GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,858 COMMITMENTS 19,105 3,070 802 43,485 59,980 63,392 63,852 466 6 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -230) 327 -628 -296 -261 694 -230 -230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 4.8 1.3 68.1 93.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 8 4 34 43 40 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,825 COMMITMENTS 0 0 0 3,825 3,825 3,825 3,825 0 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -87) 0 0 0 -87 -87 -87 -87 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 15 20 15 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,622 COMMITMENTS 889 155 532 8,277 9,221 9,698 9,908 924 714 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 210) -6 -35 30 135 212 159 207 51 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 1.5 5.0 77.9 86.8 91.3 93.3 8.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 7 29 31 37 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,046 COMMITMENTS 197 62 130 1,078 1,343 1,405 1,535 641 511 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 97) -7 0 18 -9 -3 2 15 95 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 3.0 6.4 52.7 65.6 68.7 75.0 31.3 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 17 17 21 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,433 COMMITMENTS 972 67 643 5,216 6,251 6,831 6,961 602 472 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 519) -19 -25 42 474 484 497 501 22 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 0.9 8.7 70.2 84.1 91.9 93.6 8.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 6 34 36 41 43 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,495 COMMITMENTS 868 1,319 335 4,816 4,123 6,019 5,777 476 718 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 521) 205 171 -31 425 530 599 670 -78 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 20.3 5.2 74.1 63.5 92.7 88.9 7.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 7 5 27 27 38 35 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,865 COMMITMENTS 64 11,253 261 29,381 18,351 29,706 29,865 159 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 809) 0 110 0 809 939 809 1,049 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 37.7 0.9 98.4 61.4 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 25 18 28 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,417 COMMITMENTS 686 1,584 47 2,932 2,353 3,665 3,984 752 433 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 466) 57 82 15 399 364 471 461 -5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 35.9 1.1 66.4 53.3 83.0 90.2 17.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 6 3 16 12 23 20 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,782 COMMITMENTS 0 404 375 2,808 2,842 3,183 3,621 599 161 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.7 9.9 74.2 75.1 84.2 95.7 15.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 14 13 16 15 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 413,494 COMMITMENTS 61,951 56,533 92,401 211,828 223,692 366,180 372,626 47,314 40,868 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 16,524) 2,401 -230 8,651 2,371 5,757 13,423 14,178 3,101 2,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 13.7 22.3 51.2 54.1 88.6 90.1 11.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 43 46 65 81 81 163 162 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,368 COMMITMENTS 0 800 0 46,972 52,872 46,972 53,672 11,396 4,696 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 6,642) 0 0 0 6,829 6,594 6,829 6,594 -187 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 80.5 90.6 80.5 92.0 19.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 24 28 24 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,036,896 COMMITMENTS 246,780 469,452 326,745 388,597 206,639 962,122 1002835 74,774 34,061 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -1,467) -4,071 -15,829 7,490 -7,192 7,552 -3,773 -788 2,306 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 45.3 31.5 37.5 19.9 92.8 96.7 7.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 89 122 138 57 51 249 219 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 857,933 COMMITMENTS 61,253 44,260 281,810 509,266 528,047 852,329 854,117 5,604 3,816 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -14,454) -1,488 -9,749 -10,607 -2,335 6,138 -14,429 -14,218 -25 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 5.2 32.8 59.4 61.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 43 40 64 51 50 124 124 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 415,083 COMMITMENTS 201,517 152,529 63,429 144,401 192,609 409,347 408,567 5,736 6,516 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 5,336) -322 598 2,191 3,880 2,897 5,750 5,686 -414 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 36.7 15.3 34.8 46.4 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 16 29 34 34 69 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 105,016 COMMITMENTS 17,845 28,490 14,362 64,893 57,729 97,100 100,581 7,916 4,435 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,533) -1,722 721 1,121 2,827 2,076 2,226 3,918 307 -1,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 27.1 13.7 61.8 55.0 92.5 95.8 7.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 18 23 18 17 42 43 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,707,242 COMMITMENTS 751,647 50,862 146,272 764,633 1481145 1662552 1678279 44,690 28,963 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 21,825) 8,000 -442 7,161 5,632 15,148 20,793 21,867 1,032 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 3.0 8.6 44.8 86.8 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 27 12 31 55 56 94 89 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 497,747 COMMITMENTS 43,049 98,578 76,643 374,358 320,187 494,050 495,408 3,697 2,339 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,968) 347 6,106 58 1,451 -4,196 1,856 1,968 112 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 19.8 15.4 75.2 64.3 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 22 32 37 36 74 72 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 126,012 COMMITMENTS 65,224 30,753 24,850 35,091 68,698 125,165 124,301 847 1,711 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 6,231) 4,628 1,366 2,290 -144 2,908 6,774 6,564 -543 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.8 24.4 19.7 27.8 54.5 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 18 20 20 19 48 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,125 COMMITMENTS 21,131 11,482 3,921 8,530 17,939 33,582 33,342 543 783 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 604) 541 741 -437 430 215 534 519 70 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.9 33.6 11.5 25.0 52.6 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 13 15 12 15 32 35 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 5,077 COMMITMENTS 683 2,152 972 3,416 1,950 5,071 5,075 6 3 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 122) -34 40 27 130 56 122 122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 42.4 19.1 67.3 38.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 8 13 14 10 28 26 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,501 COMMITMENTS 190 400 120 4,101 3,826 4,411 4,346 90 155 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 130) 0 0 10 150 130 160 140 -30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 8.9 2.7 91.1 85.0 98.0 96.6 2.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 16 19 19 24 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 55,785 COMMITMENTS 3,754 1,118 4,575 46,885 49,737 55,214 55,430 572 355 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 3,347) 487 -25 -283 3,071 3,633 3,275 3,325 72 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 2.0 8.2 84.0 89.2 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 13 10 10 47 63 66 78 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,350 COMMITMENTS 963 555 237 2,869 3,258 4,069 4,050 281 300 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 294) 102 95 -22 239 251 319 324 -25 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 12.8 5.4 66.0 74.9 93.5 93.1 6.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 4 5 19 27 25 35 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,946 COMMITMENTS 568 0 132 12,439 12,852 13,139 12,984 1,807 1,963 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.9 83.2 86.0 87.9 86.9 12.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 16 16 19 17 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 124,830 COMMITMENTS 7,055 1,920 2,540 115,106 120,370 124,701 124,830 129 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 7,880) 4,480 0 0 3,400 7,880 7,880 7,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.5 2.0 92.2 96.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 18 16 20 18 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,686,051 COMMITMENTS 0 216,280 0 2686051 2469743 2686051 2686023 0 28 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 54,839) 0 0 0 54,839 54,839 54,839 54,839 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.1 0.0 100.0 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 16 20 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| 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 07/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,193,501 COMMITMENTS 77,502 0 70,560 1045439 1122941 1193501 1193501 0 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 84,528) 0 0 0 84,528 84,528 84,528 84,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.0 5.9 87.6 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 15 8 17 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,587 COMMITMENTS 198 62 2 15,202 15,374 15,402 15,438 185 149 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 405) -15 0 0 420 405 405 405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.4 0.0 97.5 98.6 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 26 23 27 25 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,015 COMMITMENTS 1,219 8,372 1,160 66,576 59,609 68,955 69,141 1,060 874 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 101) 219 -79 -62 -151 221 6 80 95 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 12.0 1.7 95.1 85.1 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 3 9 6 53 47 61 59 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,655 COMMITMENTS 2,585 5,329 696 23,719 21,246 27,000 27,271 655 384 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 674) -10 6 57 703 663 750 726 -76 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 19.3 2.5 85.8 76.8 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 5 3 32 34 37 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,874 COMMITMENTS 85 801 1,036 8,749 7,831 9,870 9,668 4 206 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -195) -50 -295 0 -125 110 -175 -185 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 8.1 10.5 88.6 79.3 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 3 25 19 29 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,592 COMMITMENTS 0 629 166 9,411 9,652 9,577 10,447 1,015 145 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 180) 0 40 0 171 141 171 181 9 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 1.6 88.9 91.1 90.4 98.6 9.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 21 22 23 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,392,260 COMMITMENTS 483,172 202,339 919,023 902,975 1187826 2305170 2309188 87,089 83,072 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -121,357) 10,152 28,267 -74,094 -54,426 -61,672 -118,368 -107,499 -2,989 -13,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 8.5 38.4 37.7 49.7 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 162 124 217 92 108 362 358 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,881 COMMITMENTS 45,308 4,983 40,507 52,778 93,623 138,593 139,113 2,288 1,768 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -9,580) -2,115 533 -6,385 -463 -2,840 -8,963 -8,692 -617 -888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 3.5 28.8 37.5 66.5 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 5 8 14 16 22 28 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,052 COMMITMENTS 71,552 7,062 3,800 48,556 74,490 123,908 85,352 18,144 56,700 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 538) -432 -463 146 1,388 909 1,102 592 -564 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 5.0 2.7 34.2 52.4 87.2 60.1 12.8 39.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 3 3 14 16 21 20 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,903 COMMITMENTS 4,129 1,458 8,574 5,798 8,011 18,501 18,043 402 860 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 621) 537 576 341 -200 -231 678 685 -58 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 7.7 45.4 30.7 42.4 97.9 95.5 2.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 3 10 11 11 25 21 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 182,698 COMMITMENTS 25,468 1,097 36,112 111,033 130,254 172,613 167,463 10,086 15,235 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 5,533) 897 -43 1,802 2,503 3,278 5,202 5,037 331 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 0.6 19.8 60.8 71.3 94.5 91.7 5.5 8.3 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,575 COMMITMENTS 14,334 70,166 52,585 84,137 27,919 151,056 150,671 5,519 5,905 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -5,949) 533 189 -2,933 -3,315 -3,178 -5,715 -5,922 -233 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 44.8 33.6 53.7 17.8 96.5 96.2 3.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 14 11 25 19 17 46 43 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,254 COMMITMENTS 43,020 10,654 24,911 20,210 52,361 88,142 87,926 1,112 1,328 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -1,005) 1,964 -1,131 -3,166 468 3,545 -735 -752 -270 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.2 11.9 27.9 22.6 58.7 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 7 6 13 13 22 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,706 COMMITMENTS 0 0 0 9,676 9,526 9,676 9,526 30 180 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -1,640) 0 0 0 -1,640 -1,820 -1,640 -1,820 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 98.1 99.7 98.1 0.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 20 18 20 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,484 COMMITMENTS 23,092 16,621 1,752 10,988 17,179 35,832 35,553 1,652 1,931 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -51) -960 -165 147 767 -76 -46 -94 -5 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.6 44.3 4.7 29.3 45.8 95.6 94.8 4.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 60 62 24 34 30 106 109 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 81,299 COMMITMENTS 57,260 37,110 1,522 16,744 38,622 75,526 77,254 5,773 4,045 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 533) 396 980 86 50 -733 532 334 1 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.4 45.6 1.9 20.6 47.5 92.9 95.0 7.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 108 75 18 33 30 150 116 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 381,890 COMMITMENTS 116,353 63,837 72,388 170,586 223,554 359,328 359,779 22,562 22,110 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 431) 9,914 3,832 -4,402 -5,442 -116 69 -686 362 1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 16.7 19.0 44.7 58.5 94.1 94.2 5.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 78 42 64 77 87 182 169 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,774 COMMITMENTS 5,583 0 994 5,003 10,790 11,580 11,784 3,194 2,990 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,082) 487 -16 228 217 755 932 967 150 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 0.0 6.7 33.9 73.0 78.4 79.8 21.6 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 0 4 10 11 17 15 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,000 COMMITMENTS 0 4,940 0 18,165 11,755 18,165 16,695 835 2,305 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 425) 0 300 0 425 -5 425 295 0 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.0 0.0 95.6 61.9 95.6 87.9 4.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 13 15 13 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,645 COMMITMENTS 6,096 253 5,538 9,858 17,562 21,492 23,353 4,153 2,292 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,284) 425 -497 472 257 912 1,154 887 130 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 1.0 21.6 38.4 68.5 83.8 91.1 16.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 5 13 20 20 25 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,505 COMMITMENTS 14,243 16,631 75 7,078 4,799 21,396 21,505 109 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 194) 259 29 0 -65 165 194 194 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.2 77.3 0.3 32.9 22.3 99.5 100.0 0.5 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,204 COMMITMENTS 6,682 7,446 6,087 3,829 3,171 16,598 16,704 606 500 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 65) -318 -368 353 -40 30 -5 15 70 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 43.3 35.4 22.3 18.4 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 17 22 26 8 8 40 43 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 14,225 COMMITMENTS 3,094 3,897 8,053 3,067 2,275 14,213 14,225 12 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,135) 154 -76 1,113 -92 109 1,175 1,145 -40 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 27.4 56.6 21.6 16.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 10 14 6 6 20 22 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,137 COMMITMENTS 136 943 250 2,524 1,717 2,910 2,910 227 227 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -200) -50 100 -100 -50 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 30.1 8.0 80.5 54.7 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,921 COMMITMENTS 4,974 0 0 31,932 36,921 36,906 36,921 15 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,722) -105 -50 0 1,827 1,772 1,722 1,722 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.0 0.0 86.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 0 26 25 30 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,934 COMMITMENTS 2,580 2,318 330 6,024 6,286 8,934 8,934 0 0 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 600) 0 300 0 600 300 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 25.9 3.7 67.4 70.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 4 13 9 19 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,045 COMMITMENTS 1,078 3,380 355 12,730 11,225 14,163 14,960 882 85 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -21) 0 96 0 -21 -117 -21 -21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 22.5 2.4 84.6 74.6 94.1 99.4 5.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 7 4 23 21 28 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,350 COMMITMENTS 1,583 1,269 639 10,798 11,107 13,020 13,015 330 335 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 194) 356 -80 56 -209 218 203 194 -9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 9.5 4.8 80.9 83.2 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 9 6 25 25 34 35 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,627 COMMITMENTS 615 460 350 410 517 1,375 1,327 252 300 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 40) -40 0 40 60 0 60 40 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 28.3 21.5 25.2 31.8 84.5 81.6 15.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 8 3 9 11 16 21 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| 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 07/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,849 COMMITMENTS 2,494 4,375 1,893 27,362 23,580 31,749 29,848 3,100 5,001 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 620) 188 288 -22 612 712 778 978 -158 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 12.6 5.4 78.5 67.7 91.1 85.6 8.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 5 21 22 27 27
Updated July 24, 2015