GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,604 COMMITMENTS 23,232 5,057 1,988 38,879 57,293 64,099 64,338 505 266 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 750) 272 254 17 461 479 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 7.8 3.1 60.2 88.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 8 6 39 41 46 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,346 COMMITMENTS 450 0 600 6,296 6,746 7,346 7,346 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -27) 0 0 0 -27 -27 -27 -27 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 8.2 85.7 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 18 23 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,565 COMMITMENTS 872 513 585 7,313 7,869 8,770 8,967 795 598 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 367) 49 55 27 350 370 426 452 -59 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 5.4 6.1 76.5 82.3 91.7 93.7 8.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 4 6 35 34 44 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,979 COMMITMENTS 121 176 364 1,199 1,028 1,684 1,568 295 411 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 93) 0 32 26 40 -46 66 12 27 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 8.9 18.4 60.6 51.9 85.1 79.2 14.9 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 6 16 17 23 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,910 COMMITMENTS 578 444 468 5,294 5,551 6,340 6,463 570 447 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 393) -42 71 21 440 328 419 420 -26 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 6.4 6.8 76.6 80.3 91.8 93.5 8.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 4 8 35 35 44 46 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| 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 1,493 2,315 532 6,351 5,381 8,376 8,228 284 432 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 310) 22 25 -10 317 331 329 346 -19 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 26.7 6.1 73.3 62.1 96.7 95.0 3.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 5 5 33 25 44 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,424 COMMITMENTS 60 617 100 1,119 535 1,279 1,252 145 172 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 112) 0 10 30 82 52 112 92 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 43.3 7.0 78.6 37.6 89.8 87.9 10.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 7 3 16 10 20 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,332 COMMITMENTS 340 10,806 1,096 27,848 17,190 29,284 29,092 48 240 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 50) 0 35 15 35 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 36.8 3.7 94.9 58.6 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 26 22 30 25 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,945 COMMITMENTS 888 1,842 332 3,118 2,377 4,338 4,551 607 394 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 225) 75 130 -17 112 82 170 195 55 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 37.2 6.7 63.1 48.1 87.7 92.0 12.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 7 5 17 19 28 27 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,784 COMMITMENTS 58,434 76,870 54,835 191,938 171,417 305,207 303,122 40,577 42,662 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -17,206) 3,522 -2,735 -4,361 -14,587 -10,910 -15,426 -18,006 -1,780 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 22.2 15.9 55.5 49.6 88.3 87.7 11.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 38 55 50 80 85 150 162 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,057 COMMITMENTS 750 625 200 35,538 43,005 36,488 43,830 12,569 5,227 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,512) 0 25 -25 950 2,309 925 2,309 587 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.3 0.4 72.4 87.7 74.4 89.3 25.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 24 28 26 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,005,820 COMMITMENTS 238,720 454,053 301,794 394,017 206,638 934,531 962,485 71,289 43,335 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 15,723) -2,317 273 10,223 6,525 5,247 14,431 15,743 1,292 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 45.1 30.0 39.2 20.5 92.9 95.7 7.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 89 137 126 63 49 230 250 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 316,990 COMMITMENTS 85,256 115,322 52,841 174,500 144,463 312,597 312,626 4,393 4,364 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -21,855) -8,290 -14,221 -393 -11,300 -7,833 -19,983 -22,447 -1,872 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 36.4 16.7 55.0 45.6 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 13 26 35 34 67 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 93,274 COMMITMENTS 8,295 17,338 14,544 60,228 55,356 83,067 87,238 10,207 6,036 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -23,462) -6,386 -2,073 -9,787 -11,023 -12,107 -27,196 -23,967 3,734 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 18.6 15.6 64.6 59.3 89.1 93.5 10.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 16 18 18 18 37 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,483,771 COMMITMENTS 548,937 62,360 110,743 777,734 1277419 1437414 1450522 46,357 33,249 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -87,877) -60,584 5,153 -9,605 -23,684 -86,187 -93,873 -90,639 5,996 2,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 4.2 7.5 52.4 86.1 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 18 15 27 54 51 84 82 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,368 COMMITMENTS 23,861 44,963 44,291 280,829 259,036 348,981 348,290 1,387 2,078 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -44,715) -6,187 -15,136 -9,132 -28,390 -20,156 -43,709 -44,424 -1,006 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 12.8 12.6 80.2 73.9 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 17 23 38 30 66 56 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 144,220 COMMITMENTS 76,943 59,596 18,380 47,979 65,592 143,302 143,568 918 652 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,502) 5,417 4,924 -6,715 -3,044 -2,481 -4,342 -4,272 -160 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 41.3 12.7 33.3 45.5 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 21 27 22 18 56 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,796 COMMITMENTS 23,341 8,391 4,944 10,778 26,096 39,063 39,431 733 365 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,365) -577 -1,142 -859 -849 -334 -2,285 -2,335 -80 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 21.1 12.4 27.1 65.6 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 10 14 14 14 34 32 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,577 COMMITMENTS 3,870 1,966 2,765 27,634 29,480 34,269 34,211 308 366 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -6,077) -742 1,106 -1,099 -4,152 -6,030 -5,993 -6,023 -84 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 5.7 8.0 79.9 85.3 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 13 11 11 45 57 65 73 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,723 COMMITMENTS 554 767 415 1,845 2,188 2,814 3,370 909 353 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,186) 165 212 -537 -859 -975 -1,231 -1,300 45 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 20.6 11.1 49.6 58.8 75.6 90.5 24.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 20 19 24 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 171,291 COMMITMENTS 17,945 1,275 2,445 150,646 167,571 171,036 171,291 255 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 6,994) 7,125 -110 -125 -6 7,229 6,994 6,994 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.7 1.4 87.9 97.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 20 17 21 19 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,064,157 COMMITMENTS 187,200 0 0 2876957 3064157 3064157 3064157 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 328) 140,400 0 0 -140,072 328 328 328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.0 93.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 20 16 21 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,885 COMMITMENTS 419 0 0 73,466 73,885 73,885 73,885 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -724) -22 0 0 -702 -724 -724 -724 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: 22) 1 0 0 15 16 16 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,623,500 COMMITMENTS 4,629 0 0 1618871 1623500 1623500 1623500 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -30,016) -392 0 0 -29,624 -30,016 -30,016 -30,016 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: 23) 1 0 0 17 11 18 11 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,647 COMMITMENTS 430 0 62 23,015 23,151 23,507 23,213 140 434 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,750) -135 0 0 -1,615 -1,743 -1,750 -1,743 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.3 97.3 97.9 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 26 26 28 27 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 90,930 COMMITMENTS 1,910 8,851 802 87,290 80,950 90,002 90,603 928 327 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,432) 30 38 -18 1,480 1,412 1,492 1,432 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 9.7 0.9 96.0 89.0 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 7 8 5 59 54 69 64 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,857 COMMITMENTS 0 480 0 21,012 21,272 21,012 21,752 845 105 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -907) 0 0 0 -887 -857 -887 -857 -20 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 96.1 97.3 96.1 99.5 3.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 18 17 18 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,465 COMMITMENTS 2,429 5,133 253 27,244 24,616 29,926 30,002 539 463 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,960) 10 -991 6 -1,902 -847 -1,886 -1,832 -74 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 16.8 0.8 89.4 80.8 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 4 4 32 31 39 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,814 COMMITMENTS 120 741 394 6,971 6,410 7,485 7,545 329 269 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -923) -80 -296 -55 -729 -535 -864 -886 -59 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.5 5.0 89.2 82.0 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 3 25 20 29 24 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,687 COMMITMENTS 111 1,049 65 10,624 10,358 10,800 11,472 887 215 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,236) -5 -129 -8 -1,162 -1,054 -1,175 -1,191 -61 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.0 0.6 90.9 88.6 92.4 98.2 7.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 3 19 20 22 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,661,176 COMMITMENTS 475,582 267,104 530,687 572,148 785,020 1578417 1582811 82,759 78,365 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 28,705) 3,309 6,856 15,039 6,996 6,395 25,344 28,290 3,361 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 16.1 31.9 34.4 47.3 95.0 95.3 5.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 125 117 149 91 102 294 308 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,269 COMMITMENTS 72,503 10,957 2,376 34,150 55,969 109,029 69,302 15,240 54,967 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -7,765) -564 132 -1,182 -5,617 -6,112 -7,363 -7,162 -402 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.3 8.8 1.9 27.5 45.0 87.7 55.8 12.3 44.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 5 4 11 14 19 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 168,166 COMMITMENTS 20,806 65,727 80,195 60,226 16,314 161,227 162,236 6,939 5,930 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,227) 450 4,059 -2,038 3,458 204 1,870 2,225 357 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 39.1 47.7 35.8 9.7 95.9 96.5 4.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 11 25 16 14 42 42 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,610 COMMITMENTS 630 0 0 13,860 14,610 14,490 14,610 120 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.0 94.9 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 11 15 11 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,853 COMMITMENTS 17,655 11,081 201 7,445 14,037 25,301 25,319 1,552 1,534 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,565) 646 554 -23 -1,434 -1,268 -811 -737 -754 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.7 41.3 0.7 27.7 52.3 94.2 94.3 5.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 58 59 13 33 29 97 95 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 76,282 COMMITMENTS 51,856 33,111 2,088 13,807 36,857 67,751 72,056 8,531 4,226 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 712) 913 594 273 -795 -104 391 763 321 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 43.4 2.7 18.1 48.3 88.8 94.5 11.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 126 82 22 30 33 168 127 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,376 COMMITMENTS 115,689 44,457 75,566 151,540 227,201 342,795 347,224 20,581 16,152 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -7,025) -2,874 -8,666 3,430 -6,405 178 -5,849 -5,058 -1,176 -1,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 12.2 20.8 41.7 62.5 94.3 95.6 5.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 72 53 80 83 94 198 193 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,202 COMMITMENTS 2,482 646 1,594 6,695 7,851 10,771 10,091 1,431 2,111 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,131) 134 615 -63 514 -971 585 -419 -1,716 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 5.3 13.1 54.9 64.3 88.3 82.7 11.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 2 4 13 12 21 16 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,365 COMMITMENTS 0 2,883 120 19,995 16,137 20,115 19,140 250 1,225 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 685) 0 120 0 685 740 685 860 0 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.2 0.6 98.2 79.2 98.8 94.0 1.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 18 24 19 27 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,914 COMMITMENTS 1,054 4,949 1,870 13,084 9,503 16,008 16,322 2,906 2,592 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,240) 263 215 -1,408 -999 -1,508 -2,144 -2,701 -96 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 26.2 9.9 69.2 50.2 84.6 86.3 15.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 19 18 25 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,021 COMMITMENTS 10,791 17,552 1,732 10,452 3,737 22,975 23,021 46 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,354) -1,372 -1,366 -300 -668 -688 -2,340 -2,354 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 76.2 7.5 45.4 16.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 5 3 11 7 19 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,010 COMMITMENTS 7,306 7,534 8,289 4,931 4,747 20,526 20,570 484 440 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,089) 89 -459 1,187 906 1,548 2,182 2,276 -93 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 35.9 39.5 23.5 22.6 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 18 20 29 8 10 40 47 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,570 COMMITMENTS 2,612 50 120 30,633 33,400 33,365 33,570 205 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 536) -250 50 0 996 486 746 536 -210 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.1 0.4 91.3 99.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 1 26 22 30 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,096 COMMITMENTS 2,105 7,368 323 11,577 7,040 14,005 14,731 1,091 365 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,740) 8 -593 -14 -2,005 -1,118 -2,011 -1,725 271 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 48.8 2.1 76.7 46.6 92.8 97.6 7.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 8 4 21 15 30 24 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,553 COMMITMENTS 422 1,549 480 7,961 7,133 8,863 9,162 690 391 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,692) -161 -593 28 -1,613 -1,125 -1,746 -1,690 54 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 16.2 5.0 83.3 74.7 92.8 95.9 7.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 6 3 20 21 25 28 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,065 COMMITMENTS 830 355 470 595 1,010 1,895 1,835 170 230 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 399) 120 0 150 169 249 439 399 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 17.2 22.8 28.8 48.9 91.8 88.9 8.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 7 4 11 17 18 26 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| 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 11/24/15 (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 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,789 COMMITMENTS 2,901 2,359 3,296 17,677 16,804 23,874 22,459 4,915 6,330 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,102) -1,330 1,699 -976 -1,778 -4,733 -4,084 -4,010 -18 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 8.2 11.4 61.4 58.4 82.9 78.0 17.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 5 17 16 22 21
Updated December 4, 2015