GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,725 COMMITMENTS 5,635 783 4,675 36,398 41,148 46,708 46,606 17 119 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,421) 68 177 405 1,971 1,799 2,444 2,381 -23 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 1.7 10.0 77.9 88.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 5 10 36 43 48 55 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,480 COMMITMENTS 578 490 634 8,716 8,927 9,928 10,051 552 429 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 31) 4 -5 10 26 36 40 41 -9 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.7 6.0 83.2 85.2 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 3 8 33 34 42 44 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,631 COMMITMENTS 1,089 169 582 8,531 9,665 10,202 10,416 429 215 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 353) 11 -3 71 253 299 335 367 18 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 1.6 5.5 80.2 90.9 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 8 4 10 35 41 46 52 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,667 COMMITMENTS 80 2,298 219 3,558 1,421 3,857 3,938 810 729 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 54) -10 -6 10 60 50 60 54 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 49.2 4.7 76.2 30.4 82.6 84.4 17.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 7 4 15 16 20 23 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,693 COMMITMENTS 5 7,106 804 19,642 12,734 20,451 20,644 242 49 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 130) 0 180 0 130 -50 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 34.3 3.9 94.9 61.5 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 5 22 21 27 26 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,565 COMMITMENTS 1,196 4,240 120 6,614 3,731 7,930 8,091 635 474 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 344) 14 164 6 323 153 343 323 1 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 49.5 1.4 77.2 43.6 92.6 94.5 7.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 7 6 23 21 38 30 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 7,272 COMMITMENTS 730 735 277 5,666 5,794 6,673 6,806 599 466 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 274) 0 -29 144 197 189 341 304 -67 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 10.1 3.8 77.9 79.7 91.8 93.6 8.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 4 19 18 25 24 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 445,181 COMMITMENTS 141,184 77,532 91,419 156,601 247,219 389,204 416,170 55,977 29,011 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,349) 9,132 3,103 -3,321 -10,328 -1,147 -4,517 -1,365 2,168 -984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 17.4 20.5 35.2 55.5 87.4 93.5 12.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 74 35 72 73 86 181 166 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,636 COMMITMENTS 0 178 860 27,303 32,624 28,163 33,662 12,473 6,974 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,741) 0 -225 225 725 3,258 950 3,258 1,791 -517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 2.1 67.2 80.3 69.3 82.8 30.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 18 14 19 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,422,917 COMMITMENTS 369,822 511,022 438,766 544,922 429,309 1353510 1379097 69,407 43,820 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -66,476) -18,813 -47,648 18,617 -54,069 -29,086 -54,265 -58,117 -12,211 -8,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 35.9 30.8 38.3 30.2 95.1 96.9 4.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 141 95 149 78 67 290 255 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 390,522 COMMITMENTS 218,675 159,507 39,313 118,165 177,226 376,153 376,046 14,369 14,476 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -30,354) -4,368 -7,728 -6,650 -18,629 -16,379 -29,647 -30,757 -707 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 40.8 10.1 30.3 45.4 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 16 19 28 36 35 69 65 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 115,654 COMMITMENTS 23,850 46,916 16,774 68,841 46,571 109,465 110,261 6,189 5,393 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -35,656) -22,101 -21,370 -8,845 -1,418 -4,649 -32,364 -34,864 -3,292 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 40.6 14.5 59.5 40.3 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 12 17 21 26 25 50 51 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,231,773 COMMITMENTS 658,163 83,067 49,684 486,484 1086114 1194331 1218865 37,442 12,908 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -52,158) -13,709 2,361 -9,939 -24,576 -42,885 -48,224 -50,463 -3,934 -1,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 6.7 4.0 39.5 88.2 97.0 99.0 3.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 8 15 44 43 64 62 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,457 COMMITMENTS 16,404 39,631 16,076 146,955 121,876 179,435 177,583 5,022 6,874 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -23,782) 6,590 2,554 -17,582 -12,434 -8,452 -23,426 -23,480 -356 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 21.5 8.7 79.7 66.1 97.3 96.3 2.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 13 16 29 26 49 46 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 48,792 COMMITMENTS 19,758 8,074 6,725 20,981 33,059 47,464 47,858 1,328 934 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 194) 348 60 -36 -103 170 209 194 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 16.5 13.8 43.0 67.8 97.3 98.1 2.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 13 15 16 15 39 34 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,773 COMMITMENTS 3,713 316 805 886 4,199 5,404 5,320 369 453 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 65) -44 0 49 120 41 125 90 -60 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 5.5 13.9 15.3 72.7 93.6 92.2 6.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 14 1 7 7 10 22 17 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 5,415 COMMITMENTS 535 115 145 4,615 4,905 5,295 5,165 120 250 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -553) -80 5 -55 -410 -526 -545 -576 -8 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.1 2.7 85.2 90.6 97.8 95.4 2.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 4 15 15 20 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,001 COMMITMENTS 7,977 3,550 6,061 31,496 36,113 45,534 45,724 467 277 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -11,265) -2,812 -585 -100 -8,359 -10,553 -11,271 -11,238 6 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 7.7 13.2 68.5 78.5 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 11 18 16 49 53 73 75 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,801 COMMITMENTS 646 111 184 1,456 1,948 2,286 2,243 515 558 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 171) 6 0 0 162 108 168 108 3 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 4.0 6.6 52.0 69.5 81.6 80.1 18.4 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 5 17 16 23 23 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,878 COMMITMENTS 578 390 219 868 970 1,665 1,579 213 299 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,449) 73 87 -382 -1,123 -1,086 -1,432 -1,381 -17 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 20.8 11.7 46.2 51.7 88.7 84.1 11.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 5 9 11 17 19 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 138,329 COMMITMENTS 19,296 11,390 1,196 117,837 125,743 138,329 138,329 0 0 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -18,069) 396 -3,080 -396 -18,069 -14,593 -18,069 -18,069 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 8.2 0.9 85.2 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 16 14 17 16 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,651 COMMITMENTS 782 236 197 1,112 1,836 2,091 2,269 560 382 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -613) -128 -26 -54 -482 -555 -664 -635 51 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 8.9 7.4 41.9 69.3 78.9 85.6 21.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 5 18 18 23 25 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,622 COMMITMENTS 130 3,532 401 23,916 20,612 24,447 24,545 175 77 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,089) -395 283 -398 -289 -941 -1,082 -1,056 -7 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 14.3 1.6 97.1 83.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 6 2 14 22 17 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 114,152 COMMITMENTS 14,328 3,884 5,076 94,237 104,900 113,641 113,860 511 292 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 6,381) 676 82 165 5,575 6,178 6,416 6,425 -35 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 3.4 4.4 82.6 91.9 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 26 15 22 70 63 107 89 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,049 COMMITMENTS 8,523 984 417 41,869 48,949 50,809 50,350 240 699 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -5,819) -1,016 -352 -210 -4,593 -5,629 -5,819 -6,191 0 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 1.9 0.8 82.0 95.9 99.5 98.6 0.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 6 4 24 31 32 38 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,827 COMMITMENTS 2,019 875 646 29,718 30,610 32,383 32,131 444 696 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -8,138) -541 -762 -188 -7,570 -7,255 -8,299 -8,205 161 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.7 2.0 90.5 93.2 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 8 8 8 37 41 50 53 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,456 COMMITMENTS 1,216 373 0 12,958 13,421 14,174 13,794 282 662 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,793) 66 -281 -224 -2,731 -2,606 -2,889 -3,111 96 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 2.6 0.0 89.6 92.8 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 0 13 25 17 26 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,757 COMMITMENTS 1,087 2,463 1,155 10,970 9,780 13,212 13,398 545 359 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,985) -308 -553 -118 -2,472 -2,455 -2,898 -3,126 -87 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 17.9 8.4 79.7 71.1 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 7 6 27 22 38 32 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,479,798 COMMITMENTS 762,666 138,453 842,580 766,347 1414461 2371593 2395494 108,205 84,304 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 19,605) -10,227 -2,279 7,123 16,158 20,003 13,054 24,847 6,551 -5,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 5.6 34.0 30.9 57.0 95.6 96.6 4.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 167 97 190 98 113 356 340 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,050 COMMITMENTS 57,674 26,241 778 61,487 62,749 119,939 89,768 25,111 55,282 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -8,924) -2,481 -2,632 -1,190 -9,145 -5,504 -12,816 -9,326 3,892 402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 18.1 0.5 42.4 43.3 82.7 61.9 17.3 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 2 13 15 19 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,550 COMMITMENTS 55,078 87,138 33,689 58,861 31,514 147,628 152,341 11,922 7,209 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -12,754) -1,822 -429 -5,345 -5,042 -5,859 -12,209 -11,633 -545 -1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 54.6 21.1 36.9 19.8 92.5 95.5 7.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 26 26 18 15 53 52 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 23,683 COMMITMENTS 4,822 925 45 18,618 22,713 23,485 23,683 198 0 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 3.9 0.2 78.6 95.9 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 2 1 20 22 27 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,141 COMMITMENTS 31,360 4,323 1,193 3,641 31,047 36,194 36,563 1,947 1,578 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,734) 1,403 -136 177 270 1,450 1,850 1,491 -116 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.2 11.3 3.1 9.5 81.4 94.9 95.9 5.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 99 42 8 17 40 121 85 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 81,677 COMMITMENTS 51,242 33,827 2,896 17,719 41,830 71,857 78,553 9,820 3,124 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -3,939) -2,478 -3,580 -688 -404 1,246 -3,570 -3,022 -369 -917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 41.4 3.5 21.7 51.2 88.0 96.2 12.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 145 60 23 34 33 193 105 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 384,399 COMMITMENTS 156,151 71,810 67,560 137,230 228,826 360,941 368,196 23,458 16,203 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -9,145) 5,236 3,799 -4,635 -9,136 -8,252 -8,535 -9,088 -610 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 18.7 17.6 35.7 59.5 93.9 95.8 6.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 101 51 88 83 109 222 213 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 12,497 COMMITMENTS 7,183 8,033 1,016 4,187 3,420 12,386 12,469 111 28 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,964) -1,288 -1,552 -820 -843 -592 -2,951 -2,964 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 64.3 8.1 33.5 27.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 3 4 8 4 20 10 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 11,495 COMMITMENTS 4,441 3,889 3,413 3,232 3,443 11,086 10,745 409 750 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -30) 10 -161 99 -140 0 -31 -62 1 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 33.8 29.7 28.1 30.0 96.4 93.5 3.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 10 13 8 11 23 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,391 COMMITMENTS 3,581 590 72 23,616 26,729 27,269 27,391 122 0 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,435) 200 0 0 2,235 2,435 2,435 2,435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 2.2 0.3 86.2 97.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 1 1 23 16 31 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,245 COMMITMENTS 100 495 25 1,110 725 1,235 1,245 10 0 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 39.8 2.0 89.2 58.2 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 1 8 9 12 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,584 COMMITMENTS 130 1,761 255 11,715 10,064 12,100 12,080 484 504 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,006) -713 -387 -297 -243 -404 -1,253 -1,088 247 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 14.0 2.0 93.1 80.0 96.2 96.0 3.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 7 4 17 17 21 25 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,156 COMMITMENTS 626 3,078 1,543 7,573 5,404 9,742 10,025 414 131 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,599) -784 -1,174 -91 -745 -334 -1,620 -1,599 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 30.3 15.2 74.6 53.2 95.9 98.7 4.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 9 10 20 19 32 32 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,899 COMMITMENTS 491 805 90 963 854 1,544 1,749 355 150 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 383) 90 265 -60 308 208 338 413 45 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 42.4 4.7 50.7 45.0 81.3 92.1 18.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 6 4 11 11 19 20
Updated January 5, 2018