GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,184 COMMITMENTS 20,677 3,452 689 35,250 52,975 56,616 57,116 568 68 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,817) 767 190 -407 -7,297 -6,560 -6,937 -6,777 120 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 6.0 1.2 61.6 92.6 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 6 6 38 42 46 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,614 COMMITMENTS 0 0 0 4,614 4,614 4,614 4,614 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -696) 0 0 0 -696 -696 -696 -696 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: 20) 0 0 0 14 17 14 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,287 COMMITMENTS 865 155 616 7,024 7,796 8,505 8,567 782 720 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 237) 83 30 76 325 117 484 223 -247 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 1.7 6.6 75.6 83.9 91.6 92.2 8.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 6 30 30 36 36 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,034 COMMITMENTS 199 0 283 1,065 1,203 1,547 1,486 487 548 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -527) 22 -52 -28 -563 -449 -569 -529 42 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.0 13.9 52.4 59.1 76.1 73.1 23.9 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 3 13 17 16 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,807 COMMITMENTS 1,208 672 112 4,763 5,576 6,083 6,360 724 447 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,381) 41 -7 -130 -1,296 -1,195 -1,385 -1,332 4 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 9.9 1.6 70.0 81.9 89.4 93.4 10.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 4 32 35 37 40 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,386 COMMITMENTS 1,489 2,242 694 4,767 3,680 6,950 6,616 436 770 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 718) 298 367 126 299 483 723 976 -5 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 30.4 9.4 64.5 49.8 94.1 89.6 5.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 4 5 26 23 35 30 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 979 COMMITMENTS 180 232 48 518 572 746 852 233 127 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -278) -30 -127 -18 -199 4 -247 -141 -31 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 23.7 4.9 52.9 58.4 76.2 87.0 23.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 2 8 8 13 13 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,280 COMMITMENTS 225 10,799 480 27,418 16,741 28,123 28,020 157 260 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 97) 75 -261 116 -94 2 97 -143 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 38.2 1.7 97.0 59.2 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 23 19 26 22 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,337 COMMITMENTS 510 1,038 147 2,074 1,620 2,731 2,805 606 532 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,041) 39 -85 4 -1,046 -1,044 -1,003 -1,125 -38 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 31.1 4.4 62.2 48.5 81.8 84.1 18.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 5 3 17 16 25 21 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 424,539 COMMITMENTS 59,973 62,672 95,195 228,565 229,038 383,732 386,904 40,806 37,634 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -16,315) -6 -1,368 -6,084 -11,170 -7,041 -17,260 -14,493 945 -1,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 14.8 22.4 53.8 53.9 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 44 47 64 83 88 165 166 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,352 COMMITMENTS 800 500 100 41,598 46,697 42,498 47,297 12,854 8,055 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -11,226) 800 0 100 -10,838 -11,345 -9,938 -11,245 -1,288 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.9 0.2 75.2 84.4 76.8 85.4 23.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 22 24 23 26 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 960,825 COMMITMENTS 238,140 458,840 254,491 396,292 206,639 888,923 919,971 71,902 40,854 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 8,373) -1,216 -5,111 10,048 -4,426 4,173 4,405 9,110 3,968 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 47.8 26.5 41.2 21.5 92.5 95.7 7.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 92 130 143 61 56 241 253 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 735,309 COMMITMENTS 48,618 55,363 208,617 473,415 468,177 730,651 732,157 4,658 3,152 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 2,977) 95 435 3,348 -389 -690 3,054 3,092 -77 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 7.5 28.4 64.4 63.7 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 40 41 62 51 51 121 124 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 384,637 COMMITMENTS 172,461 133,966 58,630 147,341 186,040 378,432 378,636 6,205 6,001 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 939) -5,546 -211 -268 5,903 1,479 88 1,000 851 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 34.8 15.2 38.3 48.4 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 9 27 34 36 67 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,625 COMMITMENTS 11,631 23,268 9,362 62,127 52,376 83,120 85,006 8,505 6,619 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -103) 275 -127 -57 -495 -267 -277 -451 174 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 25.4 10.2 67.8 57.2 90.7 92.8 9.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 12 16 18 18 37 36 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,638,383 COMMITMENTS 697,846 63,632 113,475 791,439 1433049 1602760 1610156 35,623 28,227 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -9,551) -16,985 312 -855 9,441 -12,634 -8,399 -13,177 -1,152 3,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 3.9 6.9 48.3 87.5 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 28 12 31 53 57 93 90 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 426,796 COMMITMENTS 29,915 51,444 69,699 323,614 303,103 423,228 424,246 3,568 2,550 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 7,026) 1,426 3,396 3,028 2,727 445 7,181 6,869 -155 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 12.1 16.3 75.8 71.0 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 16 22 25 38 34 68 67 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 134,027 COMMITMENTS 60,913 46,585 21,120 50,253 64,295 132,286 132,000 1,741 2,027 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,644) -3,131 2,699 1,082 4,003 -2,177 1,954 1,604 -310 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 34.8 15.8 37.5 48.0 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 17 21 21 21 49 46 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,937 COMMITMENTS 20,210 10,793 2,601 8,527 17,964 31,338 31,358 599 579 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 776) 20 -1,369 555 186 1,539 761 725 15 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.3 33.8 8.1 26.7 56.2 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 13 15 13 14 32 33 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 10,683 COMMITMENTS 1,610 3,010 3,722 5,338 3,942 10,670 10,674 13 9 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 957) 150 91 567 238 297 955 956 2 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 28.2 34.8 50.0 36.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 10 17 14 11 31 31 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,910 COMMITMENTS 10 409 50 2,728 2,311 2,788 2,770 122 140 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 110) 0 0 0 78 110 78 110 32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 14.1 1.7 93.7 79.4 95.8 95.2 4.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 15 19 17 23 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,178 COMMITMENTS 2,647 1,105 5,058 39,861 41,711 47,565 47,873 613 305 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,770) 23 -132 195 1,553 1,634 1,770 1,697 -1 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.3 10.5 82.7 86.6 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 11 13 44 58 65 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,871 COMMITMENTS 861 513 466 2,172 2,531 3,499 3,510 372 361 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 650) -26 -5 246 336 334 556 575 94 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 13.3 12.0 56.1 65.4 90.4 90.7 9.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 4 5 21 19 28 26 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 169,691 COMMITMENTS 3,163 9,088 0 166,528 160,603 169,691 169,691 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.4 0.0 98.1 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 10 11 11 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 137,443 COMMITMENTS 10,342 1,595 3,996 123,105 131,853 137,443 137,443 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 498) -4 0 -3 626 620 619 617 -121 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 1.2 2.9 89.6 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 24 19 26 22 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,841,421 COMMITMENTS 0 169,560 0 2841421 2671832 2841421 2841392 0 29 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 49,336) 0 0 0 49,336 49,336 49,336 49,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 19 22 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,587 COMMITMENTS 1,428 0 1,915 58,244 59,672 61,587 61,587 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 3,300) 0 0 0 3,300 3,300 3,300 3,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 3.1 94.6 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 15 17 17 18 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,222,245 COMMITMENTS 29,614 0 70,560 1122071 1151685 1222245 1222245 0 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 93,840) 0 0 0 93,840 93,840 93,840 93,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 5.8 91.8 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 17 11 19 12 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,761 COMMITMENTS 328 62 0 14,251 14,564 14,579 14,626 182 135 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 440) 13 0 0 427 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.4 0.0 96.5 98.7 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 21 23 22 24 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,986 COMMITMENTS 1,299 8,325 1,142 65,551 58,983 67,992 68,450 994 536 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,279) 90 -462 -180 -4,167 -3,663 -4,257 -4,305 -22 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 12.1 1.7 95.0 85.5 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 6 6 53 51 62 61 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,851 COMMITMENTS 0 526 0 19,311 19,101 19,311 19,627 540 224 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 97.3 96.2 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 17 15 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,332 COMMITMENTS 2,857 6,941 111 24,833 20,836 27,801 27,888 531 444 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,039) 41 5 -34 987 1,069 994 1,040 45 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 24.5 0.4 87.7 73.5 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 5 2 30 32 37 38 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,733 COMMITMENTS 225 452 912 7,524 6,945 8,661 8,309 72 424 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 233) 200 90 -30 53 173 223 233 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 5.2 10.4 86.2 79.5 99.2 95.1 0.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 22 19 27 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,201 COMMITMENTS 0 824 153 8,175 8,113 8,328 9,090 873 111 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 257) 0 45 0 257 212 257 257 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.0 1.7 88.8 88.2 90.5 98.8 9.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 22 21 24 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,624,716 COMMITMENTS 492,824 223,673 1088326 960,270 1224453 2541419 2536452 83,297 88,265 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 4,935) 1,126 -10,353 -1,860 11,006 18,278 10,272 6,065 -5,337 -1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 8.5 41.5 36.6 46.7 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 155 147 228 98 110 373 380 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,212 COMMITMENTS 41,260 27,053 38,989 75,825 89,850 156,074 155,892 3,138 3,320 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -8,106) 351 -3,322 -1,471 -6,799 -3,131 -7,919 -7,924 -187 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 17.0 24.5 47.6 56.4 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 9 12 17 18 30 32 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,938 COMMITMENTS 70,514 9,984 3,793 47,157 72,697 121,464 86,474 15,474 50,464 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 2,391) 1,310 201 63 3,691 1,068 5,064 1,332 -2,673 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 7.3 2.8 34.4 53.1 88.7 63.1 11.3 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 5 4 15 16 23 22 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,363 COMMITMENTS 5,709 0 11,430 5,650 11,003 22,788 22,432 574 930 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,253) -1,326 0 573 -417 -1,806 -1,170 -1,233 -83 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 0.0 48.9 24.2 47.1 97.5 96.0 2.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 13 0 10 11 11 25 21 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,107 COMMITMENTS 25,249 994 34,255 110,041 127,216 169,546 162,466 6,561 13,642 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -710) 868 55 -581 -789 -516 -501 -1,042 -209 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.6 19.5 62.5 72.2 96.3 92.3 3.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 1 10 23 23 33 33 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,558 COMMITMENTS 11,717 76,244 77,451 93,168 29,094 182,335 182,789 8,223 7,769 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,396) -2,595 -3,874 2,238 -433 1,731 -790 95 2,186 1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 40.0 40.6 48.9 15.3 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 13 24 18 18 47 42 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,880 COMMITMENTS 2,529 999 7,288 32,992 29,645 42,810 37,932 10,070 14,948 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -899) 63 -75 -348 -609 -677 -895 -1,100 -4 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.9 13.8 62.4 56.1 81.0 71.7 19.0 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 4 14 14 20 18 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,269 COMMITMENTS 38,317 6,321 65,337 45,537 76,596 149,190 148,254 1,079 2,016 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 7,356) -1,212 25 2,865 5,401 3,895 7,055 6,785 301 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 4.2 43.5 30.3 51.0 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 4 8 11 15 19 25 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,614 COMMITMENTS 360 0 0 14,134 14,569 14,494 14,569 120 45 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -285) 0 0 0 -330 -285 -330 -285 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.0 96.7 99.7 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 18 16 19 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,634 COMMITMENTS 18,292 13,026 1,153 8,024 12,768 27,469 26,947 1,165 1,687 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,073) -611 -226 -59 -180 -735 -850 -1,020 -223 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.9 45.5 4.0 28.0 44.6 95.9 94.1 4.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 50 59 10 33 32 88 96 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,875 COMMITMENTS 49,122 23,610 2,721 14,113 41,336 65,956 67,668 4,919 3,208 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -53) -54 -683 296 -142 668 101 281 -154 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.3 33.3 3.8 19.9 58.3 93.1 95.5 6.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 100 67 24 31 39 149 118 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 366,131 COMMITMENTS 109,194 45,784 70,402 167,731 229,540 347,327 345,727 18,805 20,405 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,471) -1,072 -2,977 -3,647 106 3,171 -4,614 -3,454 1,143 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 12.5 19.2 45.8 62.7 94.9 94.4 5.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 70 52 76 79 88 185 185 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,765 COMMITMENTS 4,283 661 1,049 6,032 8,971 11,364 10,681 2,401 3,084 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 550) 300 100 0 265 465 565 565 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 4.8 7.6 43.8 65.2 82.6 77.6 17.4 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 2 4 12 9 19 13 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,530 COMMITMENTS 0 2,645 0 16,675 13,260 16,675 15,905 855 1,625 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,030) 0 -1,280 0 -3,810 -2,480 -3,810 -3,760 -220 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.1 0.0 95.1 75.6 95.1 90.7 4.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 20 14 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,792 COMMITMENTS 2,962 1,922 3,865 9,576 12,335 16,403 18,122 3,389 1,670 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -180) -235 -470 60 -5 -70 -180 -480 0 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 9.7 19.5 48.4 62.3 82.9 91.6 17.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 4 13 17 18 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 20,455 COMMITMENTS 11,827 16,722 50 8,511 3,683 20,388 20,455 67 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -125) -50 -70 0 -75 -55 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.8 81.8 0.2 41.6 18.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 6 1 11 8 20 15 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,241 COMMITMENTS 7,222 7,065 5,828 3,404 3,788 16,454 16,681 787 560 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -943) -229 -1,013 -521 -221 616 -971 -918 28 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 41.0 33.8 19.7 22.0 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 18 23 24 5 8 36 43 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 12,617 COMMITMENTS 2,161 2,878 8,013 2,427 1,726 12,601 12,617 16 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 66) 6 27 20 40 19 65 66 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 22.8 63.5 19.2 13.7 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,086 COMMITMENTS 3,808 0 0 31,213 35,086 35,021 35,086 65 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,675) -178 0 0 -4,492 -4,675 -4,670 -4,675 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.0 0.0 89.0 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 0 25 22 31 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,082 COMMITMENTS 2,540 2,746 224 6,306 6,112 9,070 9,082 12 0 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -145) -20 72 -20 -105 -197 -145 -145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 30.2 2.5 69.4 67.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 3 11 9 16 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,074 COMMITMENTS 1,479 4,899 44 12,692 10,014 14,215 14,957 859 117 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 217) 94 178 0 123 38 217 216 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 32.5 0.3 84.2 66.4 94.3 99.2 5.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 7 3 22 17 27 26 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,352 COMMITMENTS 1,628 2,062 511 9,471 9,545 11,610 12,118 742 234 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 446) 125 478 36 285 -68 446 446 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 16.7 4.1 76.7 77.3 94.0 98.1 6.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 6 7 16 24 28 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,025 COMMITMENTS 861 385 270 804 1,110 1,935 1,765 90 260 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -255) -55 -40 20 -170 -150 -205 -170 -50 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 19.0 13.3 39.7 54.8 95.6 87.2 4.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 8 4 11 11 18 21 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,802 COMMITMENTS 1,632 1,732 152 7,574 7,878 9,358 9,762 444 40 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -472) 30 -43 -38 -443 -384 -451 -465 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 17.7 1.6 77.3 80.4 95.5 99.6 4.5 0.4 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 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,008 COMMITMENTS 4,556 3,238 2,150 19,312 19,375 26,018 24,763 4,990 6,245 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 153) 0 -392 77 76 318 153 3 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 10.4 6.9 62.3 62.5 83.9 79.9 16.1 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 4 17 18 23 22
Updated September 11, 2015