GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,991: 7,154 675 1,716 35,031 41,561 43,901 43,952: 90 39
Old : 43,991: 7,154 675 1,716 35,031 41,561 43,901 43,952: 90 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,296: 505 110 130 1,642 2,037 2,277 2,277: 19 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.5 3.9 79.6 94.5 99.8 99.9: 0.2 0.1
Old : 100.0: 16.3 1.5 3.9 79.6 94.5 99.8 99.9: 0.2 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 : 59: 10 2 9 36 42 48 52:
Old : 59: 10 2 9 36 42 48 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 : 35.6 40.5 58.1 61.5 18.4 16.3 27.6 23.7
Old : 35.6 40.5 58.1 61.5 18.4 16.3 27.6 23.7
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,042: 587 219 671 7,165 7,708 8,423 8,598: 619 444
Old : 9,042: 587 219 671 7,165 7,708 8,423 8,598: 619 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 318: 7 4 12 300 286 319 302: -1 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.4 7.4 79.2 85.2 93.2 95.1: 6.8 4.9
Old : 100.0: 6.5 2.4 7.4 79.2 85.2 93.2 95.1: 6.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 5 10 29 29 39 41:
Old : 43: 6 5 10 29 29 39 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 36.2 55.3 55.2 12.7 15.2 18.2 20.2
Old : 38.1 36.2 55.3 55.2 12.7 15.2 18.2 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,159: 1,257 100 214 9,352 10,393 10,823 10,707: 336 452
Old : 11,159: 1,257 100 214 9,352 10,393 10,823 10,707: 336 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 383: 70 -45 -2 447 409 515 362: -132 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.9 1.9 83.8 93.1 97.0 95.9: 3.0 4.1
Old : 100.0: 11.3 0.9 1.9 83.8 93.1 97.0 95.9: 3.0 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 : 45: 7 1 6 31 36 38 43:
Old : 45: 7 1 6 31 36 38 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 : 32.6 39.4 57.3 55.4 19.3 23.9 27.8 30.0
Old : 32.6 39.4 57.3 55.4 19.3 23.9 27.8 30.0
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 5,521: 85 1,723 212 4,731 3,033 5,028 4,968: 493 553
Old : 5,521: 85 1,723 212 4,731 3,033 5,028 4,968: 493 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 348: 0 -71 2 376 416 378 347: -30 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 31.2 3.8 85.7 54.9 91.1 90.0: 8.9 10.0
Old : 100.0: 1.5 31.2 3.8 85.7 54.9 91.1 90.0: 8.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 6 4 19 18 24 24:
Old : 32: 1 6 4 19 18 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 42.4 65.8 63.4 46.3 41.8 59.0 57.2
Old : 48.1 42.4 65.8 63.4 46.3 41.8 59.0 57.2
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,068: 75 3,250 452 15,524 12,336 16,051 16,038: 17 30
Old : 16,068: 75 3,250 452 15,524 12,336 16,051 16,038: 17 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,016: 0 1,905 -120 1,136 -769 1,016 1,016: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 20.2 2.8 96.6 76.8 99.9 99.8: 0.1 0.2
Old : 100.0: 0.5 20.2 2.8 96.6 76.8 99.9 99.8: 0.1 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 : 37: 1 5 3 20 24 24 29:
Old : 37: 1 5 3 20 24 24 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 : 50.8 44.2 73.6 71.3 36.6 31.8 50.5 48.3
Old : 50.8 44.2 73.6 71.3 36.6 31.8 50.5 48.3
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,026: 1,208 3,140 137 5,750 4,515 7,095 7,792: 931 234
Old : 8,026: 1,208 3,140 137 5,750 4,515 7,095 7,792: 931 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 327: -50 223 55 287 49 292 327: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 39.1 1.7 71.6 56.3 88.4 97.1: 11.6 2.9
Old : 100.0: 15.1 39.1 1.7 71.6 56.3 88.4 97.1: 11.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 5 4 29 26 40 33:
Old : 52: 9 5 4 29 26 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 48.5 52.0 69.4 35.1 48.5 51.2 67.8
Old : 35.7 48.5 52.0 69.4 35.1 48.5 51.2 67.8
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tons :
: : :
All : 5,917: 685 624 67 4,600 4,888 5,352 5,579: 565 338
Old : 5,917: 685 624 67 4,600 4,888 5,352 5,579: 565 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 210: 0 170 -61 238 198 177 307: 33 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.5 1.1 77.7 82.6 90.5 94.3: 9.5 5.7
Old : 100.0: 11.6 10.5 1.1 77.7 82.6 90.5 94.3: 9.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 6 3 15 16 20 23:
Old : 27: 3 6 3 15 16 20 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 : 52.1 61.5 72.8 77.4 29.0 44.1 43.9 52.6
Old : 52.1 61.5 72.8 77.4 29.0 44.1 43.9 52.6
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 467,072: 125,479 70,567 96,733 188,292 272,779 410,504 440,079: 56,568 26,993
Old : 467,072: 125,479 70,567 96,733 188,292 272,779 410,504 440,079: 56,568 26,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,430: 3,148 -2,036 6,064 -4,651 2,988 4,561 7,016: -3,130 -5,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.1 20.7 40.3 58.4 87.9 94.2: 12.1 5.8
Old : 100.0: 26.9 15.1 20.7 40.3 58.4 87.9 94.2: 12.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 73 34 72 82 97 188 178:
Old : 219: 73 34 72 82 97 188 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.5 20.3 28.8 11.8 14.6 17.7 21.3
Old : 12.2 19.5 20.3 28.8 11.8 14.6 17.7 21.3
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,459: 1,955 0 175 43,048 47,989 45,178 48,164: 9,281 6,295
Old : 54,459: 1,955 0 175 43,048 47,989 45,178 48,164: 9,281 6,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 6,590: -25 0 25 7,022 5,967 7,022 5,992: -432 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.3 79.0 88.1 83.0 88.4: 17.0 11.6
Old : 100.0: 3.6 0.0 0.3 79.0 88.1 83.0 88.4: 17.0 11.6
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: 1 0 1 22 22 23 23:
Old : 28: 1 0 1 22 22 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 : 40.9 61.9 58.7 77.8 31.2 48.4 44.6 56.9
Old : 40.9 61.9 58.7 77.8 31.2 48.4 44.6 56.9
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,400,297: 377,364 481,260 456,474 499,130 417,600 1,332,968 1,355,334: 67,328 44,963
Old : 1,400,297: 377,364 481,260 456,474 499,130 417,600 1,332,968 1,355,334: 67,328 44,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 25,739: 2,551 34,308 -14,196 35,685 3,900 24,039 24,012: 1,700 1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 34.4 32.6 35.6 29.8 95.2 96.8: 4.8 3.2
Old : 100.0: 26.9 34.4 32.6 35.6 29.8 95.2 96.8: 4.8 3.2
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 : 360: 136 118 155 82 72 293 286:
Old : 360: 136 118 155 82 72 293 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 23.3 36.7 35.5 14.0 18.7 18.2 24.3
Old : 25.1 23.3 36.7 35.5 14.0 18.7 18.2 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 496,345: 71,438 36,461 159,755 257,988 296,889 489,182 493,105: 7,163 3,240
Old : 496,345: 71,438 36,461 159,755 257,988 296,889 489,182 493,105: 7,163 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -47,037: -7,488 -10,217 -15,936 -23,791 -20,123 -47,215 -46,276: 178 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.3 32.2 52.0 59.8 98.6 99.3: 1.4 0.7
Old : 100.0: 14.4 7.3 32.2 52.0 59.8 98.6 99.3: 1.4 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 : 142: 49 32 65 57 55 132 126:
Old : 142: 49 32 65 57 55 132 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 23.3 44.7 41.5 15.1 10.3 18.1 14.8
Old : 31.3 23.3 44.7 41.5 15.1 10.3 18.1 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 399,596: 228,107 183,938 35,104 120,332 164,672 383,543 383,714: 16,053 15,882
Old : 399,596: 228,107 183,938 35,104 120,332 164,672 383,543 383,714: 16,053 15,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -24,290: -18,009 -5,131 -6,594 -2,622 -16,617 -27,225 -28,343: 2,936 4,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 46.0 8.8 30.1 41.2 96.0 96.0: 4.0 4.0
Old : 100.0: 57.1 46.0 8.8 30.1 41.2 96.0 96.0: 4.0 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 : 70: 17 14 25 34 36 63 64:
Old : 70: 17 14 25 34 36 63 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 53.0 65.3 66.0 50.5 50.2 57.2 59.1
Old : 53.6 53.0 65.3 66.0 50.5 50.2 57.2 59.1
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,730: 22,409 32,527 19,883 68,518 60,369 110,810 112,779: 6,920 4,951
Old : 117,730: 22,409 32,527 19,883 68,518 60,369 110,810 112,779: 6,920 4,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -8,144: -4,049 -3,688 -3,269 -51 -153 -7,369 -7,110: -775 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 27.6 16.9 58.2 51.3 94.1 95.8: 5.9 4.2
Old : 100.0: 19.0 27.6 16.9 58.2 51.3 94.1 95.8: 5.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 16 18 25 27 47 52:
Old : 56: 13 16 18 25 27 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 : 33.4 48.2 54.8 59.4 28.8 38.7 42.3 46.9
Old : 33.4 48.2 54.8 59.4 28.8 38.7 42.3 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,519: 11,073 13,129 28,569 7,649 5,614 47,290 47,311: 229 208
Old : 47,519: 11,073 13,129 28,569 7,649 5,614 47,290 47,311: 229 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -404: 117 -264 -1,649 1,077 1,492 -455 -421: 51 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 27.6 60.1 16.1 11.8 99.5 99.6: 0.5 0.4
Old : 100.0: 23.3 27.6 60.1 16.1 11.8 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 11 14 8 7 23 24:
Old : 26: 7 11 14 8 7 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 : 65.6 60.6 87.4 82.3 24.2 21.4 28.5 27.6
Old : 65.6 60.6 87.4 82.3 24.2 21.4 28.5 27.6
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,195,183: 593,638 11,230 67,025 508,054 1,105,927 1,168,717 1,184,182: 26,466 11,001
Old : 1,195,183: 593,638 11,230 67,025 508,054 1,105,927 1,168,717 1,184,182: 26,466 11,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -45,423: -34,779 -6,094 0 -11,844 -38,546 -46,623 -44,640: 1,200 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 0.9 5.6 42.5 92.5 97.8 99.1: 2.2 0.9
Old : 100.0: 49.7 0.9 5.6 42.5 92.5 97.8 99.1: 2.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 19 7 18 47 46 72 66:
Old : 83: 19 7 18 47 46 72 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 45.5 67.3 66.3 50.1 43.7 61.3 60.0
Old : 53.2 45.5 67.3 66.3 50.1 43.7 61.3 60.0
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 194,330: 6,449 41,445 23,741 159,818 121,021 190,008 186,207: 4,322 8,123
Old : 194,330: 6,449 41,445 23,741 159,818 121,021 190,008 186,207: 4,322 8,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -19,707: -26 -2,986 -5,233 -14,891 -14,748 -20,150 -22,967: 443 3,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 21.3 12.2 82.2 62.3 97.8 95.8: 2.2 4.2
Old : 100.0: 3.3 21.3 12.2 82.2 62.3 97.8 95.8: 2.2 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 : 55: 5 17 18 28 28 48 48:
Old : 55: 5 17 18 28 28 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 58.2 51.6 71.0 27.8 51.6 48.9 58.7
Old : 29.4 58.2 51.6 71.0 27.8 51.6 48.9 58.7
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,296: 17,915 9,923 9,041 20,122 28,771 47,078 47,735: 1,218 561
Old : 48,296: 17,915 9,923 9,041 20,122 28,771 47,078 47,735: 1,218 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -5,821: 249 -2,209 -583 -5,515 -2,818 -5,849 -5,610: 28 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 20.5 18.7 41.7 59.6 97.5 98.8: 2.5 1.2
Old : 100.0: 37.1 20.5 18.7 41.7 59.6 97.5 98.8: 2.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 14 15 16 18 18 42 39:
Old : 50: 14 15 16 18 18 42 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 : 43.2 55.8 69.5 71.5 35.9 40.9 50.4 51.1
Old : 43.2 55.8 69.5 71.5 35.9 40.9 50.4 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,626: 3,809 368 559 948 4,368 5,316 5,295: 310 331
Old : 5,626: 3,809 368 559 948 4,368 5,316 5,295: 310 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,982: -980 -75 60 -852 -1,965 -1,772 -1,980: -210 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 6.5 9.9 16.9 77.6 94.5 94.1: 5.5 5.9
Old : 100.0: 67.7 6.5 9.9 16.9 77.6 94.5 94.1: 5.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 2 7 6 9 20 16:
Old : 26: 12 2 7 6 9 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 60.9 72.6 81.8 55.2 60.6 67.5 76.0
Old : 55.2 60.9 72.6 81.8 55.2 60.6 67.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,957: 407 196 568 968 1,186 1,943 1,950: 14 7
Old : 1,957: 407 196 568 968 1,186 1,943 1,950: 14 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 126: 49 33 -10 85 103 124 126: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.0 29.0 49.5 60.6 99.3 99.7: 0.7 0.3
Old : 100.0: 20.8 10.0 29.0 49.5 60.6 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 9 9 12 19 22:
Old : 23: 5 6 9 9 12 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 56.5 85.8 79.8 40.9 40.0 46.1 44.3
Old : 62.6 56.5 85.8 79.8 40.9 40.0 46.1 44.3
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 CUBIC METERS) :
: : :
All : 6,323: 180 97 170 5,677 5,700 6,027 5,967: 296 356
Old : 6,323: 180 97 170 5,677 5,700 6,027 5,967: 296 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 216: 100 -75 5 34 204 139 134: 77 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.5 2.7 89.8 90.1 95.3 94.4: 4.7 5.6
Old : 100.0: 2.8 1.5 2.7 89.8 90.1 95.3 94.4: 4.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 16 17 19 19:
Old : 22: 2 1 2 16 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 : 42.0 39.4 63.9 63.8 28.3 22.2 33.6 30.3
Old : 42.0 39.4 63.9 63.8 28.3 22.2 33.6 30.3
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,835: 8,295 1,966 6,460 39,842 46,097 54,597 54,523: 238 312
Old : 54,835: 8,295 1,966 6,460 39,842 46,097 54,597 54,523: 238 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 6,424: 1,342 482 254 4,723 5,640 6,319 6,375: 106 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.6 11.8 72.7 84.1 99.6 99.4: 0.4 0.6
Old : 100.0: 15.1 3.6 11.8 72.7 84.1 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 19 10 17 53 59 79 81:
Old : 104: 19 10 17 53 59 79 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 : 24.3 38.0 40.4 51.0 13.9 20.6 19.8 26.7
Old : 24.3 38.0 40.4 51.0 13.9 20.6 19.8 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,667: 661 85 250 1,195 1,706 2,106 2,041: 561 626
Old : 2,667: 661 85 250 1,195 1,706 2,106 2,041: 561 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 187: 4 -17 103 34 76 141 162: 46 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 3.2 9.4 44.8 64.0 79.0 76.5: 21.0 23.5
Old : 100.0: 24.8 3.2 9.4 44.8 64.0 79.0 76.5: 21.0 23.5
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 : 24: 5 2 4 15 16 21 22:
Old : 24: 5 2 4 15 16 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 36.8 55.3 51.1 26.2 21.6 33.1 27.7
Old : 40.8 36.8 55.3 51.1 26.2 21.6 33.1 27.7
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,860: 611 1,270 201 2,885 2,164 3,697 3,635: 163 225
Old : 3,860: 611 1,270 201 2,885 2,164 3,697 3,635: 163 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 450: 103 24 81 246 374 430 479: 20 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 32.9 5.2 74.7 56.1 95.8 94.2: 4.2 5.8
Old : 100.0: 15.8 32.9 5.2 74.7 56.1 95.8 94.2: 4.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 7 5 22 23 31 32:
Old : 40: 6 7 5 22 23 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 39.4 56.7 59.7 33.5 35.5 46.7 47.9
Old : 37.4 39.4 56.7 59.7 33.5 35.5 46.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 196,311: 24,150 45 3,541 168,578 192,714 196,270 196,299: 41 11
Old : 196,311: 24,150 45 3,541 168,578 192,714 196,270 196,299: 41 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -312: 3 -22 -910 595 609 -312 -323: 0 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.0 1.8 85.9 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 12.3 0.0 1.8 85.9 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 : 26: 2 1 3 18 19 21 22:
Old : 26: 2 1 3 18 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 71.2 86.8 90.5 28.7 36.6 38.0 38.7
Old : 55.0 71.2 86.8 90.5 28.7 36.6 38.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,113: 647 89 280 1,478 2,291 2,405 2,660: 708 453
Old : 3,113: 647 89 280 1,478 2,291 2,405 2,660: 708 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 269: 97 69 77 126 75 300 221: -31 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.9 9.0 47.5 73.6 77.3 85.4: 22.7 14.6
Old : 100.0: 20.8 2.9 9.0 47.5 73.6 77.3 85.4: 22.7 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 2 9 19 22 28 31:
Old : 31: 7 2 9 19 22 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 28.5 51.2 46.5 25.6 23.3 33.6 35.5
Old : 33.2 28.5 51.2 46.5 25.6 23.3 33.6 35.5
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,116: 311 1,789 170 24,419 22,857 24,900 24,816: 216 300
Old : 25,116: 311 1,789 170 24,419 22,857 24,900 24,816: 216 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,010: 15 25 50 945 935 1,010 1,010: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 7.1 0.7 97.2 91.0 99.1 98.8: 0.9 1.2
Old : 100.0: 1.2 7.1 0.7 97.2 91.0 99.1 98.8: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 1 20 23 23 28:
Old : 39: 3 4 1 20 23 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 56.4 87.3 75.4 74.4 56.4 82.1 74.6
Old : 75.4 56.4 87.3 75.4 74.4 56.4 82.1 74.6
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 114,100: 10,582 2,583 6,194 96,434 104,892 113,210 113,669: 890 431
Old : 114,100: 10,582 2,583 6,194 96,434 104,892 113,210 113,669: 890 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,319: 827 335 684 739 1,281 2,250 2,300: 69 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.3 5.4 84.5 91.9 99.2 99.6: 0.8 0.4
Old : 100.0: 9.3 2.3 5.4 84.5 91.9 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 28 11 23 65 67 101 94:
Old : 117: 28 11 23 65 67 101 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 33.1 43.5 53.7 15.1 28.4 23.0 37.7
Old : 29.5 33.1 43.5 53.7 15.1 28.4 23.0 37.7
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,148: 11,458 1,360 1,899 56,551 66,279 69,908 69,538: 240 610
Old : 70,148: 11,458 1,360 1,899 56,551 66,279 69,908 69,538: 240 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 390: 0 135 -50 440 335 390 420: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.9 2.7 80.6 94.5 99.7 99.1: 0.3 0.9
Old : 100.0: 16.3 1.9 2.7 80.6 94.5 99.7 99.1: 0.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 5 6 29 34 38 43:
Old : 49: 5 5 6 29 34 38 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 : 45.5 50.0 74.4 69.5 39.3 35.7 49.4 45.7
Old : 45.5 50.0 74.4 69.5 39.3 35.7 49.4 45.7
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 43,526: 3,562 3,441 743 38,692 38,915 42,997 43,099: 529 427
Old : 43,526: 3,562 3,441 743 38,692 38,915 42,997 43,099: 529 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 940: 241 25 179 520 736 940 940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.9 1.7 88.9 89.4 98.8 99.0: 1.2 1.0
Old : 100.0: 8.2 7.9 1.7 88.9 89.4 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 14 8 9 36 43 53 57:
Old : 74: 14 8 9 36 43 53 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 : 45.9 29.0 65.2 47.8 41.9 28.4 57.3 46.7
Old : 45.9 29.0 65.2 47.8 41.9 28.4 57.3 46.7
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,258: 903 526 297 9,873 10,125 11,073 10,948: 185 310
Old : 11,258: 903 526 297 9,873 10,125 11,073 10,948: 185 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 645: -7 -18 7 570 596 570 585: 75 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.7 2.6 87.7 89.9 98.4 97.2: 1.6 2.8
Old : 100.0: 8.0 4.7 2.6 87.7 89.9 98.4 97.2: 1.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 2 3 22 29 28 34:
Old : 43: 6 2 3 22 29 28 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 : 51.1 41.1 74.9 60.7 43.9 39.5 63.0 58.2
Old : 51.1 41.1 74.9 60.7 43.9 39.5 63.0 58.2
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,699: 814 2,583 1,097 14,695 13,694 16,606 17,374: 1,093 325
Old : 17,699: 814 2,583 1,097 14,695 13,694 16,606 17,374: 1,093 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 122: -129 -143 71 -136 188 -194 116: 316 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 14.6 6.2 83.0 77.4 93.8 98.2: 6.2 1.8
Old : 100.0: 4.6 14.6 6.2 83.0 77.4 93.8 98.2: 6.2 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 : 46: 6 6 8 28 26 38 37:
Old : 46: 6 6 8 28 26 38 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 : 38.9 48.2 58.9 66.6 34.6 47.6 51.4 62.2
Old : 38.9 48.2 58.9 66.6 34.6 47.6 51.4 62.2
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,304,755: 724,181 179,880 1,301,746 1,162,380 1,696,583 3,188,308 3,178,209: 116,447 126,545
Old : 3,304,755: 724,181 179,880 1,301,746 1,162,380 1,696,583 3,188,308 3,178,209: 116,447 126,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 207,774: 14,453 -33,775 119,470 69,357 109,851 203,281 195,547: 4,493 12,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 5.4 39.4 35.2 51.3 96.5 96.2: 3.5 3.8
Old : 100.0: 21.9 5.4 39.4 35.2 51.3 96.5 96.2: 3.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 201 168 265 110 120 454 430:
Old : 516: 201 168 265 110 120 454 430:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 18.6 25.1 27.6 9.5 11.1 14.0 16.0
Old : 16.1 18.6 25.1 27.6 9.5 11.1 14.0 16.0
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 135,639: 33,569 20,614 44,956 56,716 69,751 135,241 135,321: 398 318
Old : 135,639: 33,569 20,614 44,956 56,716 69,751 135,241 135,321: 398 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -685: -3,482 -2,902 1,479 1,339 810 -663 -614: -22 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 15.2 33.1 41.8 51.4 99.7 99.8: 0.3 0.2
Old : 100.0: 24.7 15.2 33.1 41.8 51.4 99.7 99.8: 0.3 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 : 32: 2 8 9 17 21 26 31:
Old : 32: 2 8 9 17 21 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 57.5 94.2 79.0 36.8 22.8 37.7 31.9
Old : 85.8 57.5 94.2 79.0 36.8 22.8 37.7 31.9
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,655: 54,672 24,839 5,384 68,250 66,317 128,306 96,540: 18,349 50,115
Old : 146,655: 54,672 24,839 5,384 68,250 66,317 128,306 96,540: 18,349 50,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 6,068: 3,490 938 448 2,561 7,692 6,499 9,078: -431 -3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 16.9 3.7 46.5 45.2 87.5 65.8: 12.5 34.2
Old : 100.0: 37.3 16.9 3.7 46.5 45.2 87.5 65.8: 12.5 34.2
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 : 32: 4 7 7 18 18 26 28:
Old : 32: 4 7 7 18 18 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 31.9 73.5 47.4 47.5 30.5 70.2 43.2
Old : 49.7 31.9 73.5 47.4 47.5 30.5 70.2 43.2
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,291: 912 914 3,677 4,796 4,659 9,385 9,251: 906 1,041
Old : 10,291: 912 914 3,677 4,796 4,659 9,385 9,251: 906 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,347: 125 41 648 786 756 1,559 1,445: -213 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.9 35.7 46.6 45.3 91.2 89.9: 8.8 10.1
Old : 100.0: 8.9 8.9 35.7 46.6 45.3 91.2 89.9: 8.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 9 11 9 9 23 21:
Old : 24: 5 9 11 9 9 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 37.6 68.1 66.5 13.0 10.8 16.3 14.2
Old : 42.4 37.6 68.1 66.5 13.0 10.8 16.3 14.2
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,699: 32,782 1,220 18,384 43,451 73,107 94,617 92,711: 11,083 12,989
Old : 105,699: 32,782 1,220 18,384 43,451 73,107 94,617 92,711: 11,083 12,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -2,040: 1,490 -780 -1,053 -2,420 -535 -1,983 -2,368: -57 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 1.2 17.4 41.1 69.2 89.5 87.7: 10.5 12.3
Old : 100.0: 31.0 1.2 17.4 41.1 69.2 89.5 87.7: 10.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 2 10 17 17 28 27:
Old : 28: 9 2 10 17 17 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 43.0 63.2 61.8 37.6 31.9 46.3 45.5
Old : 46.8 43.0 63.2 61.8 37.6 31.9 46.3 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI-BRENT CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765L
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,725: 0 49,238 2,103 53,214 5,225 55,317 56,566: 12,408 11,159
Old : 67,725: 0 49,238 2,103 53,214 5,225 55,317 56,566: 12,408 11,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 7,035: 0 7,125 -620 8,415 345 7,795 6,850: -760 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 72.7 3.1 78.6 7.7 81.7 83.5: 18.3 16.5
Old : 100.0: 0.0 72.7 3.1 78.6 7.7 81.7 83.5: 18.3 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 7 4 14 5 18 12:
Old : 21: 0 7 4 14 5 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 70.9 71.8 81.8 57.8 68.5 67.6 72.7
Old : 57.8 70.9 71.8 81.8 57.8 68.5 67.6 72.7
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 174,832: 36,406 76,534 63,489 61,348 25,261 161,243 165,284: 13,589 9,548
Old : 174,832: 36,406 76,534 63,489 61,348 25,261 161,243 165,284: 13,589 9,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -10,894: 4,123 -1,238 -2,168 -12,268 -7,573 -10,313 -10,980: -581 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 43.8 36.3 35.1 14.4 92.2 94.5: 7.8 5.5
Old : 100.0: 20.8 43.8 36.3 35.1 14.4 92.2 94.5: 7.8 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 : 62: 21 19 32 19 20 55 56:
Old : 62: 21 19 32 19 20 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 36.6 51.8 51.2 29.3 32.5 35.7 42.0
Old : 37.7 36.6 51.8 51.2 29.3 32.5 35.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,792: 7,487 32,198 8,872 39,039 14,163 55,398 55,233: 394 559
Old : 55,792: 7,487 32,198 8,872 39,039 14,163 55,398 55,233: 394 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,731: -1,757 -2,240 1,815 -1,285 -1,407 -1,228 -1,832: -503 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 57.7 15.9 70.0 25.4 99.3 99.0: 0.7 1.0
Old : 100.0: 13.4 57.7 15.9 70.0 25.4 99.3 99.0: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 8 5 9 17 16 28 27:
Old : 34: 8 5 9 17 16 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 78.0 80.1 90.9 53.1 62.6 65.7 69.1
Old : 59.3 78.0 80.1 90.9 53.1 62.6 65.7 69.1
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,978: 40,809 18,870 19,056 6,999 27,969 66,864 65,894: 114 1,084
Old : 66,978: 40,809 18,870 19,056 6,999 27,969 66,864 65,894: 114 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,101: 2,347 -339 -1,691 474 3,004 1,130 974: -29 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 28.2 28.5 10.5 41.8 99.8 98.4: 0.2 1.6
Old : 100.0: 60.9 28.2 28.5 10.5 41.8 99.8 98.4: 0.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 9 9 10 14 20 26:
Old : 29: 4 9 9 10 14 20 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 : 93.2 60.9 98.0 81.0 61.1 42.4 61.6 50.5
Old : 93.2 60.9 98.0 81.0 61.1 42.4 61.6 50.5
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,765: 279 0 0 4,486 4,738 4,765 4,738: 0 27
Old : 4,765: 279 0 0 4,486 4,738 4,765 4,738: 0 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 242: 63 0 0 179 242 242 242: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.0 94.1 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 5.9 0.0 0.0 94.1 99.4 100.0 99.4: 0.0 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 : 22: 2 0 0 15 11 17 11:
Old : 22: 2 0 0 15 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 82.7 87.8 97.5 68.9 69.7 78.2 82.4
Old : 72.5 82.7 87.8 97.5 68.9 69.7 78.2 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 U.S. BARRELS) :
: : :
All : 19,071: 1,650 0 0 17,316 19,071 18,966 19,071: 105 0
Old : 19,071: 1,650 0 0 17,316 19,071 18,966 19,071: 105 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,350: 150 0 0 1,200 1,350 1,350 1,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.0 90.8 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 8.7 0.0 0.0 90.8 100.0 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 : 36: 6 0 0 21 18 27 18:
Old : 36: 6 0 0 21 18 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 56.5 78.0 81.6 52.6 55.2 75.8 72.9
Old : 53.5 56.5 78.0 81.6 52.6 55.2 75.8 72.9
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,581: 26,322 4,796 3,267 4,872 27,135 34,462 35,198: 2,119 1,383
Old : 36,581: 26,322 4,796 3,267 4,872 27,135 34,462 35,198: 2,119 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,241: 183 292 782 136 82 1,100 1,156: 141 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 13.1 8.9 13.3 74.2 94.2 96.2: 5.8 3.8
Old : 100.0: 72.0 13.1 8.9 13.3 74.2 94.2 96.2: 5.8 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 : 180: 96 37 17 22 39 124 87:
Old : 180: 96 37 17 22 39 124 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 36.6 42.5 51.4 25.1 35.0 41.0 47.3
Old : 25.6 36.6 42.5 51.4 25.1 35.0 41.0 47.3
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,743: 49,514 29,996 3,126 16,625 42,055 69,265 75,177: 9,477 3,565
Old : 78,743: 49,514 29,996 3,126 16,625 42,055 69,265 75,177: 9,477 3,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,212: 1,038 2,423 377 802 -884 2,217 1,917: -5 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 38.1 4.0 21.1 53.4 88.0 95.5: 12.0 4.5
Old : 100.0: 62.9 38.1 4.0 21.1 53.4 88.0 95.5: 12.0 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 : 269: 153 55 24 33 35 200 103:
Old : 269: 153 55 24 33 35 200 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 28.7 22.0 43.4 13.5 28.7 21.5 43.3
Old : 13.5 28.7 22.0 43.4 13.5 28.7 21.5 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 411,344: 169,092 92,339 73,295 141,809 227,272 384,196 392,906: 27,147 18,437
Old : 411,344: 169,092 92,339 73,295 141,809 227,272 384,196 392,906: 27,147 18,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -15,677: 15,298 10,776 -14,020 -15,846 -11,135 -14,568 -14,379: -1,109 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 22.4 17.8 34.5 55.3 93.4 95.5: 6.6 4.5
Old : 100.0: 41.1 22.4 17.8 34.5 55.3 93.4 95.5: 6.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 116 40 87 88 105 239 203:
Old : 280: 116 40 87 88 105 239 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 18.7 25.1 29.5 16.0 14.5 23.1 22.8
Old : 16.4 18.7 25.1 29.5 16.0 14.5 23.1 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,136: 5,813 1,895 359 7,245 9,990 13,417 12,244: 2,719 3,892
Old : 16,136: 5,813 1,895 359 7,245 9,990 13,417 12,244: 2,719 3,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,503: 1,048 675 126 859 1,657 2,033 2,458: 470 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 11.7 2.2 44.9 61.9 83.1 75.9: 16.9 24.1
Old : 100.0: 36.0 11.7 2.2 44.9 61.9 83.1 75.9: 16.9 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 3 3 10 12 16 18:
Old : 27: 5 3 3 10 12 16 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 : 51.6 50.1 70.0 63.9 50.6 48.2 68.4 61.8
Old : 51.6 50.1 70.0 63.9 50.6 48.2 68.4 61.8
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,768: 675 0 0 14,630 14,536 15,305 14,536: 463 1,232
Old : 15,768: 675 0 0 14,630 14,536 15,305 14,536: 463 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 315: -225 0 0 790 540 565 540: -250 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.0 92.8 92.2 97.1 92.2: 2.9 7.8
Old : 100.0: 4.3 0.0 0.0 92.8 92.2 97.1 92.2: 2.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 20 22 22 22:
Old : 30: 2 0 0 20 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 36.6 74.8 64.2 46.5 33.5 56.8 51.8
Old : 58.9 36.6 74.8 64.2 46.5 33.5 56.8 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,110: 6,954 8,752 1,307 4,531 2,840 12,792 12,899: 318 211
Old : 13,110: 6,954 8,752 1,307 4,531 2,840 12,792 12,899: 318 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -2,991: -1,614 -1,653 -13 -1,506 -1,413 -3,133 -3,079: 142 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 66.8 10.0 34.6 21.7 97.6 98.4: 2.4 1.6
Old : 100.0: 53.0 66.8 10.0 34.6 21.7 97.6 98.4: 2.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 3 2 8 4 17 8:
Old : 20: 8 3 2 8 4 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 83.7 78.6 98.4 52.0 79.8 69.2 81.8
Old : 58.0 83.7 78.6 98.4 52.0 79.8 69.2 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,789: 5,563 4,403 2,616 3,883 5,014 12,062 12,033: 727 756
Old : 12,789: 5,563 4,403 2,616 3,883 5,014 12,062 12,033: 727 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 13: 0 4 0 19 15 19 19: -6 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 34.4 20.5 30.4 39.2 94.3 94.1: 5.7 5.9
Old : 100.0: 43.5 34.4 20.5 30.4 39.2 94.3 94.1: 5.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 11 12 8 11 26 27:
Old : 34: 11 11 12 8 11 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 54.4 67.0 69.1 36.6 36.6 48.1 46.4
Old : 42.2 54.4 67.0 69.1 36.6 36.6 48.1 46.4
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,549: 4,705 1,327 232 25,483 28,985 30,420 30,544: 129 5
Old : 30,549: 4,705 1,327 232 25,483 28,985 30,420 30,544: 129 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,449: 422 337 35 1,992 2,077 2,449 2,449: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.3 0.8 83.4 94.9 99.6 100.0: 0.4 0.0
Old : 100.0: 15.4 4.3 0.8 83.4 94.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 2 1 26 13 33 15:
Old : 38: 6 2 1 26 13 33 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 : 43.3 73.5 67.2 94.1 41.7 71.0 64.6 89.1
Old : 43.3 73.5 67.2 94.1 41.7 71.0 64.6 89.1
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,640: 400 535 75 2,135 2,030 2,610 2,640: 30 0
Old : 2,640: 400 535 75 2,135 2,030 2,610 2,640: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 20.3 2.8 80.9 76.9 98.9 100.0: 1.1 0.0
Old : 100.0: 15.2 20.3 2.8 80.9 76.9 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 2 9 10 13 15:
Old : 23: 4 3 2 9 10 13 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 : 63.6 59.7 90.2 88.3 58.7 59.7 83.3 85.2
Old : 63.6 59.7 90.2 88.3 58.7 59.7 83.3 85.2
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,901: 2,144 3,089 343 13,180 11,896 15,667 15,328: 234 573
Old : 15,901: 2,144 3,089 343 13,180 11,896 15,667 15,328: 234 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 870: 0 53 3 870 736 873 792: -3 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.4 2.2 82.9 74.8 98.5 96.4: 1.5 3.6
Old : 100.0: 13.5 19.4 2.2 82.9 74.8 98.5 96.4: 1.5 3.6
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 : 41: 3 7 4 25 24 31 32:
Old : 41: 3 7 4 25 24 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 40.0 66.0 64.5 32.4 33.7 47.4 45.6
Old : 41.0 40.0 66.0 64.5 32.4 33.7 47.4 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,087: 2,084 3,361 1,490 7,072 5,924 10,646 10,775: 441 312
Old : 11,087: 2,084 3,361 1,490 7,072 5,924 10,646 10,775: 441 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 342: 200 381 -27 169 8 342 362: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 30.3 13.4 63.8 53.4 96.0 97.2: 4.0 2.8
Old : 100.0: 18.8 30.3 13.4 63.8 53.4 96.0 97.2: 4.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 10 9 20 23 31 36:
Old : 44: 4 10 9 20 23 31 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 : 41.8 41.6 65.8 60.1 38.0 36.9 58.5 48.5
Old : 41.8 41.6 65.8 60.1 38.0 36.9 58.5 48.5
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,796: 560 495 80 851 931 1,491 1,506: 305 290
Old : 1,796: 560 495 80 851 931 1,491 1,506: 305 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 190: 80 140 10 90 110 180 260: 10 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 27.6 4.5 47.4 51.8 83.0 83.9: 17.0 16.1
Old : 100.0: 31.2 27.6 4.5 47.4 51.8 83.0 83.9: 17.0 16.1
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 : 30: 6 6 3 13 14 21 21:
Old : 30: 6 6 3 13 14 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 40.9 56.8 56.5 34.0 38.1 52.7 53.2
Old : 35.1 40.9 56.8 56.5 34.0 38.1 52.7 53.2
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, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 28,345: 6,559 1,080 2,199 16,486 21,314 25,244 24,593: 3,101 3,752
Old : 28,345: 6,559 1,080 2,199 16,486 21,314 25,244 24,593: 3,101 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,271: 525 -59 -407 1,454 1,025 1,572 559: -301 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.8 7.8 58.2 75.2 89.1 86.8: 10.9 13.2
Old : 100.0: 23.1 3.8 7.8 58.2 75.2 89.1 86.8: 10.9 13.2
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 : 28: 6 3 6 16 15 23 23:
Old : 28: 6 3 6 16 15 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 : 44.5 56.8 64.5 67.7 40.6 46.9 53.3 55.3
Old : 44.5 56.8 64.5 67.7 40.6 46.9 53.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017