GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,461 COMMITMENTS 20,233 3,904 1,503 38,177 54,996 59,913 60,403 548 58 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,112) -909 189 819 2,202 1,104 2,112 2,112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 6.5 2.5 63.1 91.0 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 6 6 41 43 49 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,515 COMMITMENTS 450 0 0 5,065 5,515 5,515 5,515 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 576) 450 0 0 126 576 576 576 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.0 91.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 17 15 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,516 COMMITMENTS 890 188 598 7,361 8,077 8,849 8,863 667 653 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 191) -28 5 -4 321 249 289 250 -98 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.0 6.3 77.4 84.9 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 7 32 31 40 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,116 COMMITMENTS 160 27 270 1,117 1,223 1,547 1,520 569 596 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 35) -26 27 -18 32 55 -12 64 47 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.3 12.8 52.8 57.8 73.1 71.8 26.9 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 13 17 16 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,159 COMMITMENTS 1,341 587 93 4,958 5,986 6,392 6,666 767 493 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 261) 157 -50 -1 61 276 217 225 44 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 8.2 1.3 69.3 83.6 89.3 93.1 10.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 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 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,660 COMMITMENTS 2,160 3,211 515 5,476 4,160 8,151 7,886 509 774 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 741) 277 499 -119 500 346 658 726 83 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 37.1 5.9 63.2 48.0 94.1 91.1 5.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 5 7 27 20 37 29 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,239 COMMITMENTS 330 342 38 628 752 996 1,132 243 107 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 118) 50 100 -2 100 20 148 118 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 27.6 3.1 50.7 60.7 80.4 91.4 19.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 2 8 9 15 14 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,308 COMMITMENTS 305 9,888 1,239 27,667 17,941 29,211 29,068 97 240 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 573) 80 -961 599 -26 955 653 593 -80 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 33.7 4.2 94.4 61.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 3 23 23 27 27 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,328 COMMITMENTS 594 1,132 307 2,788 2,337 3,689 3,776 639 552 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 414) -21 -26 60 322 340 361 374 53 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 26.2 7.1 64.4 54.0 85.2 87.2 14.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 5 5 20 20 30 27 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 389,170 COMMITMENTS 58,113 65,966 75,757 215,293 205,787 349,163 347,510 40,007 41,660 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -21,479) -1,130 407 -12,549 -9,089 -12,392 -22,768 -24,534 1,289 3,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 17.0 19.5 55.3 52.9 89.7 89.3 10.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 35 46 59 84 85 156 160 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,905 COMMITMENTS 1,675 750 400 41,673 50,532 43,748 51,682 13,157 5,223 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 631) 650 250 300 -544 1,726 406 2,276 225 -1,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.3 0.7 73.2 88.8 76.9 90.8 23.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 22 27 25 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 905,773 COMMITMENTS 246,133 467,257 227,041 367,417 171,260 840,591 865,558 65,182 40,215 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,517) 17,337 26,162 -9,375 -4,836 -18,200 3,126 -1,413 -1,609 2,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 51.6 25.1 40.6 18.9 92.8 95.6 7.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 96 131 129 66 56 239 252 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 379,788 COMMITMENTS 160,885 130,541 58,407 156,084 186,252 375,376 375,200 4,412 4,588 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,427) -5,434 366 -1,434 9,504 3,467 2,636 2,399 -209 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 34.4 15.4 41.1 49.0 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 19 10 25 37 36 69 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 100,511 COMMITMENTS 16,836 22,682 12,391 63,429 58,691 92,656 93,764 7,855 6,747 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 7,059) 4,106 -354 1,890 1,755 5,108 7,751 6,644 -692 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 22.6 12.3 63.1 58.4 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 13 19 18 18 42 37 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,673,785 COMMITMENTS 712,995 71,029 117,761 809,523 1455918 1640279 1644708 33,506 29,077 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 27,211) 11,288 7,583 2,473 14,643 16,349 28,404 26,405 -1,193 806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 4.2 7.0 48.4 87.0 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 12 33 56 57 98 93 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 440,523 COMMITMENTS 33,193 53,845 73,815 330,647 309,675 437,655 437,335 2,868 3,188 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 9,640) 3,478 1,998 1,066 5,007 5,472 9,551 8,536 89 1,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 12.2 16.8 75.1 70.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 17 24 25 41 36 71 72 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 144,925 COMMITMENTS 52,955 46,468 31,245 59,268 65,991 143,468 143,704 1,457 1,221 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,031) -5,249 -2,227 6,360 1,881 -937 2,992 3,196 39 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 32.1 21.6 40.9 45.5 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 19 21 22 21 50 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 35,589 COMMITMENTS 21,966 10,248 3,821 9,268 21,146 35,055 35,215 534 374 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,924) 585 -225 958 442 1,382 1,985 2,115 -61 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 28.8 10.7 26.0 59.4 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 12 14 15 15 34 33 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,238 COMMITMENTS 20 439 40 3,028 2,619 3,088 3,098 150 140 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 248) 0 30 0 248 218 248 248 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 13.6 1.2 93.5 80.9 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 19 19 23 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 47,663 COMMITMENTS 2,789 1,151 3,951 40,303 42,238 47,043 47,340 620 323 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,154) 63 -10 -53 2,094 2,141 2,104 2,078 50 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.4 8.3 84.6 88.6 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 9 10 44 59 64 73 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,791 COMMITMENTS 868 595 562 2,920 3,325 4,350 4,482 441 309 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 497) -221 85 31 511 355 321 471 176 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 12.4 11.7 60.9 69.4 90.8 93.6 9.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 3 5 22 22 28 30 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 411,428 COMMITMENTS 3,163 9,088 0 408,265 402,340 411,428 411,428 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 214,207) 0 0 0 214,207 214,207 214,207 214,207 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.2 0.0 99.2 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 11 14 12 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 145,910 COMMITMENTS 10,255 1,595 3,790 131,610 140,525 145,655 145,910 255 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 7,462) 0 0 0 7,462 7,462 7,462 7,462 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 1.1 2.6 90.2 96.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 27 19 29 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,996,033 COMMITMENTS 0 169,560 0 2996033 2826473 2996033 2996033 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 99,726) 0 0 0 99,726 99,726 99,726 99,726 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.7 0.0 100.0 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 20 22 21 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,882 COMMITMENTS 1,428 0 1,915 62,539 63,967 65,882 65,882 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,130) 0 0 0 3,130 3,130 3,130 3,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 2.9 94.9 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 15 18 17 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,289,552 COMMITMENTS 29,614 0 70,560 1189378 1218992 1289552 1289552 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 34,152) 0 0 0 34,152 34,152 34,152 34,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 5.5 92.2 94.5 100.0 100.0 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 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,135 COMMITMENTS 359 62 13 17,621 17,925 17,993 18,000 142 135 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,469) 36 0 -12 3,485 3,481 3,509 3,469 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.3 0.1 97.2 98.8 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 23 26 24 28 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 81,386 COMMITMENTS 1,428 8,415 1,491 77,478 71,019 80,397 80,925 989 461 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 8,351) 39 90 331 8,126 8,005 8,496 8,426 -145 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 10.3 1.8 95.2 87.3 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 5 7 8 56 52 66 64 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,611 COMMITMENTS 0 526 0 21,016 20,861 21,016 21,387 595 224 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 365) 0 0 0 365 365 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 97.2 96.5 97.2 99.0 2.8 1.0 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 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,398 COMMITMENTS 2,918 7,029 146 29,955 25,556 33,019 32,731 379 667 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,622) 16 20 63 3,665 3,276 3,744 3,359 -122 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 21.0 0.4 89.7 76.5 98.9 98.0 1.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 5 3 31 31 39 38 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,476 COMMITMENTS 405 872 890 8,089 7,315 9,384 9,077 92 399 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 331) 120 -25 96 115 260 331 331 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 9.2 9.4 85.4 77.2 99.0 95.8 1.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 4 24 21 30 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,677 COMMITMENTS 0 859 138 9,494 9,521 9,632 10,518 1,045 159 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 741) 0 0 0 614 723 614 723 127 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 1.3 88.9 89.2 90.2 98.5 9.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 22 22 24 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,606,217 COMMITMENTS 489,204 229,775 503,809 548,373 798,144 1541386 1531728 64,831 74,489 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -96,732) 3,385 -16,658 -52,054 -39,691 -28,878 -88,360 -97,590 -8,372 858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 14.3 31.4 34.1 49.7 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 111 111 142 93 107 290 290 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,498 COMMITMENTS 71,170 8,466 2,617 46,885 73,735 120,672 84,818 16,826 52,680 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 386) 308 9 -111 162 722 359 620 27 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 6.2 1.9 34.1 53.6 87.8 61.7 12.2 38.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 4 3 15 18 22 23 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 155,099 COMMITMENTS 16,817 75,089 61,041 71,810 13,220 149,668 149,350 5,431 5,749 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -4,867) 4,000 -2,406 371 -6,650 -635 -2,279 -2,670 -2,588 -2,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 48.4 39.4 46.3 8.5 96.5 96.3 3.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 16 10 23 19 17 44 42 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,926 COMMITMENTS 360 0 0 12,471 12,896 12,831 12,896 95 30 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -2,183) 0 0 0 -2,158 -2,168 -2,158 -2,168 -25 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 96.5 99.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 14 19 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,147 COMMITMENTS 18,492 12,097 445 6,908 12,598 25,845 25,140 1,302 2,007 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -546) -250 -1,535 -39 -242 757 -531 -817 -15 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.1 44.6 1.6 25.4 46.4 95.2 92.6 4.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 44 58 5 24 30 71 90 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 79,193 COMMITMENTS 54,537 31,695 2,632 15,605 40,240 72,774 74,567 6,419 4,626 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 5,409) 3,704 3,894 -187 558 1,142 4,075 4,849 1,334 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 40.0 3.3 19.7 50.8 91.9 94.2 8.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 111 80 22 31 39 156 133 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 386,762 COMMITMENTS 116,177 51,417 68,876 183,565 246,180 368,618 366,473 18,144 20,289 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 17,665) 3,889 3,995 5,752 7,412 9,118 17,053 18,865 612 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 13.3 17.8 47.5 63.7 95.3 94.8 4.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 77 51 70 86 97 200 189 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,877 COMMITMENTS 4,399 501 933 6,088 9,435 11,420 10,869 2,457 3,008 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 10) 143 -185 -170 68 464 41 109 -31 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 3.6 6.7 43.9 68.0 82.3 78.3 17.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 1 4 12 10 19 14 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,620 COMMITMENTS 0 2,645 0 17,700 13,965 17,700 16,610 920 2,010 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 595) 0 0 0 555 255 555 255 40 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.2 0.0 95.1 75.0 95.1 89.2 4.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 13 19 13 21 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 7,907 COMMITMENTS 0 458 570 6,236 5,244 6,806 6,272 1,101 1,635 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 7.2 78.9 66.3 86.1 79.3 13.9 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 16 12 18 15 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,337 COMMITMENTS 3,302 1,749 3,835 9,444 12,216 16,581 17,800 2,756 1,537 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -58) 150 0 0 -225 150 -75 150 17 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 9.0 19.8 48.8 63.2 85.7 92.1 14.3 7.9 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 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,103 COMMITMENTS 507 194 495 3,510 4,464 4,512 5,153 2,591 1,950 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 306) -32 -180 27 195 444 190 291 116 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.7 7.0 49.4 62.8 63.5 72.5 36.5 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 4 11 13 16 17 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,843 COMMITMENTS 11,777 17,477 665 9,334 3,701 21,776 21,843 67 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 615) -300 -100 565 350 150 615 615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 80.0 3.0 42.7 16.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 7 2 11 8 21 16 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,365 COMMITMENTS 7,789 7,372 6,083 3,751 4,390 17,623 17,845 742 520 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -158) -210 -110 -156 88 162 -278 -104 120 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 40.1 33.1 20.4 23.9 96.0 97.2 4.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 22 27 5 9 38 45 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,987 COMMITMENTS 3,568 0 0 32,239 35,977 35,807 35,977 180 10 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 530) -165 0 0 580 520 415 520 115 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.0 89.6 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 0 0 24 22 30 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,059 COMMITMENTS 2,540 2,746 184 6,323 6,129 9,047 9,059 12 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -40) 0 0 -40 0 0 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 30.3 2.0 69.8 67.7 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 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,517 COMMITMENTS 1,679 5,210 323 12,548 9,888 14,550 15,421 967 96 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -340) 158 217 -600 307 43 -135 -340 -205 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 33.6 2.1 80.9 63.7 93.8 99.4 6.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 6 4 22 18 29 26 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,934 COMMITMENTS 1,708 2,312 538 10,093 9,826 12,339 12,676 595 258 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 179) 0 45 18 147 65 165 128 14 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 17.9 4.2 78.0 76.0 95.4 98.0 4.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 8 7 18 23 30 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,190 COMMITMENTS 871 480 290 884 1,170 2,045 1,940 145 250 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 60) -50 20 20 30 30 0 70 60 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 21.9 13.2 40.4 53.4 93.4 88.6 6.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 9 5 13 12 21 23 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,832 COMMITMENTS 1,632 1,732 152 7,604 7,908 9,388 9,792 444 40 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 17.6 1.5 77.3 80.4 95.5 99.6 4.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 4 11 10 15 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,484 COMMITMENTS 4,406 2,378 3,254 19,792 20,954 27,452 26,586 5,032 5,898 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 630) 0 -417 448 165 1,007 613 1,038 17 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 7.3 10.0 60.9 64.5 84.5 81.8 15.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 5 17 19 23 24
Updated September 25, 2015