GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,979 COMMITMENTS 22,624 4,168 1,656 33,194 51,869 57,474 57,693 505 286 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -431) 168 401 0 -584 -862 -416 -461 -15 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 7.2 2.9 57.3 89.5 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 7 5 38 40 45 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,351 COMMITMENTS 450 0 0 4,901 5,351 5,351 5,351 0 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 222) 0 0 0 222 222 222 222 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 0.0 91.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 18 20 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,708 COMMITMENTS 548 472 416 6,782 7,089 7,746 7,977 962 731 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 385) 54 99 26 108 213 188 338 197 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 5.4 4.8 77.9 81.4 89.0 91.6 11.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 5 4 32 31 37 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,706 COMMITMENTS 117 45 342 1,029 939 1,488 1,326 218 380 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 142) 20 1 30 130 135 180 166 -38 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.6 20.0 60.3 55.0 87.2 77.7 12.8 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 6 15 17 22 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,701 COMMITMENTS 774 192 360 4,011 4,750 5,145 5,302 556 399 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 515) -2 -20 72 511 594 581 646 -66 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 3.4 6.3 70.4 83.3 90.2 93.0 9.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 6 30 31 36 39 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,530 COMMITMENTS 1,226 2,299 480 5,503 4,436 7,209 7,215 321 315 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,246) 317 212 111 848 1,077 1,276 1,400 -30 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 30.5 6.4 73.1 58.9 95.7 95.8 4.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 5 5 28 25 38 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,122 COMMITMENTS 30 537 40 907 399 977 976 145 146 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 223) 0 167 0 243 121 243 288 -20 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 47.9 3.6 80.8 35.6 87.1 87.0 12.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 6 1 13 8 15 15 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,764 COMMITMENTS 225 10,716 1,076 27,385 16,717 28,686 28,509 78 255 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 379) 0 485 0 379 -121 379 364 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 37.3 3.7 95.2 58.1 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 26 21 29 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,076 COMMITMENTS 609 1,439 282 2,524 2,021 3,415 3,742 661 334 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 317) 60 182 12 181 133 253 327 64 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 35.3 6.9 61.9 49.6 83.8 91.8 16.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 6 4 17 17 26 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 369,963 COMMITMENTS 55,687 66,715 55,388 218,168 205,288 329,243 327,391 40,720 42,572 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 14,050) 371 -3,312 -1,143 19,568 14,430 18,796 9,975 -4,746 4,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 18.0 15.0 59.0 55.5 89.0 88.5 11.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 34 54 50 83 80 151 152 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,496 COMMITMENTS 1,050 750 325 32,196 39,369 33,571 40,444 11,925 5,052 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,337) -25 -100 100 1,516 3,107 1,591 3,107 -254 -1,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.6 0.7 70.8 86.5 73.8 88.9 26.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 2 22 27 24 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 998,745 COMMITMENTS 256,345 468,231 289,844 384,827 197,787 931,016 955,862 67,729 42,883 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -47,535) -16,745 -22,511 -2,840 -27,968 -20,943 -47,553 -46,294 18 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 46.9 29.0 38.5 19.8 93.2 95.7 6.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 100 147 143 66 53 249 277 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 340,046 COMMITMENTS 109,157 132,376 52,889 172,484 150,645 334,530 335,910 5,516 4,136 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,826) -8,775 -6,384 -287 4,934 2,572 -4,128 -4,099 302 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 38.9 15.6 50.7 44.3 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 13 26 34 34 67 62 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,445 COMMITMENTS 7,939 13,279 20,204 63,365 60,213 91,508 93,696 7,937 5,749 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 8,107) -1,721 2,507 5,924 3,282 1,112 7,485 9,543 622 -1,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 13.4 20.3 63.7 60.5 92.0 94.2 8.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 16 22 20 22 43 48 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,548,895 COMMITMENTS 594,672 61,691 119,162 794,133 1339518 1507967 1520371 40,928 28,524 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,469) -2,207 5,544 -8,761 7,470 907 -3,498 -2,310 2,029 841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 4.0 7.7 51.3 86.5 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 26 13 26 55 56 91 86 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,870 COMMITMENTS 26,142 59,511 53,414 311,434 278,120 390,990 391,045 1,880 1,825 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 4,190) 2,601 828 1,337 132 1,774 4,070 3,939 120 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 15.1 13.6 79.3 70.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 18 27 42 33 73 65 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 143,378 COMMITMENTS 68,874 50,388 24,080 49,536 67,944 142,490 142,412 888 966 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -757) 4,108 605 -2,925 -2,054 1,468 -871 -852 114 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 35.1 16.8 34.5 47.4 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 18 25 21 21 53 50 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 37,655 COMMITMENTS 21,653 12,078 4,472 11,150 20,750 37,275 37,300 380 355 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -45) 145 1,455 -585 395 -915 -45 -45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 32.1 11.9 29.6 55.1 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 13 16 18 13 37 34 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,986 COMMITMENTS 4,196 1,029 3,699 28,659 31,947 36,554 36,675 432 311 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,229) 226 88 -545 1,604 1,758 1,285 1,301 -56 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 2.8 10.0 77.5 86.4 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 16 10 11 46 59 68 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,218 COMMITMENTS 399 659 842 2,196 2,404 3,437 3,905 781 313 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 691) -20 51 380 232 250 592 681 99 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 15.6 20.0 52.1 57.0 81.5 92.6 18.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 5 3 23 22 28 27 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 449,540 COMMITMENTS 784 0 0 448,756 449,540 449,540 449,540 0 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 48,472) 0 0 0 48,472 48,472 48,472 48,472 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 12 14 12 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 162,437 COMMITMENTS 10,820 1,385 2,570 148,792 158,482 162,182 162,437 255 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 6,390) 0 0 0 6,390 6,390 6,390 6,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.9 1.6 91.6 97.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 27 20 28 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,076,422 COMMITMENTS 46,800 0 0 3029622 3076422 3076422 3076422 0 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 7,840) 0 0 0 7,840 7,840 7,840 7,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 24 20 25 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,413 COMMITMENTS 441 0 0 70,972 71,413 71,413 71,413 0 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 110) 0 0 0 110 110 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 15 18 16 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,613,556 COMMITMENTS 5,021 0 0 1608535 1613556 1613556 1613556 0 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 39,200) 0 0 0 39,200 39,200 39,200 39,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 18 12 19 12 NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 243,486 COMMITMENTS 0 0 0 243,486 243,486 243,486 243,486 0 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,920) 0 0 0 3,920 3,920 3,920 3,920 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 10 14 10 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 57,400 COMMITMENTS 0 0 0 56,840 56,840 56,840 56,840 560 560 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -18,040) 0 0 0 -17,864 -17,864 -17,864 -17,864 -176 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 10 11 10 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,682 COMMITMENTS 296 0 0 22,266 22,226 22,562 22,226 120 456 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 113) -60 0 0 173 98 113 98 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.2 98.0 99.5 98.0 0.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 26 26 27 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 86,724 COMMITMENTS 1,507 8,136 1,344 82,875 76,901 85,726 86,381 998 343 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -7,413) -108 -583 11 -7,232 -6,765 -7,329 -7,337 -84 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.4 1.5 95.6 88.7 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 8 3 6 55 55 65 63 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,534 COMMITMENTS 0 480 0 21,669 21,899 21,669 22,379 865 155 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 96.2 97.2 96.2 99.3 3.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 17 16 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,375 COMMITMENTS 2,375 6,124 193 30,358 26,489 32,926 32,806 449 569 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -892) -30 20 -6 -876 -891 -912 -877 20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 18.3 0.6 91.0 79.4 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 4 3 31 32 36 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,189 COMMITMENTS 300 614 489 7,022 6,780 7,811 7,883 378 306 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 663) 0 50 50 343 563 393 663 270 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 7.5 6.0 85.7 82.8 95.4 96.3 4.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 3 24 21 29 25 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,297 COMMITMENTS 0 1,170 69 11,290 10,883 11,359 12,122 938 175 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 156) 0 8 18 150 123 168 149 -12 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.5 0.6 91.8 88.5 92.4 98.6 7.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 20 19 22 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,671,590 COMMITMENTS 498,945 260,623 497,827 593,266 839,338 1590038 1597788 81,552 73,802 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -5,307) 5,561 13,430 -20,229 4,786 6,486 -9,882 -313 4,575 -4,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 15.6 29.8 35.5 50.2 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 126 117 159 96 108 314 311 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,801 COMMITMENTS 72,884 11,075 3,330 38,841 61,066 115,055 75,471 14,746 54,330 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 828) 280 -350 -16 421 955 685 589 143 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 8.5 2.6 29.9 47.0 88.6 58.1 11.4 41.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 5 12 16 21 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 163,930 COMMITMENTS 20,741 66,149 72,816 64,000 18,501 157,557 157,466 6,373 6,464 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,078) 242 -9,578 973 -4,711 5,149 -3,496 -3,456 -582 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 40.4 44.4 39.0 11.3 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 10 24 15 13 41 39 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,046 COMMITMENTS 630 0 0 14,346 15,031 14,976 15,031 70 15 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 180) 0 0 0 229 315 229 315 -49 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.0 95.3 99.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 16 20 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,526 COMMITMENTS 19,410 8,333 580 6,109 17,168 26,099 26,081 1,427 1,445 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 700) -187 1,550 100 792 -906 705 744 -5 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 30.3 2.1 22.2 62.4 94.8 94.8 5.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 51 58 14 26 32 87 96 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 71,115 COMMITMENTS 49,986 20,108 1,613 13,063 45,673 64,662 67,394 6,453 3,721 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,062) -1,316 4,069 226 1,418 -2,942 328 1,353 734 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.3 28.3 2.3 18.4 64.2 90.9 94.8 9.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 105 69 19 29 39 145 117 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 357,096 COMMITMENTS 109,003 50,536 66,708 161,332 220,853 337,043 338,097 20,053 18,999 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 14,659) -1,853 -4,154 4,934 11,713 13,014 14,794 13,794 -135 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 14.2 18.7 45.2 61.8 94.4 94.7 5.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 73 55 76 85 92 202 185 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,177 COMMITMENTS 3,102 0 1,391 3,850 7,226 8,343 8,617 2,834 2,560 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 0.0 12.4 34.4 64.7 74.6 77.1 25.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 0 4 7 10 14 14 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,395 COMMITMENTS 0 2,873 120 17,035 12,672 17,155 15,665 240 1,730 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 2,110) 0 488 0 2,010 1,342 2,010 1,830 100 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.5 0.7 97.9 72.8 98.6 90.1 1.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 1 14 19 15 23 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,708 COMMITMENTS 1,117 4,048 2,965 11,994 9,816 16,076 16,829 2,632 1,879 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,770) -495 373 774 959 1,009 1,238 2,156 532 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 21.6 15.8 64.1 52.5 85.9 90.0 14.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 6 17 19 24 25 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,135 COMMITMENTS 11,838 16,853 1,557 9,680 4,725 23,075 23,135 60 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 271) 10 115 106 175 100 291 321 -20 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 72.8 6.7 41.8 20.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 5 3 11 8 19 15 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,325 COMMITMENTS 5,721 5,431 7,115 2,944 3,292 15,780 15,838 545 487 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -76) 85 -737 -47 -139 729 -101 -55 25 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 33.3 43.6 18.0 20.2 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 21 26 8 9 40 44 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,639 COMMITMENTS 2,242 0 120 28,957 31,519 31,319 31,639 320 0 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -641) 30 0 0 -671 -641 -641 -641 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 0.4 91.5 99.6 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 24 21 27 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,376 COMMITMENTS 1,921 7,738 337 13,346 7,921 15,604 15,996 772 380 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,628) 32 1,583 83 1,664 -337 1,779 1,329 -151 299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 47.3 2.1 81.5 48.4 95.3 97.7 4.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 8 4 24 13 33 23 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,414 COMMITMENTS 944 1,825 439 9,362 8,227 10,745 10,491 669 923 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 556) 0 -45 0 627 106 627 61 -71 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 16.0 3.8 82.0 72.1 94.1 91.9 5.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 4 4 22 20 30 27 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,305 COMMITMENTS 500 265 230 385 620 1,115 1,115 190 190 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 80) 90 -30 0 40 110 130 80 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 20.3 17.6 29.5 47.5 85.4 85.4 14.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 6 2 6 12 11 20 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,117 COMMITMENTS 1,692 1,746 60 6,963 7,285 8,715 9,091 402 26 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 19.2 0.7 76.4 79.9 95.6 99.7 4.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 3 11 10 14 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,369 COMMITMENTS 4,772 460 3,825 16,705 18,743 25,302 23,028 5,067 7,341 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,215) 378 158 -158 1,277 1,157 1,497 1,157 -282 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 1.5 12.6 55.0 61.7 83.3 75.8 16.7 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 4 16 16 21 20
Updated November 13, 2015