GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,184 COMMITMENTS 22,349 4,213 1,691 34,639 52,994 58,679 58,898 505 286 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,205) -275 45 35 1,445 1,125 1,205 1,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 7.1 2.9 58.5 89.5 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 8 6 39 39 46 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,896 COMMITMENTS 450 0 600 5,846 6,296 6,896 6,896 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,545) 0 0 600 945 945 1,545 1,545 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 8.7 84.8 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 20 18 21 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,123 COMMITMENTS 690 466 545 6,885 7,426 8,120 8,437 1,003 686 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 415) 142 -6 129 103 337 374 460 41 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 5.1 6.0 75.5 81.4 89.0 92.5 11.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 6 32 31 40 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,731 COMMITMENTS 131 104 313 1,039 914 1,483 1,331 248 400 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 25) 14 59 -29 10 -25 -5 5 30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 6.0 18.1 60.0 52.8 85.7 76.9 14.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 6 15 16 22 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,685 COMMITMENTS 608 153 411 4,038 4,581 5,057 5,145 628 540 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -16) -166 -39 51 27 -169 -88 -157 72 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 2.7 7.2 71.0 80.6 89.0 90.5 11.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 6 29 30 36 38 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,025 COMMITMENTS 1,526 2,445 487 5,691 4,728 7,704 7,660 321 365 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 495) 300 146 7 188 292 495 445 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 30.5 6.1 70.9 58.9 96.0 95.5 4.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 5 5 28 25 39 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,282 COMMITMENTS 30 627 70 1,037 429 1,137 1,126 145 156 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 160) 0 90 30 130 30 160 150 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 48.9 5.5 80.9 33.5 88.7 87.8 11.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 7 2 14 9 17 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,752 COMMITMENTS 340 10,746 1,076 27,288 16,690 28,704 28,512 48 240 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -12) 115 30 0 -97 -27 18 3 -30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 37.4 3.7 94.9 58.0 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 26 21 30 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,594 COMMITMENTS 933 1,639 309 2,840 2,260 4,082 4,208 512 386 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 518) 324 200 27 316 239 667 466 -149 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 35.7 6.7 61.8 49.2 88.9 91.6 11.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 6 4 16 17 27 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 374,351 COMMITMENTS 56,635 73,893 58,737 218,454 197,774 333,826 330,404 40,525 43,947 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,388) 948 7,178 3,349 286 -7,514 4,583 3,013 -195 1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 19.7 15.7 58.4 52.8 89.2 88.3 10.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 35 59 51 83 81 153 158 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,475 COMMITMENTS 750 850 225 33,525 39,449 34,500 40,524 11,975 5,951 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 979) -300 100 -100 1,329 80 929 80 50 899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.8 0.5 72.1 84.9 74.2 87.2 25.8 12.8 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,004,080 COMMITMENTS 250,242 467,988 289,306 396,986 203,790 936,534 961,084 67,546 42,996 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,335) -6,103 -243 -538 12,159 6,003 5,518 5,222 -183 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 46.6 28.8 39.5 20.3 93.3 95.7 6.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 98 145 138 65 52 242 267 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 341,880 COMMITMENTS 108,377 135,082 51,726 176,247 151,073 336,350 337,881 5,530 3,999 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,834) -780 2,706 -1,163 3,763 428 1,820 1,971 14 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 39.5 15.1 51.6 44.2 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 19 14 27 36 34 69 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 107,866 COMMITMENTS 11,245 14,408 22,996 65,639 63,821 99,880 101,225 7,986 6,641 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,421) 3,306 1,129 2,792 2,274 3,608 8,372 7,529 49 892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 13.4 21.3 60.9 59.2 92.6 93.8 7.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 15 22 19 21 42 48 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,566,629 COMMITMENTS 601,274 60,639 123,358 802,132 1356021 1526764 1540018 39,865 26,611 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 17,734) 6,602 -1,052 4,196 7,999 16,503 18,797 19,647 -1,063 -1,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 3.9 7.9 51.2 86.6 97.5 98.3 2.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 26 13 26 56 57 92 87 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,729 COMMITMENTS 30,207 58,165 54,957 309,313 281,762 394,477 394,884 2,252 1,845 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,859) 4,065 -1,346 1,543 -2,121 3,642 3,487 3,839 372 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 14.7 13.9 78.0 71.0 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 19 16 27 42 33 73 64 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 147,149 COMMITMENTS 71,002 53,237 25,104 50,110 67,815 146,216 146,156 933 993 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,771) 2,128 2,849 1,024 574 -129 3,726 3,744 45 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 36.2 17.1 34.1 46.1 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 18 25 21 21 54 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,440 COMMITMENTS 22,313 10,813 5,172 11,332 23,100 38,817 39,085 623 355 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,785) 660 -1,265 700 182 2,350 1,542 1,785 243 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 27.4 13.1 28.7 58.6 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 13 17 17 13 37 34 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 39,346 COMMITMENTS 4,309 895 3,740 30,866 34,291 38,915 38,926 431 420 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,360) 113 -134 41 2,207 2,344 2,361 2,251 -1 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.3 9.5 78.4 87.2 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 10 11 46 59 66 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,460 COMMITMENTS 379 583 928 2,327 2,666 3,634 4,177 826 283 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 242) -20 -76 86 131 262 197 272 45 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 13.1 20.8 52.2 59.8 81.5 93.7 18.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 5 3 22 23 27 28 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| 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 11/10/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 163,912 COMMITMENTS 10,820 1,385 2,570 150,267 159,957 163,657 163,912 255 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,475) 0 0 0 1,475 1,475 1,475 1,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.8 1.6 91.7 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,057,232 COMMITMENTS 46,800 0 0 3010432 3057232 3057232 3057232 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -19,190) 0 0 0 -19,190 -19,190 -19,190 -19,190 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,943 COMMITMENTS 441 0 0 72,502 72,943 72,943 72,943 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,530) 0 0 0 1,530 1,530 1,530 1,530 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 N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,272,222 COMMITMENTS 0 70,200 0 1272222 1202022 1272222 1272222 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 16 14 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,653,516 COMMITMENTS 5,021 0 0 1648495 1653516 1653516 1653516 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 39,960) 0 0 0 39,960 39,960 39,960 39,960 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: 25) 1 0 0 19 12 20 12 NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| 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 11/10/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 39,360 COMMITMENTS 0 0 0 38,976 38,976 38,976 38,976 384 384 CHANGES FROM 11/10/15 (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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,150 COMMITMENTS 395 0 62 23,561 23,632 24,018 23,694 132 456 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,468) 99 0 62 1,295 1,406 1,456 1,468 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.3 97.6 97.9 99.5 98.1 0.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 1 26 25 28 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 87,805 COMMITMENTS 1,552 8,618 1,369 83,896 77,475 86,817 87,462 988 343 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,081) 45 482 25 1,021 574 1,091 1,081 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 9.8 1.6 95.5 88.2 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 6 7 6 55 55 65 65 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,879 COMMITMENTS 0 480 0 22,014 22,244 22,014 22,724 865 155 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 345 345 345 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: 21) 0 1 0 17 18 17 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,575 COMMITMENTS 2,381 6,094 223 29,530 25,667 32,134 31,984 441 591 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -800) 6 -30 30 -828 -822 -792 -822 -8 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 18.7 0.7 90.7 78.8 98.6 98.2 1.4 1.8 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,439 COMMITMENTS 300 1,176 226 7,535 6,731 8,061 8,133 378 306 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 250) 0 562 -263 513 -49 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 13.9 2.7 89.3 79.8 95.5 96.4 4.5 3.6 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,603 COMMITMENTS 0 1,169 64 11,559 11,099 11,623 12,332 980 271 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 306) 0 -1 -5 269 216 264 210 42 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.5 91.7 88.1 92.2 97.8 7.8 2.2 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,662,829 COMMITMENTS 494,099 265,544 511,653 570,121 806,942 1575873 1584139 86,956 78,690 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -8,761) -4,846 4,921 13,826 -23,145 -32,396 -14,165 -13,649 5,404 4,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 16.0 30.8 34.3 48.5 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 128 120 151 94 101 305 307 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,164 COMMITMENTS 73,440 10,805 3,444 39,240 62,143 116,124 76,392 15,040 54,772 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,363) 556 -270 114 399 1,077 1,069 921 294 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 8.2 2.6 29.9 47.4 88.5 58.2 11.5 41.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 5 13 16 22 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,504 COMMITMENTS 16,743 58,741 80,647 54,354 12,858 151,744 152,246 5,760 5,258 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -6,426) -3,998 -7,408 7,831 -9,646 -5,643 -5,813 -5,220 -613 -1,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 37.3 51.2 34.5 8.2 96.3 96.7 3.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 16 8 23 13 12 39 36 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,216 COMMITMENTS 630 0 0 15,486 16,201 16,116 16,201 100 15 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,170) 0 0 0 1,140 1,170 1,140 1,170 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 95.5 99.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 20 18 21 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,520 COMMITMENTS 17,536 9,139 731 7,745 16,035 26,012 25,905 1,508 1,615 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -6) -1,874 806 151 1,636 -1,133 -87 -176 81 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.7 33.2 2.7 28.1 58.3 94.5 94.1 5.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 61 56 13 30 31 97 96 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 74,144 COMMITMENTS 51,143 28,387 1,998 13,327 39,550 66,468 69,935 7,676 4,209 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,029) 1,157 8,279 385 264 -6,123 1,806 2,541 1,223 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.0 38.3 2.7 18.0 53.3 89.6 94.3 10.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 117 80 23 29 35 158 127 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,460 COMMITMENTS 110,240 61,520 69,608 164,467 213,956 344,315 345,084 21,145 20,376 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,364) 1,237 10,984 2,900 3,135 -6,897 7,272 6,987 1,092 1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 16.8 19.0 45.0 58.5 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 75 60 71 89 95 198 194 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,190 COMMITMENTS 2,348 121 1,627 5,003 7,702 8,978 9,450 3,212 2,740 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,013) -754 121 236 1,153 476 635 833 378 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 1.0 13.3 41.0 63.2 73.7 77.5 26.3 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 4 10 12 16 16 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,275 COMMITMENTS 0 2,593 120 17,830 13,932 17,950 16,645 325 1,630 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 880) 0 -280 0 795 1,260 795 980 85 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.2 0.7 97.6 76.2 98.2 91.1 1.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 15 21 16 24 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,683 COMMITMENTS 945 4,832 2,987 12,919 9,990 16,851 17,809 2,832 1,874 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 975) -172 784 22 925 174 775 980 200 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 24.5 15.2 65.6 50.8 85.6 90.5 14.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 4 6 18 19 25 25 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,600 COMMITMENTS 12,088 18,818 1,557 10,895 4,225 24,540 24,600 60 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,465) 250 1,965 0 1,215 -500 1,465 1,465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 76.5 6.3 44.3 17.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 5 3 11 7 19 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,724 COMMITMENTS 6,410 6,927 7,119 3,683 3,206 17,212 17,252 512 472 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,399) 689 1,496 4 739 -86 1,432 1,414 -33 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 39.1 40.2 20.8 18.1 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 19 20 26 8 9 40 43 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,579 COMMITMENTS 2,242 0 120 28,897 31,459 31,259 31,579 320 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -60 -60 -60 -60 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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,670 COMMITMENTS 2,005 8,015 337 13,508 7,938 15,850 16,290 820 380 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 294) 84 277 0 162 17 246 294 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 48.1 2.0 81.0 47.6 95.1 97.7 4.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 8 4 24 14 33 24 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,862 COMMITMENTS 455 1,807 439 9,332 8,183 10,226 10,429 636 433 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -552) -489 -18 0 -30 -44 -519 -62 -33 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 16.6 4.0 85.9 75.3 94.1 96.0 5.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 4 4 22 20 29 27 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,345 COMMITMENTS 440 275 240 455 620 1,135 1,135 210 210 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 40) -60 10 10 70 0 20 20 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 20.4 17.8 33.8 46.1 84.4 84.4 15.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 6 2 7 12 12 19 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| 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 11/10/15 (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 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,253 COMMITMENTS 4,772 571 4,100 17,356 19,037 26,228 23,708 5,025 7,545 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 884) 0 111 275 651 294 926 680 -42 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 1.8 13.1 55.5 60.9 83.9 75.9 16.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 4 17 16 22 20
Updated November 20, 2015