GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,323 COMMITMENTS 18,258 3,186 918 42,695 58,161 61,871 62,265 452 58 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -5,755) -1,134 86 -227 -4,380 -5,666 -5,741 -5,807 -14 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 5.1 1.5 68.5 93.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 8 4 33 41 38 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,192 COMMITMENTS 0 0 0 4,092 4,172 4,092 4,172 100 20 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 117) 0 0 0 17 97 17 97 100 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.6 99.5 97.6 99.5 2.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 18 15 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,727 COMMITMENTS 757 165 522 6,671 7,391 7,950 8,078 777 649 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,917) -202 -15 -21 -1,653 -1,863 -1,876 -1,899 -41 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 1.9 6.0 76.4 84.7 91.1 92.6 8.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 3 7 27 29 34 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,860 COMMITMENTS 96 107 185 1,134 1,197 1,415 1,489 445 371 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -325) -108 -17 -10 -77 -207 -195 -234 -130 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 5.8 9.9 61.0 64.4 76.1 80.1 23.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 18 18 21 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,285 COMMITMENTS 804 455 87 4,796 5,348 5,687 5,890 598 395 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,513) -259 388 -570 -740 -1,386 -1,569 -1,568 56 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 7.2 1.4 76.3 85.1 90.5 93.7 9.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 3 28 33 32 37 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,206 COMMITMENTS 680 1,153 209 4,688 4,006 5,577 5,368 629 838 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -910) -346 -270 -103 -581 -702 -1,030 -1,075 120 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 18.6 3.4 75.5 64.6 89.9 86.5 10.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 7 5 22 22 32 30 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,661 COMMITMENTS 0 11,481 221 28,302 16,959 28,523 28,661 138 0 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,014) -74 393 15 -1,934 -2,422 -1,993 -2,014 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.1 0.8 98.7 59.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 25 19 27 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,809 COMMITMENTS 448 1,400 28 2,465 2,054 2,941 3,482 868 327 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -952) -261 -221 -37 -755 -588 -1,053 -846 101 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 36.8 0.7 64.7 53.9 77.2 91.4 22.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 2 11 9 17 15 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 431,088 COMMITMENTS 71,899 66,390 95,141 217,666 227,045 384,705 388,576 46,383 42,512 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 11,686) 5,162 12,210 2,726 3,819 -2,888 11,707 12,048 -22 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 15.4 22.1 50.5 52.7 89.2 90.1 10.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 43 48 63 78 80 159 161 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,241 COMMITMENTS 0 500 0 46,392 50,414 46,392 50,914 10,849 6,327 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -7,855) 0 -300 0 -7,107 -9,146 -7,107 -9,446 -748 1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 81.0 88.1 81.0 88.9 19.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 26 22 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,005,845 COMMITMENTS 252,693 465,998 294,305 389,463 207,327 936,461 967,630 69,385 38,216 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 15,521) 6,483 10,877 -3,668 13,000 5,347 15,815 12,556 -294 2,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 46.3 29.3 38.7 20.6 93.1 96.2 6.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 96 120 144 57 51 252 228 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 795,421 COMMITMENTS 54,397 49,819 250,733 485,289 491,408 790,418 791,960 5,003 3,461 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 17,963) -1,220 4,405 8,526 10,760 4,936 18,067 17,867 -103 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 6.3 31.5 61.0 61.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 40 40 63 50 52 121 124 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 397,137 COMMITMENTS 195,130 146,429 53,890 142,372 190,269 391,392 390,588 5,746 6,549 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -21,175) -3,502 -3,292 -10,928 -5,957 -6,837 -20,387 -21,057 -788 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 36.9 13.6 35.8 47.9 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 17 14 26 31 34 64 60 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 97,583 COMMITMENTS 19,780 26,135 10,748 59,554 56,198 90,082 93,081 7,501 4,502 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -12,741) 206 -6,149 -3,609 -9,713 -4,233 -13,116 -13,991 375 1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 26.8 11.0 61.0 57.6 92.3 95.4 7.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 17 22 18 17 42 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,677,058 COMMITMENTS 755,902 56,943 140,095 740,403 1451066 1636400 1648104 40,658 28,954 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -31,043) -307 5,714 -1,578 -30,747 -34,007 -32,632 -29,871 1,589 -1,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 3.4 8.4 44.1 86.5 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 28 11 31 51 55 90 88 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 458,677 COMMITMENTS 35,193 76,175 71,365 348,651 308,670 455,209 456,210 3,468 2,467 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -41,657) -3,167 -20,021 -7,764 -30,469 -13,741 -41,400 -41,526 -257 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 16.6 15.6 76.0 67.3 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 20 29 34 32 70 65 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 126,741 COMMITMENTS 67,051 35,229 23,016 35,767 67,645 125,834 125,890 907 851 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -4,309) 206 3,051 -3,722 -788 -2,705 -4,304 -3,376 -5 -933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.9 27.8 18.2 28.2 53.4 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 19 21 19 20 47 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,135 COMMITMENTS 19,877 11,202 3,107 7,551 16,261 30,535 30,570 600 565 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -3,057) -1,459 170 -659 -993 -2,682 -3,111 -3,171 54 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.8 36.0 10.0 24.3 52.2 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 13 13 13 16 31 36 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 6,334 COMMITMENTS 941 2,461 1,442 3,945 2,428 6,327 6,331 8 4 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 613) 292 171 218 103 224 613 613 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 38.8 22.8 62.3 38.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 7 13 14 10 29 26 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,504 COMMITMENTS 60 458 80 3,264 2,821 3,404 3,359 100 145 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,192) -150 -10 -30 -1,072 -1,142 -1,252 -1,182 60 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 13.1 2.3 93.2 80.5 97.1 95.9 2.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 16 19 18 24 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,268 COMMITMENTS 3,335 690 4,364 41,091 43,983 48,789 49,037 478 231 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -9,298) -522 -193 -975 -7,721 -8,096 -9,219 -9,265 -79 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.4 8.9 83.4 89.3 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 10 12 13 46 59 66 76 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,153 COMMITMENTS 539 463 235 2,124 2,300 2,898 2,998 255 155 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,326) -408 -199 -8 -874 -1,009 -1,290 -1,216 -36 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 14.7 7.5 67.4 72.9 91.9 95.1 8.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 6 4 24 22 28 31 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,765 COMMITMENTS 1,140 20 166 11,872 13,027 13,178 13,213 1,587 1,553 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -828) -28 20 34 -556 -403 -550 -349 -277 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.1 1.1 80.4 88.2 89.3 89.5 10.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 16 16 20 18 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 126,613 COMMITMENTS 6,825 1,805 2,540 117,248 122,166 126,613 126,511 0 102 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,477) -230 -115 0 -2,247 -2,464 -2,477 -2,579 0 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 1.4 2.0 92.6 96.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 19 17 21 19 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,798,986 COMMITMENTS 0 184,920 0 2798986 2614037 2798986 2798957 0 29 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 46,236) 0 -31,360 0 46,236 77,596 46,236 46,236 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.0 100.0 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 19 21 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,571 COMMITMENTS 1,260 0 2,335 37,976 39,236 41,571 41,571 0 0 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,678) 92 0 -230 -1,540 -1,448 -1,678 -1,678 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 5.6 91.4 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 15 16 17 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,084,741 COMMITMENTS 45,358 0 70,560 968,823 1014181 1084741 1084741 0 0 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -108,760) -32,144 0 0 -76,616 -108,760 -108,760 -108,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 6.5 89.3 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 16 9 18 10 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,964 COMMITMENTS 328 62 0 14,554 14,647 14,882 14,709 82 255 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,411) 70 0 0 -2,378 -2,517 -2,308 -2,517 -103 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.4 0.0 97.3 97.9 99.5 98.3 0.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 26 22 27 23 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 71,245 COMMITMENTS 1,130 8,548 1,288 67,661 60,829 70,079 70,665 1,166 580 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -111) 150 140 -140 -179 -64 -169 -64 58 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 12.0 1.8 95.0 85.4 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 4 9 7 55 48 63 62 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,529 COMMITMENTS 2,613 5,988 409 22,895 19,729 25,917 26,126 612 403 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,799) 28 291 -290 -1,460 -1,825 -1,722 -1,824 -77 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 22.6 1.5 86.3 74.4 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 2 31 34 36 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,587 COMMITMENTS 110 463 926 7,549 7,022 8,585 8,411 2 176 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,562) 25 -478 -50 -1,535 -1,004 -1,560 -1,532 -2 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 5.4 10.8 87.9 81.8 100.0 98.0 0.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 3 21 19 25 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,313 COMMITMENTS 0 661 134 8,117 8,383 8,251 9,178 1,062 135 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,143) 0 32 -32 -1,158 -1,133 -1,190 -1,133 47 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 1.4 87.2 90.0 88.6 98.6 11.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 20 20 22 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,583,774 COMMITMENTS 499,747 225,913 1036170 951,643 1225852 2487561 2487934 96,213 95,839 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 99,940) 5,423 4,404 58,207 31,480 30,536 95,111 93,148 4,829 6,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 8.7 40.1 36.8 47.4 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 176 127 228 96 106 382 375 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,865 COMMITMENTS 50,843 5,598 46,025 61,591 106,740 158,460 158,364 2,406 2,501 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 7,465) 229 179 2,927 4,240 3,659 7,396 6,765 69 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 3.5 28.6 38.3 66.4 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 7 9 15 16 24 30 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,987 COMMITMENTS 70,819 5,033 2,688 45,346 67,349 118,853 75,070 16,134 59,917 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -7,968) -833 -2,063 -1,162 -3,797 -7,704 -5,792 -10,929 -2,176 2,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.5 3.7 2.0 33.6 49.9 88.0 55.6 12.0 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 2 3 14 16 21 20 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,085 COMMITMENTS 6,034 51 13,193 6,450 11,973 25,677 25,217 408 868 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,800) 1,019 -985 3,184 570 2,617 4,773 4,816 27 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 0.2 50.6 24.7 45.9 98.4 96.7 1.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 2 10 11 11 25 21 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,674 COMMITMENTS 25,380 1,295 35,083 108,028 126,330 168,491 162,708 10,183 15,966 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -9,285) -1,310 148 -1,908 -5,597 -7,159 -8,815 -8,919 -470 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 0.7 19.6 60.5 70.7 94.3 91.1 5.7 8.9 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 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,300 COMMITMENTS 17,049 74,710 58,795 87,317 29,173 163,160 162,678 6,140 6,622 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 8,850) 1,915 2,662 4,406 2,804 1,311 9,125 8,379 -274 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 44.1 34.7 51.6 17.2 96.4 96.1 3.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 11 26 17 18 48 45 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,445 COMMITMENTS 41,899 11,240 24,846 20,846 51,131 87,591 87,217 855 1,228 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -4,044) -935 -182 -2,079 -1,016 -1,721 -4,031 -3,982 -14 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 12.7 28.1 23.6 57.8 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 6 7 8 14 15 24 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,371 COMMITMENTS 0 0 0 11,341 11,371 11,341 11,371 30 0 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 480) 0 0 0 480 480 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 22 19 22 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,692 COMMITMENTS 22,870 17,831 2,343 11,865 16,518 37,077 36,692 1,615 2,000 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 573) -155 891 419 216 -919 481 391 92 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.1 46.1 6.1 30.7 42.7 95.8 94.8 4.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 64 64 28 36 31 115 113 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 80,502 COMMITMENTS 55,544 37,011 2,130 16,890 37,328 74,564 76,470 5,937 4,031 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 468) -698 126 387 516 69 205 582 263 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.0 46.0 2.6 21.0 46.4 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 109 80 22 30 31 152 122 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 373,584 COMMITMENTS 114,500 62,841 78,095 159,610 209,995 352,205 350,931 21,379 22,653 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 5,248) 2,970 1,680 2,554 -400 -290 5,124 3,945 124 1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 16.8 20.9 42.7 56.2 94.3 93.9 5.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 73 55 68 78 86 182 179 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,631 COMMITMENTS 4,665 50 1,129 4,788 10,142 10,582 11,321 3,049 2,310 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,043) -1,815 50 41 -265 -1,622 -2,039 -1,531 -4 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 0.4 8.3 35.1 74.4 77.6 83.1 22.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 5 8 11 15 16 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,365 COMMITMENTS 0 3,510 0 15,395 10,875 15,395 14,385 970 1,980 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -3,650) 0 -1,555 0 -3,785 -1,945 -3,785 -3,500 135 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.4 0.0 94.1 66.5 94.1 87.9 5.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 12 15 12 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,250 COMMITMENTS 4,549 457 5,490 9,338 15,675 19,377 21,622 3,873 1,628 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -3,330) -1,114 452 -692 -1,244 -2,601 -3,050 -2,841 -280 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 2.0 23.6 40.2 67.4 83.3 93.0 16.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 5 12 22 18 27 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 20,044 COMMITMENTS 13,169 15,332 75 6,712 4,637 19,956 20,044 88 0 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,952) -1,488 -1,249 0 -443 -703 -1,931 -1,952 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.7 76.5 0.4 33.5 23.1 99.6 100.0 0.4 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 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 15,189 COMMITMENTS 6,837 7,549 4,663 3,195 2,587 14,695 14,799 494 390 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,434) -575 -467 -1,161 -586 -746 -2,322 -2,374 -112 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 49.7 30.7 21.0 17.0 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 24 24 7 9 37 44 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 14,196 COMMITMENTS 2,678 3,470 8,743 2,761 1,982 14,181 14,196 14 0 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,391) -490 -457 -604 -300 -330 -1,395 -1,391 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 24.4 61.6 19.4 14.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 11 14 6 6 20 22 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,509 COMMITMENTS 3,866 0 0 29,633 33,509 33,499 33,509 10 0 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -3,785) -808 0 0 -2,972 -3,785 -3,780 -3,785 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 0.0 0.0 88.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 0 0 24 25 28 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,094 COMMITMENTS 1,154 4,268 196 11,812 9,487 13,162 13,951 932 143 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,002) 76 696 -95 -1,033 -1,661 -1,052 -1,060 50 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 30.3 1.4 83.8 67.3 93.4 99.0 6.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 8 3 20 18 26 28 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,186 COMMITMENTS 1,959 1,432 344 9,559 10,031 11,862 11,807 324 379 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,354) 340 154 -287 -1,392 -1,296 -1,339 -1,429 -15 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 11.8 2.8 78.4 82.3 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 9 5 24 21 35 30 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,214 COMMITMENTS 295 255 260 405 380 960 895 254 319 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -493) -440 -235 10 -25 -287 -455 -512 -38 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 21.0 21.4 33.4 31.3 79.1 73.7 20.9 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 3 6 8 11 16 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,274 COMMITMENTS 1,602 1,775 190 8,017 8,262 9,809 10,227 465 47 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -472) 30 -43 -38 -443 -384 -451 -465 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 17.3 1.8 78.0 80.4 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 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,572 COMMITMENTS 3,971 3,206 2,117 22,432 21,707 28,520 27,030 3,052 4,542 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -3,921) 317 -561 -121 -4,085 -2,904 -3,889 -3,586 -32 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 10.2 6.7 71.1 68.8 90.3 85.6 9.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 4 18 20 24 24
Updated August 7, 2015