GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,184 COMMITMENTS 20,677 3,452 689 35,250 52,975 56,616 57,116 568 68 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,817) 767 190 -407 -7,297 -6,560 -6,937 -6,777 120 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 6.0 1.2 61.6 92.6 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 6 6 38 42 46 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,614 COMMITMENTS 0 0 0 4,614 4,614 4,614 4,614 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -696) 0 0 0 -696 -696 -696 -696 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: 20) 0 0 0 14 17 14 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,287 COMMITMENTS 865 155 616 7,024 7,796 8,505 8,567 782 720 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 237) 83 30 76 325 117 484 223 -247 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 1.7 6.6 75.6 83.9 91.6 92.2 8.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 6 30 30 36 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,034 COMMITMENTS 199 0 283 1,065 1,203 1,547 1,486 487 548 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -527) 22 -52 -28 -563 -449 -569 -529 42 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 13.9 52.4 59.1 76.1 73.1 23.9 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 3 13 17 16 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,807 COMMITMENTS 1,208 672 112 4,763 5,576 6,083 6,360 724 447 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,381) 41 -7 -130 -1,296 -1,195 -1,385 -1,332 4 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 9.9 1.6 70.0 81.9 89.4 93.4 10.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 4 32 35 37 40 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,386 COMMITMENTS 1,489 2,242 694 4,767 3,680 6,950 6,616 436 770 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 718) 298 367 126 299 483 723 976 -5 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 30.4 9.4 64.5 49.8 94.1 89.6 5.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 4 5 26 23 35 30 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 979 COMMITMENTS 180 232 48 518 572 746 852 233 127 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -278) -30 -127 -18 -199 4 -247 -141 -31 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 23.7 4.9 52.9 58.4 76.2 87.0 23.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 2 8 8 13 13 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,280 COMMITMENTS 225 10,799 480 27,418 16,741 28,123 28,020 157 260 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 97) 75 -261 116 -94 2 97 -143 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 38.2 1.7 97.0 59.2 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 23 19 26 22 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,337 COMMITMENTS 510 1,038 147 2,074 1,620 2,731 2,805 606 532 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,041) 39 -85 4 -1,046 -1,044 -1,003 -1,125 -38 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 31.1 4.4 62.2 48.5 81.8 84.1 18.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 5 3 17 16 25 21 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 399,246 COMMITMENTS 60,902 65,701 78,159 220,803 219,283 359,864 363,143 39,382 36,103 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -16,455) -193 -1,292 -6,144 -11,074 -7,130 -17,411 -14,566 956 -1,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 16.5 19.6 55.3 54.9 90.1 91.0 9.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 44 46 61 83 84 163 160 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,352 COMMITMENTS 800 500 100 41,598 46,697 42,498 47,297 12,854 8,055 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -11,226) 800 0 100 -10,838 -11,345 -9,938 -11,245 -1,288 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.9 0.2 75.2 84.4 76.8 85.4 23.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 22 24 23 26 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 927,167 COMMITMENTS 237,208 459,630 230,404 391,710 199,015 859,322 889,049 67,845 38,118 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 4,792) -1,805 -5,764 7,459 -4,536 3,866 1,118 5,561 3,674 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 49.6 24.9 42.2 21.5 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 87 127 127 61 56 226 244 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 380,188 COMMITMENTS 172,333 134,002 57,807 145,683 183,849 375,823 375,658 4,365 4,530 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 976) -5,566 -206 -249 5,929 1,485 114 1,030 862 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 35.2 15.2 38.3 48.4 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 9 27 34 36 67 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,625 COMMITMENTS 11,631 23,268 9,362 62,127 52,376 83,120 85,006 8,505 6,619 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -103) 275 -127 -57 -495 -267 -277 -451 174 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 25.4 10.2 67.8 57.2 90.7 92.8 9.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 12 16 18 18 37 36 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,638,383 COMMITMENTS 697,846 63,632 113,475 791,439 1433049 1602760 1610156 35,623 28,227 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -9,551) -16,985 312 -855 9,441 -12,634 -8,399 -13,177 -1,152 3,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 3.9 6.9 48.3 87.5 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 28 12 31 53 57 93 90 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 426,796 COMMITMENTS 29,915 51,444 69,699 323,614 303,103 423,228 424,246 3,568 2,550 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 7,026) 1,426 3,396 3,028 2,727 445 7,181 6,869 -155 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 12.1 16.3 75.8 71.0 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 16 22 25 38 34 68 67 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 134,027 COMMITMENTS 60,913 46,585 21,120 50,253 64,295 132,286 132,000 1,741 2,027 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,644) -3,131 2,699 1,082 4,003 -2,177 1,954 1,604 -310 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 34.8 15.8 37.5 48.0 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 17 21 21 21 49 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,937 COMMITMENTS 20,210 10,793 2,601 8,527 17,964 31,338 31,358 599 579 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 776) 20 -1,369 555 186 1,539 761 725 15 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 33.8 8.1 26.7 56.2 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 13 15 13 14 32 33 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,910 COMMITMENTS 10 409 50 2,728 2,311 2,788 2,770 122 140 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 110) 0 0 0 78 110 78 110 32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 14.1 1.7 93.7 79.4 95.8 95.2 4.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 15 19 17 23 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 45,522 COMMITMENTS 2,862 1,286 3,520 38,570 40,496 44,952 45,302 570 220 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,709) -90 8 251 1,526 1,400 1,687 1,659 22 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.8 7.7 84.7 89.0 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 8 11 44 57 65 71 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,871 COMMITMENTS 861 513 466 2,172 2,531 3,499 3,510 372 361 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 650) -26 -5 246 336 334 556 575 94 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 13.3 12.0 56.1 65.4 90.4 90.7 9.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 4 5 21 19 28 26 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| 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 09/01/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 136,475 COMMITMENTS 10,255 1,595 3,790 122,430 131,090 136,475 136,475 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.2 2.8 89.7 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 24 19 26 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,841,392 COMMITMENTS 0 169,560 0 2841392 2671832 2841392 2841392 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 49,336) 0 0 0 49,336 49,336 49,336 49,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 100.0 94.0 100.0 100.0 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,587 COMMITMENTS 1,428 0 1,915 58,244 59,672 61,587 61,587 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 3,300) 0 0 0 3,300 3,300 3,300 3,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 3.1 94.6 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 15 17 17 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,222,245 COMMITMENTS 29,614 0 70,560 1122071 1151685 1222245 1222245 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 93,840) 0 0 0 93,840 93,840 93,840 93,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 5.8 91.8 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 17 11 19 12 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,761 COMMITMENTS 328 62 0 14,251 14,564 14,579 14,626 182 135 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 440) 13 0 0 427 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.4 0.0 96.5 98.7 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 21 23 22 24 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,986 COMMITMENTS 1,299 8,325 1,142 65,551 58,983 67,992 68,450 994 536 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,279) 90 -462 -180 -4,167 -3,663 -4,257 -4,305 -22 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 12.1 1.7 95.0 85.5 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 6 6 53 51 62 61 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,851 COMMITMENTS 0 526 0 19,311 19,101 19,311 19,627 540 224 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,332 COMMITMENTS 2,857 6,941 111 24,833 20,836 27,801 27,888 531 444 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,039) 41 5 -34 987 1,069 994 1,040 45 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 24.5 0.4 87.7 73.5 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 5 2 30 32 37 38 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,733 COMMITMENTS 225 452 912 7,524 6,945 8,661 8,309 72 424 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 233) 200 90 -30 53 173 223 233 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 5.2 10.4 86.2 79.5 99.2 95.1 0.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 22 19 27 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,201 COMMITMENTS 0 824 153 8,175 8,113 8,328 9,090 873 111 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 257) 0 45 0 257 212 257 257 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 1.7 88.8 88.2 90.5 98.8 9.5 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,704,251 COMMITMENTS 490,149 258,719 556,425 589,357 815,763 1635931 1630907 68,320 73,344 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 15,445) 2,972 -8,116 3,256 13,397 20,733 19,625 15,873 -4,180 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 15.2 32.6 34.6 47.9 96.0 95.7 4.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 117 126 157 94 105 304 311 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,938 COMMITMENTS 70,514 9,984 3,793 47,157 72,697 121,464 86,474 15,474 50,464 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 2,391) 1,310 201 63 3,691 1,068 5,064 1,332 -2,673 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 7.3 2.8 34.4 53.1 88.7 63.1 11.3 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 5 4 15 16 23 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 172,098 COMMITMENTS 11,443 75,391 74,623 78,405 14,766 164,471 164,780 7,627 7,318 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,458) -2,589 -4,109 2,409 -467 1,800 -647 100 2,105 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 43.8 43.4 45.6 8.6 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 11 21 17 16 40 39 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,614 COMMITMENTS 360 0 0 14,134 14,569 14,494 14,569 120 45 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -285) 0 0 0 -330 -285 -330 -285 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 96.7 99.7 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 18 16 19 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,515 COMMITMENTS 18,551 13,130 503 7,304 12,197 26,358 25,830 1,157 1,685 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,104) -589 -194 -108 -191 -759 -888 -1,061 -216 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 47.7 1.8 26.5 44.3 95.8 93.9 4.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 49 57 6 27 28 79 88 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,035 COMMITMENTS 49,031 23,665 2,373 13,751 40,808 65,155 66,846 4,880 3,189 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 62) -49 -832 425 -149 808 227 401 -165 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 33.8 3.4 19.6 58.3 93.0 95.4 7.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 100 66 23 25 37 141 116 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 356,469 COMMITMENTS 109,922 47,678 62,061 166,052 226,815 338,035 336,554 18,434 19,915 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,273) -1,109 -3,034 -3,539 179 3,297 -4,469 -3,276 1,196 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 13.4 17.4 46.6 63.6 94.8 94.4 5.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 69 53 76 79 86 185 183 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,765 COMMITMENTS 4,283 661 1,049 6,032 8,971 11,364 10,681 2,401 3,084 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 550) 300 100 0 265 465 565 565 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 4.8 7.6 43.8 65.2 82.6 77.6 17.4 22.4 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,530 COMMITMENTS 0 2,645 0 16,675 13,260 16,675 15,905 855 1,625 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,030) 0 -1,280 0 -3,810 -2,480 -3,810 -3,760 -220 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.1 0.0 95.1 75.6 95.1 90.7 4.9 9.3 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,792 COMMITMENTS 2,962 1,922 3,865 9,576 12,335 16,403 18,122 3,389 1,670 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -180) -235 -470 60 -5 -70 -180 -480 0 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 9.7 19.5 48.4 62.3 82.9 91.6 17.1 8.4 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 20,455 COMMITMENTS 11,827 16,722 50 8,511 3,683 20,388 20,455 67 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -125) -50 -70 0 -75 -55 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 81.8 0.2 41.6 18.0 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,241 COMMITMENTS 7,222 7,065 5,828 3,404 3,788 16,454 16,681 787 560 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -943) -229 -1,013 -521 -221 616 -971 -918 28 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 41.0 33.8 19.7 22.0 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 18 23 24 5 8 36 43 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,086 COMMITMENTS 3,808 0 0 31,213 35,086 35,021 35,086 65 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,675) -178 0 0 -4,492 -4,675 -4,670 -4,675 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 0.0 89.0 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 0 25 22 31 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,082 COMMITMENTS 2,540 2,746 224 6,306 6,112 9,070 9,082 12 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -145) -20 72 -20 -105 -197 -145 -145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 30.2 2.5 69.4 67.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 3 11 9 16 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,074 COMMITMENTS 1,479 4,899 44 12,692 10,014 14,215 14,957 859 117 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 217) 94 178 0 123 38 217 216 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 32.5 0.3 84.2 66.4 94.3 99.2 5.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 7 3 22 17 27 26 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,352 COMMITMENTS 1,628 2,062 511 9,471 9,545 11,610 12,118 742 234 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 446) 125 478 36 285 -68 446 446 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 16.7 4.1 76.7 77.3 94.0 98.1 6.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 6 7 16 24 28 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,025 COMMITMENTS 861 385 270 804 1,110 1,935 1,765 90 260 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -255) -55 -40 20 -170 -150 -205 -170 -50 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 19.0 13.3 39.7 54.8 95.6 87.2 4.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 8 4 11 11 18 21 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,802 COMMITMENTS 1,632 1,732 152 7,574 7,878 9,358 9,762 444 40 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -472) 30 -43 -38 -443 -384 -451 -465 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 17.7 1.6 77.3 80.4 95.5 99.6 4.5 0.4 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,008 COMMITMENTS 4,556 3,238 2,150 19,312 19,375 26,018 24,763 4,990 6,245 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 153) 0 -392 77 76 318 153 3 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 10.4 6.9 62.3 62.5 83.9 79.9 16.1 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 4 17 18 23 22
Updated September 11, 2015