GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,052 COMMITMENTS 24,795 3,987 1,872 33,890 54,928 60,557 60,787 495 265 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 375) -259 -490 57 557 808 355 375 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 6.5 3.1 55.5 90.0 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 7 7 39 40 47 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,524 COMMITMENTS 625 200 600 6,299 6,724 7,524 7,524 0 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 825) 100 0 0 725 825 825 825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.7 8.0 83.7 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 17 21 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,113 COMMITMENTS 904 498 928 6,356 6,987 8,188 8,413 925 700 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 361) 24 67 43 174 221 241 331 120 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 5.5 10.2 69.7 76.7 89.8 92.3 10.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 5 7 29 30 39 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,697 COMMITMENTS 227 289 205 990 826 1,422 1,320 275 377 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 113) 1 46 14 68 18 83 78 30 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 17.0 12.1 58.3 48.7 83.8 77.8 16.2 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 4 17 14 22 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,522 COMMITMENTS 911 593 437 5,639 6,155 6,987 7,185 535 337 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 266) 111 67 38 125 151 274 256 -8 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 7.9 5.8 75.0 81.8 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 6 6 32 37 39 48 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,765 COMMITMENTS 50 50 0 6,713 6,715 6,763 6,765 2 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.7 0.0 99.2 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,705 COMMITMENTS 1,022 1,763 750 5,707 4,765 7,479 7,278 226 427 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 544) 67 286 160 320 71 547 517 -3 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 22.9 9.7 74.1 61.8 97.1 94.5 2.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 6 8 30 22 43 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,614 COMMITMENTS 20 556 230 1,287 756 1,537 1,542 77 72 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 392) -30 126 70 352 236 392 432 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 34.4 14.3 79.7 46.8 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 9 5 16 12 21 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,319 COMMITMENTS 151 12,642 125 28,013 15,292 28,289 28,059 30 260 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 600) -75 90 -100 775 590 600 580 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 44.6 0.4 98.9 54.0 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 2 25 16 28 19 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,902 COMMITMENTS 1,152 2,126 110 3,095 2,269 4,357 4,505 545 397 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 362) 70 214 -45 351 148 376 317 -14 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 43.4 2.2 63.1 46.3 88.9 91.9 11.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 7 4 19 17 28 25 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 353,619 COMMITMENTS 61,397 75,093 45,827 201,701 189,469 308,925 310,389 44,694 43,230 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,173) -3,318 -2,988 4,065 3,319 1,266 4,066 2,343 -893 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 21.2 13.0 57.0 53.6 87.4 87.8 12.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 38 52 54 81 80 152 158 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,898 COMMITMENTS 0 970 350 32,449 39,225 32,799 40,545 12,099 4,353 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,294) -725 0 0 -1,368 -1,711 -2,093 -1,711 799 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.8 72.3 87.4 73.1 90.3 26.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 1 25 29 26 32 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 997,935 COMMITMENTS 233,833 439,039 255,577 443,786 262,970 933,196 957,586 64,739 40,349 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -36,328) -3,623 -3,656 -25,337 -5,881 -5,715 -34,841 -34,708 -1,487 -1,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 44.0 25.6 44.5 26.4 93.5 96.0 6.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 94 139 128 67 58 235 261 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 323,387 COMMITMENTS 75,233 111,849 68,810 173,478 137,597 317,521 318,256 5,866 5,131 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 3,177) 1,878 -487 5,614 -4,783 -2,028 2,709 3,099 468 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 34.6 21.3 53.6 42.5 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 19 12 25 38 35 69 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 135,679 COMMITMENTS 30,787 36,619 20,887 78,003 73,698 129,677 131,204 6,002 4,475 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 15,674) 8,568 6,604 1,203 6,601 8,297 16,372 16,104 -698 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 27.0 15.4 57.5 54.3 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 21 29 25 24 54 57 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,515,081 COMMITMENTS 571,443 74,277 105,147 797,289 1298345 1473879 1477769 41,202 37,312 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 24,494) 20,411 12,681 -5,518 15,129 20,165 30,022 27,328 -5,528 -2,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 4.9 6.9 52.6 85.7 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 22 16 30 56 52 90 87 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,429 COMMITMENTS 40,318 61,678 61,590 292,971 271,490 394,879 394,758 1,550 1,671 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 11,497) 859 4,515 4,914 6,422 1,914 12,195 11,343 -698 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 15.6 15.5 73.9 68.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 17 20 27 39 30 72 61 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 123,311 COMMITMENTS 42,822 63,011 17,522 61,912 41,816 122,256 122,349 1,055 962 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,326) 324 -3,561 2,376 -1,410 2,304 1,290 1,119 36 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 51.1 14.2 50.2 33.9 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 15 22 25 23 19 56 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,296 COMMITMENTS 17,657 8,167 4,343 11,568 21,456 33,568 33,966 728 330 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 269) 220 135 -241 345 390 324 284 -55 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 23.8 12.7 33.7 62.6 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 12 15 15 13 35 32 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,056 COMMITMENTS 4,390 2,035 2,447 32,789 35,234 39,626 39,716 430 340 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,918) 29 94 -583 2,399 2,466 1,845 1,977 73 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 5.1 6.1 81.9 88.0 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 14 13 12 45 55 66 73 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,664 COMMITMENTS 607 843 441 2,555 3,052 3,603 4,336 1,061 328 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 213) 30 70 -28 71 156 73 198 140 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 18.1 9.5 54.8 65.4 77.3 93.0 22.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 4 21 24 26 30 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 175,096 COMMITMENTS 10,295 1,505 2,445 162,101 171,146 174,841 175,096 255 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,660) -7,650 0 0 9,310 1,660 1,660 1,660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.9 1.4 92.6 97.7 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 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,448,667 COMMITMENTS 187,200 0 0 3261467 3448667 3448667 3448667 0 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 247,642) 0 0 0 247,642 247,642 247,642 247,642 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.0 94.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 16 20 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,800 COMMITMENTS 419 0 0 74,381 74,800 74,800 74,800 0 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 328) 0 0 0 328 328 328 328 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 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,649,567 COMMITMENTS 4,629 0 0 1644938 1649567 1649567 1649567 0 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 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 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,266 COMMITMENTS 907 0 62 24,157 24,786 25,126 24,848 140 418 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 806) 120 0 0 686 806 806 806 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.2 95.6 98.1 99.4 98.3 0.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 26 27 28 28 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 99,877 COMMITMENTS 2,017 8,756 829 96,113 89,925 98,959 99,510 918 367 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,891) 130 90 38 1,723 1,793 1,891 1,921 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.8 0.8 96.2 90.0 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 7 8 6 59 54 70 65 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,957 COMMITMENTS 255 480 57 26,960 27,335 27,272 27,872 685 85 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,465) 87 0 0 2,373 2,488 2,460 2,488 5 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.7 0.2 96.4 97.8 97.5 99.7 2.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 19 17 20 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,042 COMMITMENTS 2,509 5,203 254 29,790 27,174 32,553 32,631 489 411 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 866) -20 0 1 870 865 851 866 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 15.7 0.8 90.2 82.2 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 4 4 32 32 39 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,368 COMMITMENTS 120 796 459 8,371 7,848 8,950 9,103 418 265 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 750) 0 24 62 655 668 717 754 33 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.5 4.9 89.4 83.8 95.5 97.2 4.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 5 3 26 21 30 26 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,314 COMMITMENTS 0 1,022 58 12,232 11,995 12,290 13,075 1,024 239 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,127) 0 15 -6 1,148 1,103 1,142 1,112 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.4 91.9 90.1 92.3 98.2 7.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 2 22 21 24 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,646,306 COMMITMENTS 453,681 260,769 548,314 558,814 755,495 1560809 1564578 85,497 81,728 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -32,221) -18,547 -948 -7,336 -9,458 -20,916 -35,341 -29,200 3,120 -3,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 15.8 33.3 33.9 45.9 94.8 95.0 5.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 123 110 149 89 103 288 299 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,147 COMMITMENTS 73,669 11,119 1,860 35,473 58,693 111,002 71,672 15,145 54,475 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 236) -246 -81 -426 555 682 -117 175 353 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 8.8 1.5 28.1 46.5 88.0 56.8 12.0 43.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 4 12 15 21 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,298 COMMITMENTS 21,584 75,656 75,819 67,275 14,017 164,678 165,492 6,620 5,806 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -3,879) 2,540 3,442 -6,735 -80 -567 -4,275 -3,860 396 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 44.2 44.3 39.3 8.2 96.1 96.6 3.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 12 21 16 13 39 37 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,641 COMMITMENTS 600 0 0 12,981 13,484 13,581 13,484 60 157 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,188) -30 0 0 -1,143 -1,321 -1,173 -1,321 -15 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 95.2 98.8 99.6 98.8 0.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 15 14 16 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,778 COMMITMENTS 16,451 8,728 233 5,581 13,272 22,265 22,233 1,513 1,545 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -650) -265 -853 108 -527 22 -684 -723 34 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 36.7 1.0 23.5 55.8 93.6 93.5 6.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 63 47 8 28 23 93 77 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,653 COMMITMENTS 47,679 24,753 2,976 11,391 38,167 62,046 65,896 7,607 3,757 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,374) -3,153 -4,859 -1,041 -2,029 -64 -6,223 -5,964 -151 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.5 35.5 4.3 16.4 54.8 89.1 94.6 10.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 121 64 21 30 33 163 107 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 366,845 COMMITMENTS 113,439 45,888 75,402 157,868 224,344 346,709 345,634 20,136 21,211 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,693) -55 1,272 -4,166 -2,519 -5,668 -6,740 -8,562 47 1,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 12.5 20.6 43.0 61.2 94.5 94.2 5.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 79 50 64 84 94 190 184 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,178 COMMITMENTS 3,319 1,431 1,573 9,047 11,260 13,939 14,264 2,239 1,914 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 195) 216 60 -166 0 300 50 194 145 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 8.8 9.7 55.9 69.6 86.2 88.2 13.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 6 17 15 26 22 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,150 COMMITMENTS 0 2,858 0 18,910 15,337 18,910 18,195 240 955 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 680) 0 150 0 580 445 580 595 100 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.9 0.0 98.7 80.1 98.7 95.0 1.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 0 14 24 14 28 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,861 COMMITMENTS 1,801 7,044 2,267 15,407 10,337 19,475 19,648 2,386 2,213 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 315) 72 -25 20 43 -334 135 -339 180 654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 32.2 10.4 70.5 47.3 89.1 89.9 10.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 6 19 20 27 26 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,052 COMMITMENTS 11,291 18,862 2,058 11,657 4,132 25,006 25,052 46 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 75.3 8.2 46.5 16.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 5 3 12 7 20 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,477 COMMITMENTS 7,205 5,789 7,976 4,884 6,262 20,065 20,027 412 450 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 434) 300 314 -201 216 165 315 278 119 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 28.3 39.0 23.9 30.6 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 20 16 29 9 10 42 43 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,802 COMMITMENTS 2,340 50 0 29,332 31,752 31,672 31,802 130 0 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,231) -21 0 0 2,312 2,231 2,291 2,231 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.2 0.0 92.2 99.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 0 30 26 34 27 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,628 COMMITMENTS 2,200 7,192 750 11,595 7,528 14,545 15,470 1,083 158 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 314) 0 216 96 208 2 304 314 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 46.0 4.8 74.2 48.2 93.1 99.0 6.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 7 5 22 18 32 27 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,737 COMMITMENTS 557 1,858 625 8,972 7,869 10,154 10,352 583 385 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 421) 26 -20 101 294 340 421 421 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 17.3 5.8 83.6 73.3 94.6 96.4 5.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 7 24 24 33 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,957 COMMITMENTS 1,055 255 345 402 1,167 1,802 1,767 155 190 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 150) 105 0 -40 60 220 125 180 25 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 13.0 17.6 20.5 59.6 92.1 90.3 7.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 6 5 8 17 14 26 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,563 COMMITMENTS 1,722 1,653 30 6,430 6,861 8,182 8,544 381 19 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 19.3 0.4 75.1 80.1 95.6 99.8 4.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 3 11 9 14 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,659 COMMITMENTS 249 4,369 3,800 24,038 20,070 28,087 28,239 4,572 4,420 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 393) 26 608 -198 1,107 1,165 935 1,575 -542 -1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 13.4 11.6 73.6 61.5 86.0 86.5 14.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 4 20 21 24 25
Updated December 25, 2015