GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,078 COMMITMENTS 19,392 3,100 1,145 47,075 63,827 67,612 68,072 466 6 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,220) 287 30 343 3,590 3,847 4,220 4,220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 4.6 1.7 69.1 93.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 8 5 34 44 40 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,075 COMMITMENTS 0 0 0 4,075 4,075 4,075 4,075 0 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 19 17 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,644 COMMITMENTS 959 180 543 8,324 9,254 9,826 9,977 818 667 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 22) 70 25 11 47 33 128 69 -106 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.7 5.1 78.2 86.9 92.3 93.7 7.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 7 31 32 39 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,185 COMMITMENTS 204 124 195 1,211 1,404 1,610 1,723 575 462 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 139) 7 62 65 133 61 205 188 -66 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.7 8.9 55.4 64.3 73.7 78.9 26.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 3 18 19 22 24 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,798 COMMITMENTS 1,063 67 657 5,536 6,734 7,256 7,458 542 340 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 365) 91 0 14 320 483 425 497 -60 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.9 8.4 71.0 86.4 93.0 95.6 7.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 7 36 37 44 45 3.5% FUEL OIL RDAM V. FOB MED - NEW YORK MERCANTILE EXCHANGE Code-02165L FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 2,127 COMMITMENTS 0 330 0 2,050 1,747 2,050 2,077 77 50 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.5 0.0 96.4 82.1 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 10 14 10 16 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,116 COMMITMENTS 1,026 1,423 312 5,269 4,708 6,607 6,443 509 673 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 621) 158 104 -23 453 585 588 666 33 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 20.0 4.4 74.0 66.2 92.8 90.5 7.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 7 5 27 27 39 35 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,675 COMMITMENTS 74 11,088 206 30,236 19,381 30,516 30,675 159 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 810) 10 -165 -55 855 1,030 810 810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 36.1 0.7 98.6 63.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 25 19 28 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,761 COMMITMENTS 709 1,621 65 3,220 2,642 3,994 4,328 767 433 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 344) 23 37 18 288 289 329 344 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 34.0 1.4 67.6 55.5 83.9 90.9 16.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 6 4 16 12 24 20 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,784 COMMITMENTS 0 394 375 2,795 2,854 3,170 3,623 614 161 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2) 0 -10 0 -13 12 -13 2 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.4 9.9 73.9 75.4 83.8 95.7 16.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 14 13 16 15 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 400,345 COMMITMENTS 67,248 54,691 79,936 208,665 224,162 355,849 358,789 44,496 41,556 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 8,671) 5,344 -2,699 1,489 2,748 7,484 9,581 6,274 -910 2,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 13.7 20.0 52.1 56.0 88.9 89.6 11.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 39 43 62 79 75 155 152 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 65,096 COMMITMENTS 0 800 0 53,499 59,560 53,499 60,360 11,597 4,736 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 6,728) 0 0 0 6,527 6,688 6,527 6,688 201 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 82.2 91.5 82.2 92.7 17.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 23 29 23 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 962,054 COMMITMENTS 243,797 452,239 279,294 372,905 198,066 895,996 929,599 66,058 32,455 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -38,310) -1,343 -16,330 -21,022 -11,391 -2,808 -33,756 -40,160 -4,554 1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 47.0 29.0 38.8 20.6 93.1 96.6 6.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 86 115 114 56 52 222 210 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 412,753 COMMITMENTS 198,095 149,812 63,517 146,735 194,406 408,347 407,735 4,406 5,018 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,970) -2,914 -2,951 1,383 3,697 4,475 2,166 2,907 804 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 36.3 15.4 35.6 47.1 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 20 16 27 36 34 70 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 110,324 COMMITMENTS 19,574 32,284 14,357 69,267 60,431 103,198 107,072 7,126 3,252 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 5,308) 1,729 3,794 -5 4,374 2,702 6,098 6,491 -790 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 29.3 13.0 62.8 54.8 93.5 97.1 6.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 16 24 22 20 48 47 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,708,101 COMMITMENTS 756,209 51,229 141,673 771,150 1485073 1669032 1677975 39,069 30,126 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 859) 4,562 367 -4,599 6,517 3,928 6,480 -304 -5,621 1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 3.0 8.3 45.1 86.9 97.7 98.2 2.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 26 12 29 58 60 96 91 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 500,334 COMMITMENTS 38,360 96,196 79,129 379,120 322,411 496,609 497,736 3,725 2,598 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,587) -4,689 -2,382 2,486 4,762 2,224 2,559 2,328 28 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 19.2 15.8 75.8 64.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 22 32 38 33 75 69 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 130,923 COMMITMENTS 66,845 32,051 26,738 36,428 70,350 130,011 129,139 912 1,784 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 5,150) 1,621 1,537 1,888 1,576 1,652 5,085 5,077 65 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 24.5 20.4 27.8 53.7 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 17 18 20 20 47 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,192 COMMITMENTS 21,336 11,032 3,766 8,544 18,943 33,646 33,741 546 451 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 67) 205 -450 -155 14 1,004 64 399 3 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.4 32.3 11.0 25.0 55.4 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 14 13 13 16 32 36 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,696 COMMITMENTS 210 468 110 4,336 3,963 4,656 4,541 40 155 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 195) 20 68 -10 235 137 245 195 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 10.0 2.3 92.3 84.4 99.1 96.7 0.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 17 19 20 24 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 55,889 COMMITMENTS 4,327 1,045 3,803 47,250 50,828 55,380 55,676 509 213 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,868) 143 -148 741 2,009 2,372 2,893 2,965 -25 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.9 6.8 84.5 90.9 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 17 8 10 45 61 66 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,479 COMMITMENTS 947 662 243 2,998 3,309 4,188 4,214 291 265 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 129) -16 107 6 129 51 119 164 10 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 14.8 5.4 66.9 73.9 93.5 94.1 6.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 5 5 22 27 28 36 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,876 COMMITMENTS 1,168 0 132 11,002 11,836 12,302 11,968 574 908 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 606) 600 0 0 -38 526 562 526 44 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 1.0 85.4 91.9 95.5 92.9 4.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 15 14 18 15 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 129,090 COMMITMENTS 7,055 1,920 2,540 119,495 124,630 129,090 129,090 0 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,260) 0 0 0 4,389 4,260 4,389 4,260 -129 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.5 2.0 92.6 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 19 16 21 18 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,752,721 COMMITMENTS 0 216,280 0 2752721 2536441 2752721 2752721 0 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 66,698) 0 0 0 66,698 66,698 66,698 66,698 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 16 20 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,249 COMMITMENTS 1,168 0 2,565 39,516 40,684 43,249 43,249 0 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,552) 0 0 0 1,552 1,552 1,552 1,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 5.9 91.4 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 11 15 13 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,193,501 COMMITMENTS 77,502 0 70,560 1045439 1122941 1193501 1193501 0 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 5.9 87.6 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 15 8 17 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,375 COMMITMENTS 258 62 0 16,932 17,164 17,190 17,226 185 149 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,788) 60 0 -2 1,730 1,790 1,788 1,788 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.4 0.0 97.5 98.8 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 27 24 28 25 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 71,356 COMMITMENTS 980 8,408 1,428 67,840 60,893 70,248 70,729 1,108 627 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,341) -239 36 268 1,264 1,284 1,293 1,588 48 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 11.8 2.0 95.1 85.3 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 4 8 7 55 49 63 62 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,328 COMMITMENTS 2,585 5,697 699 24,355 21,554 27,639 27,950 689 378 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 673) 0 368 3 636 308 639 679 34 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 20.1 2.5 86.0 76.1 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 5 3 32 35 37 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,149 COMMITMENTS 85 941 976 9,084 8,026 10,145 9,943 4 206 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 275) 0 140 -60 335 195 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 9.3 9.6 89.5 79.1 100.0 98.0 0.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 3 26 20 30 23 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,456 COMMITMENTS 0 629 166 9,275 9,516 9,441 10,311 1,015 145 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -136) 0 0 0 -136 -136 -136 -136 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 1.6 88.7 91.0 90.3 98.6 9.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 21 22 23 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,694,436 COMMITMENTS 475,975 232,556 549,072 594,197 837,805 1619244 1619433 75,192 75,003 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 25,699) 11,645 21,909 10,126 3,508 -10,022 25,279 22,013 420 3,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 13.7 32.4 35.1 49.4 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 125 110 156 90 104 302 304 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,955 COMMITMENTS 71,652 7,096 3,850 49,143 75,053 124,645 85,999 18,310 56,956 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 903) 100 34 50 587 563 737 647 166 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 5.0 2.7 34.4 52.5 87.2 60.2 12.8 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 3 3 14 16 21 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 143,867 COMMITMENTS 15,317 72,178 51,966 70,498 13,934 137,781 138,078 6,086 5,789 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,626) 968 1,887 1,639 92 -164 2,699 3,362 927 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 50.2 36.1 49.0 9.7 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 10 24 15 15 40 41 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,891 COMMITMENTS 0 0 0 10,861 10,891 10,861 10,891 30 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,185) 0 0 0 1,185 1,365 1,185 1,365 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 21 19 21 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,021 COMMITMENTS 22,959 17,367 1,362 11,190 16,482 35,511 35,211 1,510 1,810 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 593) -124 330 173 667 205 716 708 -123 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 46.9 3.7 30.2 44.5 95.9 95.1 4.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 56 65 19 31 27 99 104 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 79,079 COMMITMENTS 56,320 37,237 1,093 16,023 36,632 73,436 74,962 5,643 4,117 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -1,704) -1,125 -69 -13 -466 -1,742 -1,604 -1,824 -100 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 47.1 1.4 20.3 46.3 92.9 94.8 7.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 105 80 15 30 27 144 114 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,257 COMMITMENTS 113,039 64,206 65,924 158,375 207,054 337,338 337,184 20,919 21,073 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -10,161) -3,259 -1,512 4,415 -10,437 -12,743 -9,281 -9,840 -880 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 17.9 18.4 44.2 57.8 94.2 94.1 5.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 80 47 71 84 84 193 177 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,674 COMMITMENTS 6,480 0 1,088 5,053 11,764 12,621 12,852 3,053 2,822 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 900) 897 0 94 50 974 1,041 1,068 -141 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 0.0 6.9 32.2 75.1 80.5 82.0 19.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 0 5 10 13 18 18 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,015 COMMITMENTS 0 5,065 0 19,180 12,820 19,180 17,885 835 2,130 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,015) 0 125 0 1,015 1,065 1,015 1,190 0 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.3 0.0 95.8 64.1 95.8 89.4 4.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 12 17 12 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,580 COMMITMENTS 5,663 5 6,182 10,582 18,276 22,427 24,463 4,153 2,117 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 935) -433 -248 644 724 714 935 1,110 0 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 0.0 23.3 39.8 68.8 84.4 92.0 15.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 1 5 13 21 20 26 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,996 COMMITMENTS 14,657 16,581 75 7,155 5,340 21,887 21,996 109 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 491) 414 -50 0 77 541 491 491 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 75.4 0.3 32.5 24.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 4 1 9 10 18 15 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,623 COMMITMENTS 7,412 8,016 5,824 3,781 3,333 17,017 17,173 606 450 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 419) 730 570 -263 -48 162 419 469 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 45.5 33.0 21.5 18.9 96.6 97.4 3.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 21 26 8 9 40 45 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,137 COMMITMENTS 136 993 250 2,524 1,667 2,910 2,910 227 227 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 31.7 8.0 80.5 53.1 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 10 9 13 12 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,294 COMMITMENTS 4,674 0 0 32,605 37,294 37,279 37,294 15 0 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 373) -300 0 0 673 373 373 373 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.0 0.0 87.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 0 26 25 30 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,909 COMMITMENTS 2,580 2,018 320 5,999 6,286 8,899 8,624 10 285 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -25) 0 -300 -10 -25 0 -35 -310 10 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 22.7 3.6 67.3 70.6 99.9 96.8 0.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 3 13 9 18 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,096 COMMITMENTS 1,078 3,572 291 12,845 11,148 14,214 15,011 882 85 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 51) 0 192 -64 115 -77 51 51 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 23.7 1.9 85.1 73.8 94.2 99.4 5.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 7 4 24 21 29 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,540 COMMITMENTS 1,619 1,278 631 10,951 11,327 13,201 13,236 339 304 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 190) 36 9 -8 153 220 181 221 9 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 9.4 4.7 80.9 83.7 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 9 6 26 26 36 36 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,707 COMMITMENTS 735 490 250 430 667 1,415 1,407 292 300 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 80) 120 30 -100 20 150 40 80 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 28.7 14.6 25.2 39.1 82.9 82.4 17.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 9 3 9 14 16 25 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,746 COMMITMENTS 1,572 1,818 228 8,460 8,646 10,260 10,692 486 54 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 16.9 2.1 78.7 80.5 95.5 99.5 4.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 4 10 10 14 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,493 COMMITMENTS 3,654 3,767 2,238 26,517 24,611 32,409 30,616 3,084 4,877 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 644) 1,160 -608 345 -845 1,031 660 768 -16 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 10.6 6.3 74.7 69.3 91.3 86.3 8.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 4 19 22 25 26
Updated July 31, 2015