GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,124 COMMITMENTS 18,567 4,468 674 43,417 57,976 62,658 63,118 466 6 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -8,137) 1,217 -183 -1,328 -8,023 -6,612 -8,134 -8,123 -3 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 7.1 1.1 68.8 91.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 9 4 33 43 39 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,355 COMMITMENTS 0 0 0 3,355 3,355 3,355 3,355 0 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -901) -100 0 0 -801 -901 -901 -901 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 22) 0 0 0 14 20 14 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,204 COMMITMENTS 807 205 424 8,081 8,900 9,312 9,529 892 675 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,074) -69 -16 -126 -1,845 -1,894 -2,040 -2,036 -34 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 2.0 4.2 79.2 87.2 91.3 93.4 8.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 2 6 28 29 35 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,875 COMMITMENTS 209 67 83 904 1,259 1,196 1,409 679 466 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -679) -190 -60 -31 -380 -488 -601 -579 -78 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 3.6 4.4 48.2 67.1 63.8 75.1 36.2 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 14 15 17 19 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,677 COMMITMENTS 1,055 67 550 4,540 5,573 6,145 6,190 532 487 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,138) -301 -167 -43 -1,642 -1,899 -1,986 -2,109 -152 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 1.0 8.2 68.0 83.5 92.0 92.7 8.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 6 32 33 39 40 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,624 COMMITMENTS 680 1,182 362 4,052 3,203 5,094 4,747 530 877 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,231) -548 -600 141 -853 -955 -1,260 -1,414 29 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 21.0 6.4 72.0 57.0 90.6 84.4 9.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 7 6 24 22 36 30 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,246 COMMITMENTS 64 11,018 261 26,762 15,727 27,087 27,006 159 240 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,838) 0 1,682 -1,439 -2,381 -4,321 -3,820 -4,078 -18 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 40.4 1.0 98.2 57.7 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 24 18 27 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,449 COMMITMENTS 573 1,338 42 2,141 1,646 2,756 3,026 693 423 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -916) 147 -165 -210 -730 -716 -793 -1,091 -123 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 38.8 1.2 62.1 47.7 79.9 87.7 20.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 5 2 16 11 22 18 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,858 COMMITMENTS 59,141 59,290 78,909 213,492 216,395 351,543 354,594 43,315 40,264 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 9,401) -6,602 1,177 5,882 13,976 -1,717 13,256 5,342 -3,855 4,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 15.0 20.0 54.1 54.8 89.0 89.8 11.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 41 43 59 86 83 163 158 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,693 COMMITMENTS 0 800 0 38,305 44,768 38,305 45,568 11,388 4,125 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -8,978) 0 -355 0 -9,192 -8,943 -9,192 -9,298 214 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 77.1 90.1 77.1 91.7 22.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 24 22 25 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,072,987 COMMITMENTS 273,926 498,256 317,525 412,338 219,877 1003790 1035658 69,198 37,329 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -4) 12,616 5,141 -6,942 -4,858 -373 816 -2,175 -821 2,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 46.4 29.6 38.4 20.5 93.6 96.5 6.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 95 116 136 58 47 239 223 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 908,444 COMMITMENTS 70,803 60,669 315,139 516,874 528,547 902,816 904,355 5,628 4,089 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 36,245) 5,192 7,648 24,783 6,166 3,762 36,141 36,193 105 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 6.7 34.7 56.9 58.2 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 48 36 66 51 48 127 122 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 402,337 COMMITMENTS 201,946 163,598 55,701 138,623 176,161 396,269 395,459 6,067 6,877 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 3,660) -3,924 1,235 1,902 5,518 418 3,496 3,556 164 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 40.7 13.8 34.5 43.8 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 15 26 32 34 64 60 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 98,249 COMMITMENTS 16,577 27,465 14,064 60,203 51,159 90,844 92,688 7,405 5,561 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 1,705) 1,528 1,798 -1,234 1,841 1,832 2,135 2,396 -430 -691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 28.0 14.3 61.3 52.1 92.5 94.3 7.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 16 21 17 18 39 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,660,546 COMMITMENTS 730,203 48,014 137,490 747,869 1444825 1615562 1630329 44,984 30,217 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 4,071) 540 -66 910 3,741 3,211 5,191 4,055 -1,120 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 2.9 8.3 45.0 87.0 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 28 10 30 53 56 92 87 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 496,429 COMMITMENTS 44,126 94,092 75,137 373,681 325,072 492,944 494,301 3,485 2,128 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 4,442) 218 2,331 -870 5,094 2,981 4,442 4,442 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 19.0 15.1 75.3 65.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 20 20 33 35 35 72 71 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 117,651 COMMITMENTS 58,126 28,559 22,367 35,740 64,089 116,233 115,015 1,418 2,636 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -800) -1,163 -995 -40 1,233 334 30 -701 -830 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.4 24.3 19.0 30.4 54.5 98.8 97.8 1.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 16 18 18 20 18 47 43 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,276 COMMITMENTS 20,055 10,511 4,385 8,180 17,924 32,620 32,820 656 456 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 867) -30 1,080 167 620 -190 757 1,057 110 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 31.6 13.2 24.6 53.9 98.0 98.6 2.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 11 13 12 15 31 32 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 4,884 COMMITMENTS 687 2,085 867 3,321 1,929 4,875 4,882 9 2 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 677) -199 177 286 585 212 672 675 5 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 42.7 17.8 68.0 39.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 8 12 14 10 27 25 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,371 COMMITMENTS 210 530 110 3,911 3,556 4,231 4,196 140 175 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -798) -20 2 10 -758 -825 -768 -813 -30 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 12.1 2.5 89.5 81.4 96.8 96.0 3.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 15 17 18 22 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,170 COMMITMENTS 2,960 896 5,390 43,318 45,544 51,668 51,830 502 340 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -6,429) -440 -728 -861 -5,253 -4,676 -6,555 -6,265 126 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.7 10.3 83.0 87.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 13 10 11 48 61 67 77 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,690 COMMITMENTS 841 440 178 2,369 2,722 3,388 3,340 302 350 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -981) -205 51 -145 -581 -847 -931 -941 -50 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 11.9 4.8 64.2 73.8 91.8 90.5 8.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 4 20 26 25 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 116,950 COMMITMENTS 2,575 1,920 2,540 111,706 112,490 116,821 116,950 129 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -4,598) -220 -110 0 -4,356 -4,488 -4,576 -4,598 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.6 2.2 95.5 96.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 16 19 18 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,631,212 COMMITMENTS 0 216,280 0 2631212 2414904 2631212 2631184 0 28 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -54,832) 0 -14,720 0 -54,832 -40,112 -54,832 -54,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 100.0 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 14 18 15 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,697 COMMITMENTS 1,168 0 2,565 37,964 39,132 41,697 41,697 0 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,332) 88 0 -220 -2,200 -2,112 -2,332 -2,332 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 6.2 91.0 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 11 12 13 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,108,973 COMMITMENTS 77,502 0 70,560 960,911 1038413 1108973 1108973 0 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -59,984) -15,088 0 0 -44,896 -59,984 -59,984 -59,984 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 6.4 86.6 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 15 7 17 8 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,297 COMMITMENTS 193 62 2 13,929 14,064 14,124 14,128 173 169 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,799) -265 -40 0 -3,529 -3,779 -3,794 -3,819 -5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.4 0.0 97.4 98.4 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 24 21 25 23 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 67,383 COMMITMENTS 908 8,389 966 64,508 57,200 66,382 66,555 1,001 828 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -6,840) -13 -294 41 -6,840 -6,553 -6,812 -6,806 -28 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 12.4 1.4 95.7 84.9 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 2 11 5 51 46 58 58 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,888 COMMITMENTS 0 138 0 18,618 18,633 18,618 18,771 270 117 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,260) 0 -50 0 -1,240 -1,190 -1,240 -1,240 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 98.6 98.6 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 19 16 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,363 COMMITMENTS 2,620 5,238 621 22,424 20,093 25,665 25,952 698 411 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,094) 0 184 -261 -1,984 -2,054 -2,245 -2,131 151 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 19.9 2.4 85.1 76.2 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 4 3 32 34 38 38 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,887 COMMITMENTS 125 1,146 1,026 8,702 7,489 9,853 9,661 34 226 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,674) -60 -619 50 -1,649 -1,121 -1,659 -1,690 -15 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 11.6 10.4 88.0 75.7 99.7 97.7 0.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 23 18 28 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,329 COMMITMENTS 0 589 166 9,186 9,404 9,352 10,159 977 170 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -895) 0 -19 -1 -897 -841 -898 -861 3 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 1.6 88.9 91.0 90.5 98.4 9.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 20 22 22 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,471,666 COMMITMENTS 494,726 177,310 966,715 913,010 1228111 2374452 2372137 97,214 99,529 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 89,402) 16 46,634 67,691 10,243 -40,813 77,950 73,513 11,453 15,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 7.2 39.1 36.9 49.7 96.1 96.0 3.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 176 112 223 91 105 361 361 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,699 COMMITMENTS 76,238 3,280 39,493 41,089 114,400 156,820 157,173 2,879 2,527 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 9,573) -246 -419 4,416 5,338 6,175 9,507 10,171 66 -598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.7 2.1 24.7 25.7 71.6 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 5 9 14 17 23 28 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,071 COMMITMENTS 72,247 7,493 3,512 49,562 74,408 125,321 85,413 15,750 55,658 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -9,664) -5,794 -2,599 -1,323 -4,353 -18,552 -11,470 -22,474 1,806 12,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.2 5.3 2.5 35.1 52.7 88.8 60.5 11.2 39.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 3 3 14 17 21 21 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,943 COMMITMENTS 3,724 158 8,361 6,443 9,492 18,528 18,012 415 931 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 2,400) 1,382 -207 1,326 -230 1,207 2,478 2,326 -78 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 0.8 44.1 34.0 50.1 97.8 95.1 2.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 3 10 11 12 25 22 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,405 COMMITMENTS 25,201 1,117 34,649 109,608 128,440 169,457 164,206 9,947 15,199 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 5,302) 1,062 133 1,220 2,612 3,512 4,895 4,866 408 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 0.6 19.3 61.1 71.6 94.5 91.5 5.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 1 10 22 22 32 32 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 155,223 COMMITMENTS 12,325 68,877 49,570 87,624 30,961 149,518 149,408 5,705 5,816 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,339) -1,153 175 -6,036 4,551 3,226 -2,638 -2,635 -701 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 44.4 31.9 56.5 19.9 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 11 23 19 17 45 41 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,976 COMMITMENTS 1,488 2,967 8,435 39,488 33,537 49,411 44,939 13,565 18,037 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -5,254) 89 -556 -872 -6,223 -8,813 -7,005 -10,241 1,751 4,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 4.7 13.4 62.7 53.3 78.5 71.4 21.5 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 3 14 14 19 18 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,046 COMMITMENTS 4,830 818 2,910 1,999 5,672 9,738 9,400 307 646 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,206) -733 -150 305 110 -405 -318 -249 -1,887 -1,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 8.1 29.0 19.9 56.5 96.9 93.6 3.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 5 12 12 17 18 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,141 COMMITMENTS 32,577 11,350 26,751 16,276 37,101 75,604 75,202 1,537 1,939 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 10,234) 7,461 908 292 2,211 8,731 9,964 9,931 270 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 14.7 34.7 21.1 48.1 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 7 7 5 12 12 22 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,551 COMMITMENTS 0 0 0 10,551 10,551 10,551 10,551 0 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 30) 0 0 0 23 18 23 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,273 COMMITMENTS 24,447 16,908 1,361 9,840 16,869 35,647 35,137 1,626 2,136 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -882) -1,953 -492 56 953 -396 -945 -832 63 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.6 45.4 3.7 26.4 45.3 95.6 94.3 4.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 67 67 15 31 31 106 107 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 78,923 COMMITMENTS 56,453 34,840 1,200 15,387 38,793 73,040 74,832 5,884 4,091 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 346) 186 414 -27 566 -481 726 -94 -380 439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.5 44.1 1.5 19.5 49.2 92.5 94.8 7.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 111 74 16 33 34 156 113 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 382,447 COMMITMENTS 105,112 64,751 78,331 175,679 220,962 359,123 364,045 23,324 18,402 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -6,237) -6,371 -943 7,810 -6,433 -15,326 -4,993 -8,459 -1,244 2,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 16.9 20.5 45.9 57.8 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 78 44 67 74 88 184 171 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,220 COMMITMENTS 4,620 16 625 5,258 9,806 10,503 10,447 2,717 2,773 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -4,360) -1,844 -478 -325 -2,105 -3,446 -4,274 -4,249 -86 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 0.1 4.7 39.8 74.2 79.4 79.0 20.6 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 3 10 12 16 15 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,350 COMMITMENTS 0 4,115 0 15,340 10,260 15,340 14,375 1,010 1,975 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.2 0.0 93.8 62.8 93.8 87.9 6.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 11 15 11 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,189 COMMITMENTS 5,546 1,362 4,266 9,222 16,043 19,034 21,671 4,155 1,518 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,001) -407 145 -676 -1,655 -619 -2,738 -1,150 737 -851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 5.9 18.4 39.8 69.2 82.1 93.5 17.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 5 13 19 20 24 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,882 COMMITMENTS 13,334 14,302 225 5,214 4,355 18,773 18,882 109 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 105) 25 105 0 80 0 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.6 75.7 1.2 27.6 23.1 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 4 1 9 10 18 15 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,210 COMMITMENTS 6,890 8,272 5,392 4,412 3,146 16,694 16,810 516 400 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,613) -1,613 -1,329 100 -180 -505 -1,693 -1,734 80 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 48.1 31.3 25.6 18.3 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 23 26 8 8 39 43 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 13,041 COMMITMENTS 3,194 4,357 6,520 3,320 2,165 13,033 13,041 8 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 1,470) 356 641 301 828 528 1,485 1,470 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 33.4 50.0 25.5 16.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 7 13 6 6 20 21 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,128 COMMITMENTS 136 684 350 2,415 1,867 2,901 2,901 227 227 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,420) -174 -419 -150 -1,120 -844 -1,444 -1,413 24 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 21.9 11.2 77.2 59.7 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 10 9 13 12 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,927 COMMITMENTS 4,954 50 0 27,928 32,777 32,882 32,827 45 100 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -4,179) -533 -25 0 -3,631 -4,254 -4,164 -4,279 -15 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 0.2 0.0 84.8 99.5 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 0 25 25 28 26 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,334 COMMITMENTS 2,580 2,018 330 5,424 5,986 8,334 8,334 0 0 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 112) 1,335 -176 -539 -684 827 112 112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 24.2 4.0 65.1 71.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 4 12 9 18 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,931 COMMITMENTS 1,078 3,229 330 12,651 11,287 14,059 14,846 872 85 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,352) 140 -157 -224 -1,279 -949 -1,363 -1,330 11 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 21.6 2.2 84.7 75.6 94.2 99.4 5.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 7 4 22 21 27 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,612 COMMITMENTS 867 1,313 616 10,619 10,351 12,102 12,280 510 332 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,065) -771 -579 -310 -1,098 -1,156 -2,179 -2,045 114 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 10.4 4.9 84.2 82.1 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 9 8 23 24 33 35 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,432 COMMITMENTS 635 365 280 275 449 1,190 1,094 242 338 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -648) -190 -25 -120 -255 -513 -565 -658 -83 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 25.5 19.6 19.2 31.4 83.1 76.4 16.9 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 7 2 7 10 13 19 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,746 COMMITMENTS 1,572 1,818 228 8,460 8,646 10,260 10,692 486 54 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -582) -20 -68 -38 -503 -469 -561 -575 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 16.9 2.1 78.7 80.5 95.5 99.5 4.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 4 10 10 14 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,711 COMMITMENTS 2,143 4,079 1,496 25,910 22,468 29,549 28,043 4,162 5,668 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,051) -707 79 -334 -2,050 -3,305 -3,091 -3,560 40 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 12.1 4.4 76.9 66.6 87.7 83.2 12.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 4 19 20 24 24
Updated July 10, 2015