GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,349 COMMITMENTS 21,142 3,715 684 35,975 53,892 57,801 58,291 548 58 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,165) 465 263 -5 725 917 1,185 1,175 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 6.4 1.2 61.7 92.4 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 6 5 39 43 46 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,939 COMMITMENTS 0 0 0 4,939 4,939 4,939 4,939 0 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 325) 0 0 0 325 325 325 325 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,325 COMMITMENTS 918 183 602 7,040 7,828 8,560 8,613 765 712 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 38) 53 28 -14 16 32 55 46 -17 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 2.0 6.5 75.5 83.9 91.8 92.4 8.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 6 30 30 37 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,081 COMMITMENTS 186 0 288 1,085 1,168 1,559 1,456 522 625 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 47) -13 0 5 20 -35 12 -30 35 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.0 13.8 52.1 56.1 74.9 70.0 25.1 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 13 16 16 19 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,898 COMMITMENTS 1,184 637 94 4,897 5,710 6,175 6,441 723 457 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 91) -24 -35 -18 134 134 92 81 -1 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 9.2 1.4 71.0 82.8 89.5 93.4 10.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 4 33 36 38 41 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,919 COMMITMENTS 1,883 2,712 634 4,976 3,814 7,493 7,160 426 759 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 533) 394 470 -60 209 134 543 544 -10 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 34.2 8.0 62.8 48.2 94.6 90.4 5.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 5 6 26 22 36 30 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,121 COMMITMENTS 280 242 40 528 732 848 1,014 273 107 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 142) 100 10 -8 10 160 102 162 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 21.6 3.6 47.1 65.3 75.6 90.5 24.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 2 7 8 13 13 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,735 COMMITMENTS 225 10,849 640 27,693 16,986 28,558 28,475 177 260 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 455) 0 50 160 275 245 435 455 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 37.8 2.2 96.4 59.1 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,914 COMMITMENTS 615 1,158 247 2,466 1,997 3,328 3,402 586 512 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 577) 105 120 100 392 377 597 597 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 29.6 6.3 63.0 51.0 85.0 86.9 15.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 4 18 18 27 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 410,649 COMMITMENTS 59,243 65,559 88,306 224,382 218,179 371,931 372,044 38,718 38,605 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 11,403) -1,659 -142 10,147 3,579 -1,104 12,067 8,901 -664 2,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 16.0 21.5 54.6 53.1 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 39 45 61 85 87 160 163 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,274 COMMITMENTS 1,025 500 100 42,217 48,806 43,342 49,406 12,932 6,868 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 922) 225 0 0 619 2,109 844 2,109 78 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.9 0.2 75.0 86.7 77.0 87.8 23.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 22 25 23 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 904,256 COMMITMENTS 228,796 441,095 236,416 372,253 189,460 837,465 866,971 66,791 37,285 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -22,911) -8,412 -18,535 6,012 -19,457 -9,555 -21,857 -22,078 -1,054 -833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 48.8 26.1 41.2 21.0 92.6 95.9 7.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 87 117 128 61 55 232 230 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 377,361 COMMITMENTS 166,319 130,175 59,841 146,580 182,785 372,740 372,801 4,621 4,560 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -2,827) -6,014 -3,827 2,034 897 -1,064 -3,083 -2,857 256 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 34.5 15.9 38.8 48.4 98.8 98.8 1.2 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 93,452 COMMITMENTS 12,730 23,036 10,501 61,674 53,583 84,905 87,120 8,547 6,332 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,827) 1,099 -232 1,139 -453 1,207 1,785 2,114 42 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 24.7 11.2 66.0 57.3 90.9 93.2 9.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 13 19 18 18 41 38 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,646,574 COMMITMENTS 701,707 63,446 115,288 794,880 1439569 1611875 1618303 34,699 28,271 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 8,191) 3,861 -186 1,813 3,441 6,520 9,115 8,147 -924 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 3.9 7.0 48.3 87.4 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 29 12 31 54 56 95 89 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 430,883 COMMITMENTS 29,715 51,847 72,749 325,640 304,203 428,104 428,799 2,779 2,084 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 4,087) -200 403 3,050 2,026 1,100 4,876 4,553 -789 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 12.0 16.9 75.6 70.6 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 23 25 40 36 70 70 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 141,894 COMMITMENTS 58,204 48,695 24,885 57,387 66,928 140,476 140,508 1,418 1,386 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 7,867) -2,709 2,110 3,765 7,134 2,633 8,190 8,508 -323 -641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 34.3 17.5 40.4 47.2 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 16 18 22 21 21 50 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,665 COMMITMENTS 21,381 10,473 2,863 8,826 19,764 33,070 33,100 595 565 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,728) 1,171 -320 262 299 1,800 1,732 1,742 -4 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 31.1 8.5 26.2 58.7 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 12 14 16 15 35 33 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,990 COMMITMENTS 20 409 40 2,780 2,401 2,840 2,850 150 140 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 80) 10 0 -10 52 90 52 80 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.7 1.3 93.0 80.3 95.0 95.3 5.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 16 19 18 23 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 45,509 COMMITMENTS 2,726 1,161 4,004 38,209 40,097 44,939 45,262 570 247 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -13) -136 -125 484 -361 -399 -13 -40 0 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.6 8.8 84.0 88.1 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 15 7 12 44 59 66 74 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,294 COMMITMENTS 1,089 510 531 2,409 2,970 4,029 4,011 265 283 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 423) 228 -3 65 237 439 530 501 -107 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 11.9 12.4 56.1 69.2 93.8 93.4 6.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 3 6 21 21 28 29 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 197,221 COMMITMENTS 3,163 9,088 0 194,058 188,133 197,221 197,221 0 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 27,530) 0 0 0 27,530 27,530 27,530 27,530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.6 0.0 98.4 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 10 12 11 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 138,448 COMMITMENTS 10,255 1,595 3,790 124,148 133,063 138,193 138,448 255 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,973) 0 0 0 1,718 1,973 1,718 1,973 255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 1.2 2.7 89.7 96.1 99.8 100.0 0.2 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,896,307 COMMITMENTS 0 169,560 0 2896307 2726747 2896307 2896307 0 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 54,915) 0 0 0 54,915 54,915 54,915 54,915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.0 100.0 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 18 22 19 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,752 COMMITMENTS 1,428 0 1,915 59,409 60,837 62,752 62,752 0 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,165) 0 0 0 1,165 1,165 1,165 1,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 3.1 94.7 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,255,400 COMMITMENTS 29,614 0 70,560 1155226 1184840 1255400 1255400 0 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 33,155) 0 0 0 33,155 33,155 33,155 33,155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 5.6 92.0 94.4 100.0 100.0 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,666 COMMITMENTS 323 62 25 14,136 14,444 14,484 14,531 182 135 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -95) -5 0 25 -115 -120 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.4 0.2 96.4 98.5 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 22 23 23 25 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 73,035 COMMITMENTS 1,389 8,325 1,160 69,352 63,014 71,901 72,499 1,134 536 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 4,049) 90 0 18 3,801 4,031 3,909 4,049 140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 11.4 1.6 95.0 86.3 98.4 99.3 1.6 0.7 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,246 COMMITMENTS 0 526 0 20,651 20,496 20,651 21,022 595 224 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,395) 0 0 0 1,340 1,395 1,340 1,395 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 97.2 96.5 97.2 98.9 2.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 17 16 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,776 COMMITMENTS 2,902 7,009 83 26,290 22,280 29,275 29,372 501 404 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,444) 45 68 -28 1,457 1,444 1,474 1,484 -30 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 23.5 0.3 88.3 74.8 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 5 3 29 32 37 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,145 COMMITMENTS 285 897 794 7,974 7,055 9,053 8,746 92 399 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 412) 60 445 -118 450 110 392 437 20 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 9.8 8.7 87.2 77.1 99.0 95.6 1.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 4 23 21 29 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,936 COMMITMENTS 0 859 138 8,880 8,798 9,018 9,795 918 141 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 735) 0 35 -15 705 685 690 705 45 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 1.4 89.4 88.5 90.8 98.6 9.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 22 20 24 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,702,949 COMMITMENTS 485,819 246,433 555,863 588,064 827,022 1629746 1629318 73,203 73,631 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -1,302) -4,330 -12,286 -562 -1,293 11,259 -6,185 -1,589 4,883 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 14.5 32.6 34.5 48.6 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 115 122 159 102 113 311 317 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,112 COMMITMENTS 70,862 8,457 2,728 46,723 73,013 120,313 84,198 16,799 52,914 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 174) 348 -1,527 -1,065 -434 316 -1,151 -2,276 1,325 2,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 6.2 2.0 34.1 53.3 87.7 61.4 12.3 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 3 15 17 22 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,966 COMMITMENTS 12,817 77,495 60,670 78,460 13,855 151,947 152,020 8,019 7,946 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -12,132) 1,374 2,104 -13,953 55 -911 -12,524 -12,760 392 628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 48.4 37.9 49.0 8.7 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 11 21 17 15 39 39 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,109 COMMITMENTS 360 0 0 14,629 15,064 14,989 15,064 120 45 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 495) 0 0 0 495 495 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 96.8 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,693 COMMITMENTS 18,742 13,632 484 7,150 11,841 26,376 25,957 1,317 1,736 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 178) 191 502 -19 -154 -356 18 127 160 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.7 49.2 1.7 25.8 42.8 95.2 93.7 4.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 43 57 7 26 26 72 87 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 73,784 COMMITMENTS 50,833 27,801 2,819 15,047 39,098 68,699 69,718 5,085 4,066 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 3,749) 1,802 4,136 446 1,296 -1,710 3,544 2,872 205 877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 37.7 3.8 20.4 53.0 93.1 94.5 6.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 100 74 19 25 36 138 122 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 369,097 COMMITMENTS 112,288 47,422 63,124 176,153 237,062 351,565 347,608 17,532 21,489 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 12,628) 2,366 -256 1,063 10,101 10,247 13,530 11,054 -902 1,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 12.8 17.1 47.7 64.2 95.3 94.2 4.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 71 48 66 87 98 190 185 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,867 COMMITMENTS 4,256 686 1,103 6,020 8,971 11,379 10,760 2,488 3,107 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 102) -27 25 54 -12 0 15 79 87 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 4.9 8.0 43.4 64.7 82.1 77.6 17.9 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,025 COMMITMENTS 0 2,645 0 17,145 13,710 17,145 16,355 880 1,670 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 495) 0 0 0 470 450 470 450 25 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.7 0.0 95.1 76.1 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,395 COMMITMENTS 3,152 1,749 3,835 9,669 12,066 16,656 17,650 2,739 1,745 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -397) 190 -173 -30 93 -269 253 -472 -650 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 9.0 19.8 49.9 62.2 85.9 91.0 14.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 5 13 17 19 22 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,797 COMMITMENTS 539 374 468 3,315 4,020 4,322 4,862 2,475 1,935 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 5.5 6.9 48.8 59.1 63.6 71.5 36.4 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 5 12 13 18 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,228 COMMITMENTS 12,077 17,577 100 8,984 3,551 21,161 21,228 67 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 773) 250 855 50 473 -132 773 773 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 82.8 0.5 42.3 16.7 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,523 COMMITMENTS 7,999 7,482 6,239 3,663 4,228 17,901 17,949 622 574 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,282) 777 417 411 259 440 1,447 1,268 -165 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 40.4 33.7 19.8 22.8 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 22 26 6 9 39 44 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,457 COMMITMENTS 3,733 0 0 31,659 35,457 35,392 35,457 65 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 371) -75 0 0 446 371 371 371 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.0 89.3 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 0 25 23 31 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,099 COMMITMENTS 2,540 2,746 224 6,323 6,129 9,087 9,099 12 0 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 17) 0 0 0 17 17 17 17 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 30.2 2.5 69.5 67.4 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,857 COMMITMENTS 1,521 4,993 923 12,241 9,845 14,685 15,761 1,172 96 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 783) 42 94 879 -451 -169 470 804 313 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 31.5 5.8 77.2 62.1 92.6 99.4 7.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 6 5 21 17 29 26 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,755 COMMITMENTS 1,708 2,267 520 9,946 9,761 12,174 12,548 581 207 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 403) 80 205 9 475 216 564 430 -161 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 17.8 4.1 78.0 76.5 95.4 98.4 4.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 8 7 18 24 30 34 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,130 COMMITMENTS 921 460 270 854 1,140 2,045 1,870 85 260 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 105) 60 75 0 50 30 110 105 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 21.6 12.7 40.1 53.5 96.0 87.8 4.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 8 4 12 12 19 22 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 09/15/15 | --------------------------------------------------------------| 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 09/08/15 (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 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 09/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,854 COMMITMENTS 4,406 2,795 2,806 19,627 19,947 26,839 25,548 5,015 6,306 CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 846) -150 -443 656 315 572 821 785 25 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 8.8 8.8 61.6 62.6 84.3 80.2 15.7 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 5 17 18 23 23
Updated September 18, 2015