GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,001 COMMITMENTS 19,910 3,262 1,096 42,547 59,535 63,553 63,893 448 108 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,323) 124 11 229 970 1,033 1,323 1,273 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 5.1 1.7 66.5 93.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 8 5 39 43 47 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,310 COMMITMENTS 0 0 0 5,310 5,310 5,310 5,310 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 185) 0 0 0 185 185 185 185 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 16 18 16 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,050 COMMITMENTS 782 125 540 6,699 7,679 8,021 8,344 1,029 706 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,228) -200 6 -94 -1,100 -1,197 -1,394 -1,285 166 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.4 6.0 74.0 84.9 88.6 92.2 11.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 1 6 28 28 34 34 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,561 COMMITMENTS 177 52 311 1,628 1,652 2,116 2,015 445 546 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 429) 56 -36 65 290 275 411 304 18 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.0 12.1 63.6 64.5 82.6 78.7 17.4 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 21 21 25 25 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,188 COMMITMENTS 1,167 679 242 6,059 6,771 7,468 7,692 720 496 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 565) 180 111 9 293 330 482 450 83 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 8.3 3.0 74.0 82.7 91.2 93.9 8.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 1 5 33 39 39 45 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,668 COMMITMENTS 1,191 1,875 568 4,468 3,197 6,227 5,640 441 1,028 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,203) 6 53 -94 -1,041 -1,270 -1,129 -1,311 -74 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 28.1 8.5 67.0 47.9 93.4 84.6 6.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 5 24 21 34 28 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,257 COMMITMENTS 210 359 66 717 568 993 993 264 264 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 341) 30 124 46 194 80 270 250 71 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 28.6 5.3 57.0 45.2 79.0 79.0 21.0 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 2 9 9 15 14 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,183 COMMITMENTS 150 11,060 364 27,512 16,739 28,026 28,163 157 20 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,570) 0 -523 38 -2,567 -2,085 -2,529 -2,570 -41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 39.2 1.3 97.6 59.4 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 2 23 21 26 24 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,378 COMMITMENTS 471 1,123 143 3,120 2,664 3,734 3,930 644 448 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 266) -8 -6 50 210 158 252 202 14 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 25.7 3.3 71.3 60.8 85.3 89.8 14.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 6 4 16 17 24 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 415,701 COMMITMENTS 61,095 66,993 84,303 231,877 226,413 377,275 377,709 38,426 37,992 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -20,291) -9,224 -5,965 -4,411 -629 -4,954 -14,264 -15,330 -6,027 -4,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 16.1 20.3 55.8 54.5 90.8 90.9 9.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 40 47 58 83 84 160 156 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 66,578 COMMITMENTS 0 500 0 52,436 58,042 52,436 58,542 14,142 8,036 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,682) 0 0 0 1,463 1,272 1,463 1,272 1,219 1,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 78.8 87.2 78.8 87.9 21.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 22 27 22 28 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 922,375 COMMITMENTS 239,013 465,394 222,945 396,246 195,149 858,204 883,488 64,171 38,887 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -19,706) -14,229 -7,920 -8,752 5,368 -3,272 -17,613 -19,944 -2,093 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 50.5 24.2 43.0 21.2 93.0 95.8 7.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 89 119 121 63 56 229 231 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 379,212 COMMITMENTS 177,899 134,208 58,056 139,754 182,364 375,709 374,628 3,503 4,584 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -21,374) -7,858 -9,200 -3,925 -9,065 -7,878 -20,848 -21,003 -526 -371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 35.4 15.3 36.9 48.1 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 9 25 34 36 67 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,728 COMMITMENTS 11,356 23,395 9,419 62,622 52,643 83,397 85,457 8,331 6,271 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -11,317) -2,679 -4,132 -3,731 -5,451 -4,694 -11,861 -12,557 544 1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 25.5 10.3 68.3 57.4 90.9 93.2 9.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 14 16 18 18 37 37 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,647,934 COMMITMENTS 714,831 63,320 114,330 781,998 1445683 1611159 1623333 36,775 24,601 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -67,758) -51,466 1,369 -11,176 -4,546 -55,194 -67,188 -65,001 -570 -2,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 3.8 6.9 47.5 87.7 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 26 14 30 52 56 90 90 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,770 COMMITMENTS 28,489 48,048 66,671 320,887 302,658 416,047 417,377 3,723 2,393 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -38,291) -3,108 -8,445 -4,274 -30,511 -24,519 -37,893 -37,238 -398 -1,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 11.4 15.9 76.4 72.1 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 19 22 37 33 66 60 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 132,383 COMMITMENTS 64,044 43,886 20,038 46,250 66,472 130,332 130,396 2,051 1,987 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -8,577) -6,666 739 -2,337 -114 -7,073 -9,117 -8,671 540 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 33.2 15.1 34.9 50.2 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 16 22 21 21 49 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,161 COMMITMENTS 20,190 12,162 2,046 8,341 16,425 30,577 30,633 584 528 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,773) -940 38 -675 -39 -1,152 -1,654 -1,789 -119 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.8 39.0 6.6 26.8 52.7 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 14 14 13 14 33 33 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,800 COMMITMENTS 10 409 50 2,650 2,201 2,710 2,660 90 140 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,034) -60 -106 -10 -934 -933 -1,004 -1,049 -30 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 14.6 1.8 94.6 78.6 96.8 95.0 3.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 16 18 18 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 43,813 COMMITMENTS 2,952 1,278 3,269 37,044 39,096 43,265 43,643 548 170 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -8,202) -1,128 161 -255 -6,741 -8,057 -8,124 -8,151 -78 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.9 7.5 84.6 89.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 17 6 11 43 57 64 72 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,221 COMMITMENTS 887 518 220 1,836 2,197 2,943 2,935 278 286 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,499) -394 -222 -188 -921 -1,170 -1,503 -1,580 4 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 16.1 6.8 57.0 68.2 91.4 91.1 8.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 3 3 21 19 27 24 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 169,691 COMMITMENTS 3,163 9,088 0 166,528 160,603 169,691 169,691 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -29,129) -1,152 -3,072 0 -27,977 -26,057 -29,129 -29,129 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.4 0.0 98.1 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 10 11 11 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 135,965 COMMITMENTS 10,255 1,595 3,790 121,920 130,580 135,965 135,965 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -8,062) -420 -210 0 -7,642 -7,852 -8,062 -8,062 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.2 2.8 89.7 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 23 19 25 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,792,056 COMMITMENTS 0 169,560 0 2792056 2622496 2792056 2792056 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -63,056) 0 -15,360 0 -63,056 -47,696 -63,056 -63,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 19 22 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,287 COMMITMENTS 1,428 0 1,915 54,944 56,372 58,287 58,287 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 6,034) 168 0 -420 6,286 6,454 6,034 6,034 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 3.3 94.3 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 15 14 17 15 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,128,405 COMMITMENTS 29,614 0 70,560 1028231 1057845 1128405 1128405 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -68,648) -15,744 0 0 -52,904 -68,648 -68,648 -68,648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 6.3 91.1 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 17 10 19 11 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,321 COMMITMENTS 315 62 0 13,824 14,124 14,139 14,186 182 135 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -915) -203 0 0 -692 -795 -895 -795 -20 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.4 0.0 96.5 98.6 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 21 21 22 22 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 73,265 COMMITMENTS 1,209 8,787 1,322 69,718 62,646 72,249 72,755 1,016 510 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,555) 43 391 -36 2,558 2,190 2,565 2,545 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 12.0 1.8 95.2 85.5 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 5 7 7 56 53 65 65 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,751 COMMITMENTS 0 526 0 19,211 19,001 19,211 19,527 540 224 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -440) 0 -46 0 -530 -365 -530 -411 90 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.0 97.3 96.2 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 17 15 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,293 COMMITMENTS 2,816 6,936 145 23,846 19,767 26,807 26,848 486 445 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -206) 181 470 -272 -96 -424 -187 -226 -19 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 25.4 0.5 87.4 72.4 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 5 2 29 32 36 38 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,500 COMMITMENTS 25 362 942 7,471 6,772 8,438 8,076 62 424 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,073) -70 -358 99 -1,053 -819 -1,024 -1,078 -49 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 4.3 11.1 87.9 79.7 99.3 95.0 0.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 3 22 18 26 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,944 COMMITMENTS 0 779 153 7,918 7,901 8,071 8,833 873 111 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -770) 0 18 19 -774 -803 -755 -766 -15 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 1.7 88.5 88.3 90.2 98.8 9.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 22 21 24 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,688,806 COMMITMENTS 487,177 266,835 553,169 575,960 795,030 1616306 1615034 72,500 73,772 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 11,655) 13,017 8,238 4,579 5,250 7,471 22,846 20,288 -11,191 -8,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 15.8 32.8 34.1 47.1 95.7 95.6 4.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 113 124 157 91 103 301 306 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,547 COMMITMENTS 69,204 9,783 3,730 43,466 71,629 116,400 85,142 18,147 49,405 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,235) -2,719 3,439 -132 -584 3,223 -3,435 6,530 -800 -10,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 7.3 2.8 32.3 53.2 86.5 63.3 13.5 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 4 14 16 21 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,640 COMMITMENTS 14,032 79,500 72,214 78,872 12,966 165,118 164,680 5,522 5,960 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 5,906) -1,886 -1,472 8,586 -439 -900 6,261 6,214 -355 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 46.6 42.3 46.2 7.6 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 10 24 16 15 42 41 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,899 COMMITMENTS 360 0 0 14,464 14,854 14,824 14,854 75 45 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 825) 0 0 0 885 825 885 825 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.1 99.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 19 16 20 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,619 COMMITMENTS 19,140 13,324 611 7,495 12,956 27,246 26,891 1,373 1,728 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,515) 731 -794 -358 -2,644 -1,174 -2,271 -2,326 -244 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 46.6 2.1 26.2 45.3 95.2 94.0 4.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 53 62 9 25 26 82 93 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,973 COMMITMENTS 49,080 24,497 1,948 13,900 40,000 64,928 66,445 5,045 3,528 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,176) -2,718 -4,010 323 -1,771 -556 -4,166 -4,243 -10 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 35.0 2.8 19.9 57.2 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 98 70 24 23 39 138 123 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 359,742 COMMITMENTS 111,031 50,712 65,600 165,873 223,518 342,504 339,830 17,238 19,912 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -33,621) -13,043 -16,170 -1,846 -17,819 -14,697 -32,708 -32,713 -913 -908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 14.1 18.2 46.1 62.1 95.2 94.5 4.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 71 56 69 79 87 184 180 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,215 COMMITMENTS 3,983 561 1,049 5,767 8,506 10,799 10,116 2,416 3,099 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,730) -1,902 -515 -174 -1,827 -3,774 -3,903 -4,463 -827 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 4.2 7.9 43.6 64.4 81.7 76.5 18.3 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 2 4 12 9 19 13 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,560 COMMITMENTS 0 3,925 0 20,485 15,740 20,485 19,665 1,075 1,895 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,440) 0 -120 0 1,535 1,690 1,535 1,570 -95 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 0.0 95.0 73.0 95.0 91.2 5.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 20 14 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,972 COMMITMENTS 3,197 2,392 3,805 9,581 12,405 16,583 18,602 3,389 1,370 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -5,682) -2,742 1,700 -1,775 -1,365 -5,487 -5,882 -5,562 200 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.0 19.1 48.0 62.1 83.0 93.1 17.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 4 13 17 18 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 20,580 COMMITMENTS 11,877 16,792 50 8,586 3,738 20,513 20,580 67 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,765) -1,267 -1,195 0 -477 -570 -1,744 -1,765 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.7 81.6 0.2 41.7 18.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 6 1 11 8 20 15 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,184 COMMITMENTS 7,451 8,078 6,349 3,625 3,172 17,425 17,599 759 585 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 962) 341 236 168 222 487 731 891 231 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 44.4 34.9 19.9 17.4 95.8 96.8 4.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 20 23 29 7 9 40 49 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,934 COMMITMENTS 486 892 50 2,228 1,785 2,764 2,727 170 207 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 30.4 1.7 75.9 60.8 94.2 92.9 5.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 11 7 13 11 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,761 COMMITMENTS 3,986 0 0 35,705 39,761 39,691 39,761 70 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,505) 225 0 0 1,220 1,505 1,445 1,505 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 89.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 0 0 25 25 31 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,227 COMMITMENTS 2,560 2,674 244 6,411 6,309 9,215 9,227 12 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -87) 0 116 -116 17 -87 -99 -87 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 29.0 2.6 69.5 68.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 3 11 10 16 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,857 COMMITMENTS 1,385 4,721 44 12,569 9,976 13,998 14,741 859 116 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -528) 45 635 -153 -347 -743 -455 -261 -73 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 31.8 0.3 84.6 67.1 94.2 99.2 5.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 7 3 20 16 25 25 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,906 COMMITMENTS 1,503 1,584 475 9,186 9,613 11,164 11,672 742 234 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,321) -567 2 -167 -996 -1,116 -1,730 -1,281 409 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 13.3 4.0 77.2 80.7 93.8 98.0 6.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 6 6 17 24 29 32 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,280 COMMITMENTS 916 425 250 974 1,260 2,140 1,935 140 345 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 165) 125 30 20 55 125 200 175 -35 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 18.6 11.0 42.7 55.3 93.9 84.9 6.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 9 5 13 14 23 25 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,274 COMMITMENTS 1,602 1,775 190 8,017 8,262 9,809 10,227 465 47 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 17.3 1.8 78.0 80.4 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,855 COMMITMENTS 4,556 3,630 2,073 19,236 19,057 25,865 24,760 4,990 6,095 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -3,367) 84 -205 -522 -4,509 -3,758 -4,947 -4,485 1,580 1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 11.8 6.7 62.3 61.8 83.8 80.2 16.2 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 4 17 17 23 22
Updated September 4, 2015