.5 33.4 37.1 42.8
Old : 45.0 42.5 63.5 65.7 33.5 33.4 37.1 42.8
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 425,700: 72,401 50,007 88,014 221,205 250,424 381,621 388,445: 44,079 37,255
Old : 425,700: 72,401 50,007 88,014 221,205 250,424 381,621 388,445: 44,079 37,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -4,097: 3,178 737 -9,158 3,663 4,783 -2,317 -3,639: -1,781 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.7 20.7 52.0 58.8 89.6 91.2: 10.4 8.8
Old : 100.0: 17.0 11.7 20.7 52.0 58.8 89.6 91.2: 10.4 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 : 195: 51 42 57 80 93 162 163:
Old : 195: 51 42 57 80 93 162 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 13.1 24.5 23.2 11.9 9.9 18.7 15.7
Old : 14.2 13.1 24.5 23.2 11.9 9.9 18.7 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, September 27, 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 : 49,863: 3,250 225 450 39,518 44,777 43,218 45,452: 6,645 4,411
Old : 49,863: 3,250 225 450 39,518 44,777 43,218 45,452: 6,645 4,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,927: 100 0 200 3,119 3,801 3,419 4,001: -492 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.5 0.9 79.3 89.8 86.7 91.2: 13.3 8.8
Old : 100.0: 6.5 0.5 0.9 79.3 89.8 86.7 91.2: 13.3 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 : 38: 2 1 2 27 32 30 34:
Old : 38: 2 1 2 27 32 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 36.7 59.9 50.0 31.9 28.7 47.8 40.3
Old : 36.4 36.7 59.9 50.0 31.9 28.7 47.8 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,083,485: 320,137 368,499 337,496 343,739 344,560 1,001,373 1,050,555: 82,112 32,930
Old : 1,083,485: 320,137 368,499 337,496 343,739 344,560 1,001,373 1,050,555: 82,112 32,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -28,285: 6,969 -18,441 -26,398 -9,114 23,321 -28,542 -21,517: 257 -6,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 34.0 31.1 31.7 31.8 92.4 97.0: 7.6 3.0
Old : 100.0: 29.5 34.0 31.1 31.7 31.8 92.4 97.0: 7.6 3.0
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 : 335: 138 104 153 72 66 302 245:
Old : 335: 138 104 153 72 66 302 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 25.2 26.0 38.6 11.2 17.6 17.2 25.4
Old : 16.5 25.2 26.0 38.6 11.2 17.6 17.2 25.4
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, September 27, 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 : 617,591: 41,697 18,918 166,071 403,280 429,545 611,048 614,534: 6,542 3,057
Old : 617,591: 41,697 18,918 166,071 403,280 429,545 611,048 614,534: 6,542 3,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -161,329: -15,999 -22,394 -73,383 -71,700 -64,804 -161,083 -160,582: -247 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.1 26.9 65.3 69.6 98.9 99.5: 1.1 0.5
Old : 100.0: 6.8 3.1 26.9 65.3 69.6 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 48 29 59 57 58 129 122:
Old : 139: 48 29 59 57 58 129 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 28.1 55.6 46.1 13.3 7.5 15.9 12.9
Old : 41.0 28.1 55.6 46.1 13.3 7.5 15.9 12.9
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 311,840: 112,919 125,085 46,192 143,589 132,164 302,700 303,441: 9,140 8,399
Old : 311,840: 112,919 125,085 46,192 143,589 132,164 302,700 303,441: 9,140 8,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 14,437: 7,348 11,756 934 7,234 2,401 15,516 15,090: -1,079 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 40.1 14.8 46.0 42.4 97.1 97.3: 2.9 2.7
Old : 100.0: 36.2 40.1 14.8 46.0 42.4 97.1 97.3: 2.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 15 31 38 38 74 71:
Old : 82: 22 15 31 38 38 74 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 40.9 58.6 54.2 38.7 36.6 47.5 46.0
Old : 43.4 40.9 58.6 54.2 38.7 36.6 47.5 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 146,083: 38,712 32,774 14,745 86,576 94,629 140,033 142,148: 6,050 3,935
Old : 146,083: 38,712 32,774 14,745 86,576 94,629 140,033 142,148: 6,050 3,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 14,779: 10,537 7,240 383 7,768 7,888 18,688 15,511: -3,909 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 22.4 10.1 59.3 64.8 95.9 97.3: 4.1 2.7
Old : 100.0: 26.5 22.4 10.1 59.3 64.8 95.9 97.3: 4.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 18 17 26 31 31 60 63:
Old : 67: 18 17 26 31 31 60 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 44.7 38.9 59.2 19.7 35.5 31.7 47.0
Old : 22.7 44.7 38.9 59.2 19.7 35.5 31.7 47.0
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, September 27, 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 : 1,377,908: 600,124 62,459 99,380 651,223 1,194,875 1,350,727 1,356,714: 27,181 21,194
Old : 1,377,908: 600,124 62,459 99,380 651,223 1,194,875 1,350,727 1,356,714: 27,181 21,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 19,579: 19,713 5,106 5,248 -3,088 9,444 21,873 19,798: -2,294 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 4.5 7.2 47.3 86.7 98.0 98.5: 2.0 1.5
Old : 100.0: 43.6 4.5 7.2 47.3 86.7 98.0 98.5: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 23 12 27 51 49 81 81:
Old : 96: 23 12 27 51 49 81 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 36.8 57.3 60.4 40.2 34.7 49.4 54.8
Old : 45.6 36.8 57.3 60.4 40.2 34.7 49.4 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, September 27, 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 : 319,811: 15,408 60,764 27,447 275,896 225,855 318,751 314,066: 1,060 5,745
Old : 319,811: 15,408 60,764 27,447 275,896 225,855 318,751 314,066: 1,060 5,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 6,998: 587 -450 2,432 6,172 4,977 9,191 6,959: -2,193 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 19.0 8.6 86.3 70.6 99.7 98.2: 0.3 1.8
Old : 100.0: 4.8 19.0 8.6 86.3 70.6 99.7 98.2: 0.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 18 22 36 35 64 62:
Old : 72: 15 18 22 36 35 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 51.0 52.8 65.5 29.7 46.1 44.1 55.8
Old : 33.6 51.0 52.8 65.5 29.7 46.1 44.1 55.8
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, September 27, 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 : 95,850: 35,514 34,454 13,898 45,334 46,816 94,746 95,168: 1,104 682
Old : 95,850: 35,514 34,454 13,898 45,334 46,816 94,746 95,168: 1,104 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,198: -656 1,012 537 1,478 62 1,359 1,611: -161 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 35.9 14.5 47.3 48.8 98.8 99.3: 1.2 0.7
Old : 100.0: 37.1 35.9 14.5 47.3 48.8 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 18 19 27 22 20 53 53:
Old : 60: 18 19 27 22 20 53 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 38.3 59.7 59.9 26.8 26.3 43.3 41.4
Old : 41.4 38.3 59.7 59.9 26.8 26.3 43.3 41.4
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, September 27, 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 : 20,671: 13,921 4,219 3,311 3,003 12,971 20,235 20,501: 436 170
Old : 20,671: 13,921 4,219 3,311 3,003 12,971 20,235 20,501: 436 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 623: 550 380 13 110 200 673 593: -50 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 20.4 16.0 14.5 62.7 97.9 99.2: 2.1 0.8
Old : 100.0: 67.3 20.4 16.0 14.5 62.7 97.9 99.2: 2.1 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 : 36: 16 6 13 13 11 35 24:
Old : 36: 16 6 13 13 11 35 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 : 55.5 57.7 71.4 79.0 50.9 46.7 63.0 64.9
Old : 55.5 57.7 71.4 79.0 50.9 46.7 63.0 64.9
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, September 27, 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 : 9,987: 790 1,700 3,913 5,269 4,367 9,972 9,980: 15 7
Old : 9,987: 790 1,700 3,913 5,269 4,367 9,972 9,980: 15 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 93: -2 -103 85 4 108 88 91: 6 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.0 39.2 52.8 43.7 99.9 99.9: 0.1 0.1
Old : 100.0: 7.9 17.0 39.2 52.8 43.7 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 9 16 13 12 33 30:
Old : 35: 13 9 16 13 12 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 52.6 72.3 75.9 19.2 18.1 23.3 23.5
Old : 46.2 52.6 72.3 75.9 19.2 18.1 23.3 23.5
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, September 27, 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 : 2,539: 122 524 85 1,956 1,657 2,163 2,266: 376 273
Old : 2,539: 122 524 85 1,956 1,657 2,163 2,266: 376 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -19: 20 40 -10 6 -74 16 -44: -35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 20.6 3.3 77.0 65.3 85.2 89.2: 14.8 10.8
Old : 100.0: 4.8 20.6 3.3 77.0 65.3 85.2 89.2: 14.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 3 4 13 12 17 18:
Old : 21: 3 3 4 13 12 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 56.4 68.7 72.5 37.5 40.6 47.4 51.6
Old : 51.7 56.4 68.7 72.5 37.5 40.6 47.4 51.6
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, September 27, 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 : 59,951: 5,200 3,848 7,821 46,658 47,959 59,679 59,627: 272 324
Old : 59,951: 5,200 3,848 7,821 46,658 47,959 59,679 59,627: 272 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 3,120: -351 -45 232 3,260 3,053 3,140 3,240: -20 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.4 13.0 77.8 80.0 99.5 99.5: 0.5 0.5
Old : 100.0: 8.7 6.4 13.0 77.8 80.0 99.5 99.5: 0.5 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 : 98: 13 13 14 54 62 74 83:
Old : 98: 13 13 14 54 62 74 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 : 31.2 31.1 50.1 47.0 14.8 20.8 24.1 26.3
Old : 31.2 31.1 50.1 47.0 14.8 20.8 24.1 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,686: 687 765 136 2,259 2,575 3,082 3,476: 604 210
Old : 3,686: 687 765 136 2,259 2,575 3,082 3,476: 604 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 116: 84 21 -40 70 135 114 116: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.8 3.7 61.3 69.9 83.6 94.3: 16.4 5.7
Old : 100.0: 18.6 20.8 3.7 61.3 69.9 83.6 94.3: 16.4 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 : 44: 5 7 6 21 26 31 35:
Old : 44: 5 7 6 21 26 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 32.4 48.6 53.1 28.9 30.8 44.3 49.5
Old : 30.5 32.4 48.6 53.1 28.9 30.8 44.3 49.5
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, September 27, 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 : 258,220: 18,229 382 4,202 235,696 253,620 258,128 258,205: 92 16
Old : 258,220: 18,229 382 4,202 235,696 253,620 258,128 258,205: 92 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,487: 59 67 -23 1,443 1,436 1,479 1,480: 8 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.1 1.6 91.3 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 7.1 0.1 1.6 91.3 98.2 100.0 100.0: 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 : 30: 1 2 2 22 18 24 21:
Old : 30: 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 : 53.9 79.6 83.3 93.4 26.5 35.5 32.7 37.4
Old : 53.9 79.6 83.3 93.4 26.5 35.5 32.7 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 2,945,107: 388,850 15,860 26,250 2,530,007 2,902,997 2,945,107 2,945,107: 0 0
Old : 2,945,107: 388,850 15,860 26,250 2,530,007 2,902,997 2,945,107 2,945,107: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.5 0.9 85.9 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 13.2 0.5 0.9 85.9 98.6 100.0 100.0: 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 : 26: 1 1 1 18 17 19 19:
Old : 26: 1 1 1 18 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 84.5 82.3 91.9 49.6 60.1 61.0 64.4
Old : 61.0 84.5 82.3 91.9 49.6 60.1 61.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 48,568: 3,825 0 0 44,680 48,568 48,505 48,568: 63 0
Old : 48,568: 3,825 0 0 44,680 48,568 48,505 48,568: 63 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 315: 0 0 0 315 315 315 315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.0 92.0 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 7.9 0.0 0.0 92.0 100.0 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 : 20: 1 0 0 16 13 17 13:
Old : 20: 1 0 0 16 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 63.1 82.5 90.0 24.1 33.4 32.4 36.8
Old : 56.7 63.1 82.5 90.0 24.1 33.4 32.4 36.8
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, September 27, 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 : 999,658: 0 0 0 999,658 999,658 999,658 999,658: 0 0
Old : 999,658: 0 0 0 999,658 999,658 999,658 999,658: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 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 : 62.4 77.8 84.0 96.4 39.7 61.2 55.8 64.0
Old : 62.4 77.8 84.0 96.4 39.7 61.2 55.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 11,328: 640 0 0 10,656 11,328 11,296 11,328: 32 0
Old : 11,328: 640 0 0 10,656 11,328 11,296 11,328: 32 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -31,152: -1,760 0 0 -29,304 -31,152 -31,064 -31,152: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 94.1 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 5.6 0.0 0.0 94.1 100.0 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 : 21: 1 0 0 12 9 13 9:
Old : 21: 1 0 0 12 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 87.9 91.2 98.3 74.0 87.9 91.2 97.2
Old : 74.0 87.9 91.2 98.3 74.0 87.9 91.2 97.2
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 27,225: 0 868 277 26,943 25,407 27,220 26,552: 5 673
Old : 27,225: 0 868 277 26,943 25,407 27,220 26,552: 5 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,065: -13 12 187 891 866 1,065 1,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.0 99.0 93.3 100.0 97.5: 0.0 2.5
Old : 100.0: 0.0 3.2 1.0 99.0 93.3 100.0 97.5: 0.0 2.5
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 : 44: 0 5 3 25 33 28 39:
Old : 44: 0 5 3 25 33 28 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 : 62.4 44.0 80.2 66.8 56.9 34.4 67.4 54.8
Old : 62.4 44.0 80.2 66.8 56.9 34.4 67.4 54.8
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, September 27, 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 : 140,675: 7,129 2,145 4,360 128,269 133,361 139,758 139,866: 917 809
Old : 140,675: 7,129 2,145 4,360 128,269 133,361 139,758 139,866: 917 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,031: -150 78 193 4,045 3,617 4,088 3,888: -57 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.5 3.1 91.2 94.8 99.3 99.4: 0.7 0.6
Old : 100.0: 5.1 1.5 3.1 91.2 94.8 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 10 12 14 59 62 79 78:
Old : 89: 10 12 14 59 62 79 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 37.5 61.3 59.8 26.4 29.9 36.7 38.7
Old : 37.9 37.5 61.3 59.8 26.4 29.9 36.7 38.7
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, September 27, 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 : 97,371: 12,924 9,152 1 84,297 87,133 97,222 96,286: 149 1,085
Old : 97,371: 12,924 9,152 1 84,297 87,133 97,222 96,286: 149 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 950: -1,008 315 0 1,963 625 955 940: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.4 0.0 86.6 89.5 99.8 98.9: 0.2 1.1
Old : 100.0: 13.3 9.4 0.0 86.6 89.5 99.8 98.9: 0.2 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 : 42: 4 6 1 26 31 31 37:
Old : 42: 4 6 1 26 31 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 53.6 78.7 72.6 26.3 21.9 34.7 30.8
Old : 54.7 53.6 78.7 72.6 26.3 21.9 34.7 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 35,402: 2,176 1,785 189 32,784 32,968 35,149 34,942: 253 460
Old : 35,402: 2,176 1,785 189 32,784 32,968 35,149 34,942: 253 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -752: 227 117 -73 -923 -856 -769 -812: 17 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.0 0.5 92.6 93.1 99.3 98.7: 0.7 1.3
Old : 100.0: 6.1 5.0 0.5 92.6 93.1 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 8 2 3 35 39 44 43:
Old : 55: 8 2 3 35 39 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 44.3 64.6 60.3 36.9 35.7 46.9 46.9
Old : 49.8 44.3 64.6 60.3 36.9 35.7 46.9 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 18,822: 2,844 1,836 909 14,744 15,655 18,497 18,400: 325 422
Old : 18,822: 2,844 1,836 909 14,744 15,655 18,497 18,400: 325 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 616: 110 -2 275 215 333 600 606: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.8 4.8 78.3 83.2 98.3 97.8: 1.7 2.2
Old : 100.0: 15.1 9.8 4.8 78.3 83.2 98.3 97.8: 1.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 2 3 32 25 37 29:
Old : 43: 4 2 3 32 25 37 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 : 54.7 55.9 71.4 72.8 45.5 38.2 53.9 51.3
Old : 54.7 55.9 71.4 72.8 45.5 38.2 53.9 51.3
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, September 27, 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 : 16,585: 573 208 135 14,643 15,875 15,351 16,218: 1,234 367
Old : 16,585: 573 208 135 14,643 15,875 15,351 16,218: 1,234 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 597: -25 0 0 637 582 612 582: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.3 0.8 88.3 95.7 92.6 97.8: 7.4 2.2
Old : 100.0: 3.5 1.3 0.8 88.3 95.7 92.6 97.8: 7.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 3 27 19 32 23:
Old : 37: 3 3 3 27 19 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 : 51.3 49.8 67.9 79.4 26.7 45.6 36.9 53.7
Old : 51.3 49.8 67.9 79.4 26.7 45.6 36.9 53.7
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, September 27, 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 : 2,569,305: 547,018 216,907 909,871 995,933 1,334,030 2,452,822 2,460,808: 116,483 108,497
Old : 2,569,305: 547,018 216,907 909,871 995,933 1,334,030 2,452,822 2,460,808: 116,483 108,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 51,925: 13,370 -1,850 24,605 15,106 27,494 53,081 50,250: -1,157 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.4 35.4 38.8 51.9 95.5 95.8: 4.5 4.2
Old : 100.0: 21.3 8.4 35.4 38.8 51.9 95.5 95.8: 4.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 170 139 229 103 124 391 389:
Old : 452: 170 139 229 103 124 391 389:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 11.5 22.0 19.9 11.1 6.1 16.4 11.1
Old : 12.2 11.5 22.0 19.9 11.1 6.1 16.4 11.1
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, September 27, 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 : 228,882: 96,413 44,154 54,104 75,510 128,775 226,026 227,033: 2,855 1,849
Old : 228,882: 96,413 44,154 54,104 75,510 128,775 226,026 227,033: 2,855 1,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -5,504: -3,128 -3,734 -1,677 -650 -91 -5,456 -5,502: -49 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 19.3 23.6 33.0 56.3 98.8 99.2: 1.2 0.8
Old : 100.0: 42.1 19.3 23.6 33.0 56.3 98.8 99.2: 1.2 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 : 27: 4 4 5 16 18 23 24:
Old : 27: 4 4 5 16 18 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 64.2 83.4 79.2 47.3 41.3 51.9 48.6
Old : 68.8 64.2 83.4 79.2 47.3 41.3 51.9 48.6
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, September 27, 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 : 118,888: 62,699 14,895 1,920 31,651 60,133 96,270 76,948: 22,618 41,940
Old : 118,888: 62,699 14,895 1,920 31,651 60,133 96,270 76,948: 22,618 41,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,033: 1,037 997 488 594 125 2,119 1,610: 1,914 2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 12.5 1.6 26.6 50.6 81.0 64.7: 19.0 35.3
Old : 100.0: 52.7 12.5 1.6 26.6 50.6 81.0 64.7: 19.0 35.3
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 : 25: 7 4 4 10 13 17 21:
Old : 25: 7 4 4 10 13 17 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 : 67.9 33.6 77.1 52.7 67.6 32.8 76.0 51.3
Old : 67.9 33.6 77.1 52.7 67.6 32.8 76.0 51.3
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,728: 1,717 389 1,226 6,027 7,742 8,970 9,357: 1,757 1,371
Old : 10,728: 1,717 389 1,226 6,027 7,742 8,970 9,357: 1,757 1,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -290: -125 -56 -83 -85 -146 -293 -285: 4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 3.6 11.4 56.2 72.2 83.6 87.2: 16.4 12.8
Old : 100.0: 16.0 3.6 11.4 56.2 72.2 83.6 87.2: 16.4 12.8
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 3 5 10 11 19 16:
Old : 20: 6 3 5 10 11 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 : 50.0 63.8 68.6 81.9 14.6 22.7 22.8 26.6
Old : 50.0 63.8 68.6 81.9 14.6 22.7 22.8 26.6
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, September 27, 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 : 93,029: 22,704 1,711 10,925 54,392 70,354 88,022 82,990: 5,007 10,039
Old : 93,029: 22,704 1,711 10,925 54,392 70,354 88,022 82,990: 5,007 10,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,245: 892 -5 -50 1,215 2,342 2,057 2,288: 189 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.8 11.7 58.5 75.6 94.6 89.2: 5.4 10.8
Old : 100.0: 24.4 1.8 11.7 58.5 75.6 94.6 89.2: 5.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 1 8 21 21 29 29:
Old : 29: 7 1 8 21 21 29 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 : 40.4 39.2 58.5 59.8 28.8 27.6 37.6 36.7
Old : 40.4 39.2 58.5 59.8 28.8 27.6 37.6 36.7
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, September 27, 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 : 159,874: 16,937 49,280 59,600 76,605 42,188 153,142 151,067: 6,733 8,808
Old : 159,874: 16,937 49,280 59,600 76,605 42,188 153,142 151,067: 6,733 8,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -3,224: 2,692 -3,386 -493 -5,165 713 -2,966 -3,166: -259 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 30.8 37.3 47.9 26.4 95.8 94.5: 4.2 5.5
Old : 100.0: 10.6 30.8 37.3 47.9 26.4 95.8 94.5: 4.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 17 28 20 22 52 52:
Old : 58: 15 17 28 20 22 52 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 39.3 42.5 56.8 19.5 29.4 28.4 35.5
Old : 27.9 39.3 42.5 56.8 19.5 29.4 28.4 35.5
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, September 27, 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 : 107,449: 51,614 10,238 35,457 19,563 60,217 106,634 105,913: 815 1,536
Old : 107,449: 51,614 10,238 35,457 19,563 60,217 106,634 105,913: 815 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -7,030: -1,492 -374 -3,557 -1,869 -3,343 -6,917 -7,274: -112 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 9.5 33.0 18.2 56.0 99.2 98.6: 0.8 1.4
Old : 100.0: 48.0 9.5 33.0 18.2 56.0 99.2 98.6: 0.8 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 : 22: 1 8 8 9 11 17 20:
Old : 22: 1 8 8 9 11 17 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 : 83.6 65.7 93.9 83.4 56.3 43.3 56.4 51.6
Old : 83.6 65.7 93.9 83.4 56.3 43.3 56.4 51.6
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, September 27, 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 : 11,683: 120 0 0 11,533 11,683 11,653 11,683: 30 0
Old : 11,683: 120 0 0 11,533 11,683 11,653 11,683: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -107: 0 0 0 -107 -107 -107 -107: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 98.7 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 1.0 0.0 0.0 98.7 100.0 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 17 19 18 19:
Old : 31: 1 0 0 17 19 18 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 : 63.5 55.7 86.7 79.8 60.4 50.3 81.3 73.2
Old : 63.5 55.7 86.7 79.8 60.4 50.3 81.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 26,810: 19,505 6,101 790 4,137 18,689 24,432 25,580: 2,378 1,230
Old : 26,810: 19,505 6,101 790 4,137 18,689 24,432 25,580: 2,378 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,347: 1,071 -24 47 222 1,082 1,340 1,105: 7 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 22.8 2.9 15.4 69.7 91.1 95.4: 8.9 4.6
Old : 100.0: 72.8 22.8 2.9 15.4 69.7 91.1 95.4: 8.9 4.6
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 : 169: 82 35 17 26 36 116 81:
Old : 169: 82 35 17 26 36 116 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 31.6 38.9 48.1 24.5 31.1 38.8 47.2
Old : 24.5 31.6 38.9 48.1 24.5 31.1 38.8 47.2
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, September 27, 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 : 72,445: 51,094 14,179 3,623 9,817 51,656 64,533 69,458: 7,911 2,987
Old : 72,445: 51,094 14,179 3,623 9,817 51,656 64,533 69,458: 7,911 2,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -5,163: -573 -121 -2,043 -2,868 -2,804 -5,484 -4,968: 321 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 19.6 5.0 13.6 71.3 89.1 95.9: 10.9 4.1
Old : 100.0: 70.5 19.6 5.0 13.6 71.3 89.1 95.9: 10.9 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 : 244: 137 48 34 29 41 189 104:
Old : 244: 137 48 34 29 41 189 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 33.1 25.6 47.4 14.3 32.3 25.3 46.2
Old : 14.5 33.1 25.6 47.4 14.3 32.3 25.3 46.2
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, September 27, 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 : 393,424: 118,970 55,151 76,825 177,412 242,373 373,207 374,349: 20,217 19,074
Old : 393,424: 118,970 55,151 76,825 177,412 242,373 373,207 374,349: 20,217 19,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -18,347: 661 -3,041 -4,745 -14,434 -9,289 -18,517 -17,074: 170 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 14.0 19.5 45.1 61.6 94.9 95.2: 5.1 4.8
Old : 100.0: 30.2 14.0 19.5 45.1 61.6 94.9 95.2: 5.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 95 53 74 91 107 218 205:
Old : 268: 95 53 74 91 107 218 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 15.2 27.8 26.0 15.7 9.8 22.4 15.2
Old : 19.0 15.2 27.8 26.0 15.7 9.8 22.4 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 14,376: 2,955 1,980 13 8,730 9,512 11,698 11,505: 2,678 2,871
Old : 14,376: 2,955 1,980 13 8,730 9,512 11,698 11,505: 2,678 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 283: -100 418 -6 514 -450 408 -38: -125 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.8 0.1 60.7 66.2 81.4 80.0: 18.6 20.0
Old : 100.0: 20.6 13.8 0.1 60.7 66.2 81.4 80.0: 18.6 20.0
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: 3 3 2 12 12 17 15:
Old : 22: 3 3 2 12 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 58.8 69.7 72.0 46.6 58.0 63.7 70.1
Old : 48.2 58.8 69.7 72.0 46.6 58.0 63.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 10,218: 872 795 1,470 6,993 6,526 9,335 8,791: 883 1,427
Old : 10,218: 872 795 1,470 6,993 6,526 9,335 8,791: 883 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 273: -105 25 100 248 48 243 173: 30 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.8 14.4 68.4 63.9 91.4 86.0: 8.6 14.0
Old : 100.0: 8.5 7.8 14.4 68.4 63.9 91.4 86.0: 8.6 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 5 14 14 20 20:
Old : 22: 4 2 5 14 14 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 : 46.1 34.0 64.2 54.1 21.8 15.9 30.1 23.6
Old : 46.1 34.0 64.2 54.1 21.8 15.9 30.1 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 19,215: 0 597 365 17,265 17,162 17,630 18,124: 1,585 1,091
Old : 19,215: 0 597 365 17,265 17,162 17,630 18,124: 1,585 1,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 50: 0 50 0 -355 -250 -355 -200: 405 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 1.9 89.9 89.3 91.8 94.3: 8.2 5.7
Old : 100.0: 0.0 3.1 1.9 89.9 89.3 91.8 94.3: 8.2 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 : 24: 0 2 2 14 18 16 20:
Old : 24: 0 2 2 14 18 16 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 : 68.2 51.7 84.2 74.2 52.2 45.6 64.1 59.4
Old : 68.2 51.7 84.2 74.2 52.2 45.6 64.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 18,952: 7,363 17,229 804 10,729 763 18,896 18,796: 56 156
Old : 18,952: 7,363 17,229 804 10,729 763 18,896 18,796: 56 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -60: 45 -5 -100 -5 50 -60 -55: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 90.9 4.2 56.6 4.0 99.7 99.2: 0.3 0.8
Old : 100.0: 38.9 90.9 4.2 56.6 4.0 99.7 99.2: 0.3 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 : 25: 8 6 4 9 6 19 14:
Old : 25: 8 6 4 9 6 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 89.3 89.4 97.0 74.9 88.5 88.1 93.6
Old : 74.9 89.3 89.4 97.0 74.9 88.5 88.1 93.6
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, September 27, 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 : 21,517: 8,330 9,734 6,061 6,666 5,247 21,057 21,042: 460 475
Old : 21,517: 8,330 9,734 6,061 6,666 5,247 21,057 21,042: 460 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 432: 250 200 6 130 280 386 486: 46 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 45.2 28.2 31.0 24.4 97.9 97.8: 2.1 2.2
Old : 100.0: 38.7 45.2 28.2 31.0 24.4 97.9 97.8: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 21 18 26 14 14 46 47:
Old : 54: 21 18 26 14 14 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 39.2 40.4 55.2 21.1 32.8 32.3 41.1
Old : 25.3 39.2 40.4 55.2 21.1 32.8 32.3 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 9,402: 2,095 1,312 5,527 1,760 2,542 9,382 9,382: 20 20
Old : 9,402: 2,095 1,312 5,527 1,760 2,542 9,382 9,382: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -439: 135 43 -322 -251 -160 -438 -439: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.0 58.8 18.7 27.0 99.8 99.8: 0.2 0.2
Old : 100.0: 22.3 14.0 58.8 18.7 27.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 11 15 9 7 25 23:
Old : 26: 6 11 15 9 7 25 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 : 74.2 59.5 87.8 85.0 25.1 22.6 30.7 29.0
Old : 74.2 59.5 87.8 85.0 25.1 22.6 30.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 39,850: 2,594 574 176 36,664 39,079 39,434 39,829: 416 21
Old : 39,850: 2,594 574 176 36,664 39,079 39,434 39,829: 416 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 917: -40 149 -10 937 823 887 962: 30 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.4 0.4 92.0 98.1 99.0 99.9: 1.0 0.1
Old : 100.0: 6.5 1.4 0.4 92.0 98.1 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 2 27 21 31 25:
Old : 39: 4 2 2 27 21 31 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 : 45.7 63.2 67.9 84.4 35.3 59.2 57.1 71.9
Old : 45.7 63.2 67.9 84.4 35.3 59.2 57.1 71.9
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, September 27, 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 : 2,895: 0 350 350 2,545 2,075 2,895 2,775: 0 120
Old : 2,895: 0 350 350 2,545 2,075 2,895 2,775: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 12.1 87.9 71.7 100.0 95.9: 0.0 4.1
Old : 100.0: 0.0 12.1 12.1 87.9 71.7 100.0 95.9: 0.0 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 : 22: 0 4 3 14 11 17 16:
Old : 22: 0 4 3 14 11 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 51.8 75.8 75.1 32.6 27.6 42.1 38.0
Old : 53.4 51.8 75.8 75.1 32.6 27.6 42.1 38.0
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, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,740: 1,503 1,467 0 4,203 4,273 5,706 5,740: 34 0
Old : 5,740: 1,503 1,467 0 4,203 4,273 5,706 5,740: 34 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 25.6 0.0 73.2 74.4 99.4 100.0: 0.6 0.0
Old : 100.0: 26.2 25.6 0.0 73.2 74.4 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 : 21: 4 3 0 10 9 14 12:
Old : 21: 4 3 0 10 9 14 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 : 66.4 77.2 89.1 95.0 59.1 61.3 75.7 78.2
Old : 66.4 77.2 89.1 95.0 59.1 61.3 75.7 78.2
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, September 27, 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 : 20,283: 1,537 6,267 1,056 16,970 12,838 19,563 20,161: 720 122
Old : 20,283: 1,537 6,267 1,056 16,970 12,838 19,563 20,161: 720 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 44: 45 -568 156 -170 456 31 44: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 30.9 5.2 83.7 63.3 96.5 99.4: 3.5 0.6
Old : 100.0: 7.6 30.9 5.2 83.7 63.3 96.5 99.4: 3.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 6 9 30 23 40 35:
Old : 45: 7 6 9 30 23 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 44.2 52.2 64.2 25.3 34.3 33.6 47.6
Old : 33.4 44.2 52.2 64.2 25.3 34.3 33.6 47.6
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, September 27, 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 : 4,761: 202 2,817 85 3,551 1,350 3,838 4,252: 923 509
Old : 4,761: 202 2,817 85 3,551 1,350 3,838 4,252: 923 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 180: 55 61 10 136 125 201 196: -21 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 59.2 1.8 74.6 28.4 80.6 89.3: 19.4 10.7
Old : 100.0: 4.2 59.2 1.8 74.6 28.4 80.6 89.3: 19.4 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 5 3 19 17 23 23:
Old : 26: 2 5 3 19 17 23 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 : 38.1 65.2 56.2 76.5 29.6 61.3 44.7 67.2
Old : 38.1 65.2 56.2 76.5 29.6 61.3 44.7 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 3,344: 413 516 216 2,475 2,460 3,104 3,192: 240 152
Old : 3,344: 413 516 216 2,475 2,460 3,104 3,192: 240 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 130: 0 0 0 130 130 130 130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.4 6.5 74.0 73.6 92.8 95.5: 7.2 4.5
Old : 100.0: 12.4 15.4 6.5 74.0 73.6 92.8 95.5: 7.2 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 : 23: 2 3 3 12 16 16 20:
Old : 23: 2 3 3 12 16 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 55.4 77.8 74.8 34.9 35.9 47.6 44.9
Old : 56.5 55.4 77.8 74.8 34.9 35.9 47.6 44.9
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, September 27, 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 : 8,177: 1,128 2,432 280 6,496 5,445 7,904 8,157: 273 20
Old : 8,177: 1,128 2,432 280 6,496 5,445 7,904 8,157: 273 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 239: 129 17 136 25 149 290 302: -51 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 29.7 3.4 79.4 66.6 96.7 99.8: 3.3 0.2
Old : 100.0: 13.8 29.7 3.4 79.4 66.6 96.7 99.8: 3.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 13 6 28 27 37 41:
Old : 50: 4 13 6 28 27 37 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 : 48.6 37.8 67.7 55.0 44.3 37.7 59.3 53.3
Old : 48.6 37.8 67.7 55.0 44.3 37.7 59.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,180: 270 220 140 545 545 955 905: 225 275
Old : 1,180: 270 220 140 545 545 955 905: 225 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 120: 100 70 -20 50 60 130 110: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 18.6 11.9 46.2 46.2 80.9 76.7: 19.1 23.3
Old : 100.0: 22.9 18.6 11.9 46.2 46.2 80.9 76.7: 19.1 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 4 12 13 18 19:
Old : 22: 4 3 4 12 13 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 28.8 59.7 50.8 37.3 28.0 46.6 40.7
Old : 42.8 28.8 59.7 50.8 37.3 28.0 46.6 40.7
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, September 27, 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 : 23,604: 2,350 7,554 1,145 14,922 11,258 18,417 19,957: 5,187 3,647
Old : 23,604: 2,350 7,554 1,145 14,922 11,258 18,417 19,957: 5,187 3,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 415: -23 -22 214 -4 0 187 192: 228 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 32.0 4.9 63.2 47.7 78.0 84.5: 22.0 15.5
Old : 100.0: 10.0 32.0 4.9 63.2 47.7 78.0 84.5: 22.0 15.5
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 : 26: 2 3 3 17 19 20 24:
Old : 26: 2 3 3 17 19 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 47.0 58.8 64.1 34.2 40.7 49.7 52.6
Old : 37.8 47.0 58.8 64.1 34.2 40.7 49.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016