GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,249 COMMITMENTS 20,992 4,174 2,298 37,376 54,473 60,666 60,945 583 304 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,962) 334 134 132 1,486 1,688 1,952 1,954 10 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 6.8 3.8 61.0 88.9 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 7 7 33 40 41 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,620 COMMITMENTS 450 0 0 5,170 5,620 5,620 5,620 0 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -6) 0 0 0 -6 -6 -6 -6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 0.0 0.0 92.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 17 17 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,133 COMMITMENTS 365 325 556 7,621 7,575 8,542 8,456 591 677 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 377) 91 -10 56 306 380 453 426 -76 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 3.6 6.1 83.4 82.9 93.5 92.6 6.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 5 5 33 32 39 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,781 COMMITMENTS 221 126 237 901 875 1,359 1,238 422 543 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 7.1 13.3 50.6 49.1 76.3 69.5 23.7 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 4 12 12 16 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,843 COMMITMENTS 956 436 116 4,191 4,951 5,263 5,503 580 340 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 120) -33 -10 -25 171 219 113 184 7 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 7.5 2.0 71.7 84.7 90.1 94.2 9.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 2 33 31 38 35 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,120 COMMITMENTS 1,876 2,623 448 4,286 3,524 6,610 6,595 510 525 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 306) 237 182 15 51 241 303 438 3 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 36.8 6.3 60.2 49.5 92.8 92.6 7.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 7 8 24 21 36 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,000 COMMITMENTS 150 296 23 560 549 733 868 267 132 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 75) 0 21 0 40 10 40 31 35 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 29.6 2.3 56.0 54.9 73.3 86.8 26.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 2 10 9 15 14 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,103 COMMITMENTS 325 9,485 1,641 27,071 17,737 29,037 28,863 66 240 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 845) 0 164 40 805 641 845 845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 32.6 5.6 93.0 60.9 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 23 22 27 24 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,782 COMMITMENTS 491 1,271 186 2,439 1,840 3,116 3,297 666 485 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 217) -36 14 41 212 132 217 187 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 33.6 4.9 64.5 48.7 82.4 87.2 17.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 6 5 18 14 28 21 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,050 COMMITMENTS 52,154 65,366 90,014 211,162 201,893 353,330 357,273 47,720 43,777 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -8,839) -2,967 6,613 1,215 -6,792 -17,684 -8,543 -9,856 -296 1,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 16.3 22.4 52.7 50.3 88.1 89.1 11.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 30 55 54 85 86 154 161 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,520 COMMITMENTS 1,750 500 25 37,573 46,654 39,348 47,179 13,172 5,341 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 933) 0 0 0 834 1,420 834 1,420 99 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.0 0.0 71.5 88.8 74.9 89.8 25.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 1 23 27 25 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,002,182 COMMITMENTS 260,586 481,522 273,334 398,124 199,486 932,044 954,342 70,138 47,840 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 27,434) -6,256 -8,942 25,714 7,941 9,427 27,398 26,199 35 1,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 48.0 27.3 39.7 19.9 93.0 95.2 7.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 98 144 144 61 52 248 263 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 737,528 COMMITMENTS 38,335 40,938 224,624 470,102 467,622 733,062 733,184 4,466 4,344 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -3,586) -3 -1,547 -1,905 -522 789 -2,430 -2,662 -1,156 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 5.6 30.5 63.7 63.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 45 34 64 50 49 122 120 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 365,437 COMMITMENTS 142,213 144,504 50,583 166,498 164,022 359,294 359,109 6,143 6,328 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 5,873) -3,882 4,237 1,512 7,889 105 5,519 5,854 355 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 39.5 13.8 45.6 44.9 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 19 10 26 34 35 66 62 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 86,438 COMMITMENTS 11,100 11,504 12,449 54,188 55,228 77,737 79,181 8,701 7,257 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,332) -747 1,141 732 2,697 504 2,682 2,377 650 955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 13.3 14.4 62.7 63.9 89.9 91.6 10.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 9 15 20 19 38 34 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,614,491 COMMITMENTS 667,704 57,065 117,760 792,039 1415902 1577503 1590727 36,988 23,764 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 20,293) 7,157 -217 -88 13,735 20,161 20,804 19,856 -511 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 3.5 7.3 49.1 87.7 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 27 10 26 56 56 92 86 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,949 COMMITMENTS 18,904 54,667 54,416 306,570 271,749 379,890 380,832 2,059 1,117 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,448) 1,050 212 3,069 1,074 3,257 5,193 6,538 -745 -2,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 14.3 14.2 80.3 71.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 14 21 24 40 34 71 62 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 149,989 COMMITMENTS 61,785 51,649 31,106 55,982 66,109 148,873 148,864 1,116 1,125 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,036) 3,255 737 -1,731 -2,477 149 -953 -845 -83 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 34.4 20.7 37.3 44.1 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 17 23 21 21 51 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 38,812 COMMITMENTS 22,535 9,120 6,220 9,410 23,035 38,165 38,375 647 437 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,387) 120 -665 1,090 37 992 1,247 1,417 140 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.1 23.5 16.0 24.2 59.4 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 13 13 15 16 13 38 32 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 13,590 COMMITMENTS 1,917 3,498 5,067 6,601 5,023 13,584 13,589 6 2 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 898) -133 -188 766 263 320 896 898 2 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 25.7 37.3 48.6 37.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 9 17 14 11 33 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,728 COMMITMENTS 3,321 1,297 5,696 35,163 37,322 44,180 44,315 548 413 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -413) 234 73 163 -724 -628 -326 -392 -87 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.9 12.7 78.6 83.4 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 16 12 11 47 57 68 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,768 COMMITMENTS 759 448 542 2,689 3,413 3,990 4,403 778 365 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 351) 67 105 53 87 158 207 316 144 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 9.4 11.4 56.4 71.6 83.7 92.3 16.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 4 24 26 29 33 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 411,171 COMMITMENTS 1,987 0 0 409,184 411,171 411,171 411,171 0 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,679) 0 0 0 4,679 4,679 4,679 4,679 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 12 14 12 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 151,292 COMMITMENTS 10,968 1,485 2,844 137,225 146,963 151,037 151,292 255 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,265) -6 0 -4 -1,255 -1,261 -1,265 -1,265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 1.0 1.9 90.7 97.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 27 19 28 21 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,993,436 COMMITMENTS 46,800 0 0 2946636 2993406 2993436 2993406 0 30 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -15,566) 0 0 0 -15,566 -15,566 -15,566 -15,566 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 23 20 24 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,724 COMMITMENTS 461 0 0 70,263 70,724 70,724 70,724 0 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 17 16 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,619,053 COMMITMENTS 5,422 0 0 1613631 1619053 1619053 1619053 0 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 18,577) 0 0 0 18,577 18,577 18,577 18,577 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 12 19 12 NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 265,088 COMMITMENTS 0 0 0 265,088 265,088 265,088 265,088 0 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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 13 10 13 10 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,894 COMMITMENTS 531 0 9 23,222 23,552 23,762 23,561 132 333 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,936) 100 0 0 1,836 1,936 1,936 1,936 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.0 97.2 98.6 99.4 98.6 0.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 25 25 27 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 83,414 COMMITMENTS 1,180 8,483 1,403 79,828 73,063 82,411 82,949 1,003 465 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,468) 367 167 14 3,104 3,293 3,485 3,474 -17 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 10.2 1.7 95.7 87.6 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 3 6 57 54 66 62 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,854 COMMITMENTS 0 480 0 22,269 22,154 22,269 22,634 585 220 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 675) 0 0 0 675 675 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 97.4 96.9 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 17 17 17 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,346 COMMITMENTS 2,753 6,649 167 31,075 26,872 33,995 33,688 351 658 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -453) 53 10 45 -541 -448 -443 -393 -10 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 19.4 0.5 90.5 78.2 99.0 98.1 1.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 4 3 33 32 39 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,334 COMMITMENTS 380 312 665 7,189 6,893 8,234 7,870 100 464 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 27) 0 15 22 -5 -10 17 27 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 3.7 8.0 86.3 82.7 98.8 94.4 1.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 4 22 18 28 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,514 COMMITMENTS 0 1,025 112 10,380 10,225 10,492 11,362 1,022 152 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 481) 0 66 -17 505 402 488 451 -7 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.9 1.0 90.2 88.8 91.1 98.7 8.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 20 19 22 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,501,950 COMMITMENTS 502,564 186,849 955,796 948,075 1275924 2406435 2418570 95,515 83,380 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -32,712) 445 -12,289 -37,787 -3,661 25,523 -41,003 -24,553 8,292 -8,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 7.5 38.2 37.9 51.0 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 179 122 223 99 109 374 371 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,243 COMMITMENTS 40,444 16,447 29,552 47,995 72,136 117,991 118,135 2,251 2,107 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -481) 1,423 3,164 -426 -1,417 -3,169 -419 -431 -63 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 13.7 24.6 39.9 60.0 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 9 11 17 17 28 31 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,973 COMMITMENTS 72,908 10,430 4,253 42,914 65,216 120,075 79,899 15,898 56,074 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,664) 1,340 2,867 1,272 2,987 1,912 5,599 6,051 -935 -1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.6 7.7 3.1 31.6 48.0 88.3 58.8 11.7 41.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 5 12 16 21 23 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,623 COMMITMENTS 1,952 248 9,584 5,192 6,479 16,728 16,310 894 1,312 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 177) -456 -44 293 37 -364 -126 -115 304 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.4 54.4 29.5 36.8 94.9 92.6 5.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 3 10 10 12 24 22 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,114 COMMITMENTS 25,798 1,387 30,767 104,772 122,604 161,337 154,759 5,776 12,355 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,885) 3,620 -23 -137 1,102 4,626 4,585 4,466 300 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 0.8 18.4 62.7 73.4 96.5 92.6 3.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 2 11 23 23 34 34 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,413 COMMITMENTS 16,265 74,853 75,650 85,220 26,402 177,135 176,905 7,278 7,507 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -6,369) 805 742 -5,465 -577 -1,097 -5,237 -5,820 -1,132 -549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 40.6 41.0 46.2 14.3 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 12 24 16 17 44 42 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,386 COMMITMENTS 5,196 807 1,048 1,073 5,369 7,317 7,224 69 162 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -654) 301 -72 -386 -473 -226 -557 -684 -97 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.3 10.9 14.2 14.5 72.7 99.1 97.8 0.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 5 10 14 15 20 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,070 COMMITMENTS 24,479 9,143 92,943 38,186 53,334 155,608 155,420 462 650 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 14,909) -2,572 1,234 17,505 -110 -3,556 14,823 15,183 86 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 5.9 59.6 24.5 34.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 7 11 15 18 25 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,209 COMMITMENTS 360 0 0 13,754 13,999 14,114 13,999 95 210 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -76) 0 0 0 -76 -256 -76 -256 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.0 96.8 98.5 99.3 98.5 0.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 16 18 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,383 COMMITMENTS 18,200 6,319 1,507 7,278 19,157 26,985 26,984 1,398 1,400 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -991) -575 -814 -106 -221 20 -902 -899 -89 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 22.3 5.3 25.6 67.5 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 61 42 18 31 35 102 86 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 73,049 COMMITMENTS 51,213 24,557 2,449 13,768 42,849 67,430 69,854 5,619 3,195 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -2,951) -281 -6,780 300 -2,331 4,131 -2,312 -2,350 -639 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.1 33.6 3.4 18.8 58.7 92.3 95.6 7.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 114 70 25 35 41 162 125 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 359,626 COMMITMENTS 110,459 48,933 71,886 159,426 217,068 341,771 337,886 17,855 21,740 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -5,518) -856 5,542 -304 -2,717 -12,258 -3,877 -7,019 -1,640 1,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 13.6 20.0 44.3 60.4 95.0 94.0 5.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 74 55 76 81 91 194 191 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,504 COMMITMENTS 3,740 0 893 4,086 7,992 8,719 8,885 2,785 2,619 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 0.0 7.8 35.5 69.5 75.8 77.2 24.2 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 2 5 10 12 12 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,925 COMMITMENTS 0 2,070 45 15,600 12,285 15,645 14,400 280 1,525 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,495) 0 -70 45 1,350 1,425 1,395 1,400 100 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.0 0.3 98.0 77.1 98.2 90.4 1.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 14 21 15 23 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,911 COMMITMENTS 2,414 2,130 1,477 9,088 9,346 12,979 12,953 2,932 2,958 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 161) 12 750 -612 1,004 250 404 388 -243 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 13.4 9.3 57.1 58.7 81.6 81.4 18.4 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 4 13 15 18 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 22,391 COMMITMENTS 11,837 16,453 1,417 9,059 4,521 22,313 22,391 78 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 510) 395 360 -50 165 200 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.9 73.5 6.3 40.5 20.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 6 2 10 7 18 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 16,682 COMMITMENTS 6,587 5,816 6,103 3,523 4,239 16,213 16,158 469 524 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 144) 20 70 94 0 -50 114 114 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 34.9 36.6 21.1 25.4 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 19 19 22 5 10 34 42 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,122 COMMITMENTS 3,420 0 0 28,542 32,122 31,962 32,122 160 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 250) -5 0 0 210 250 205 250 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 0.0 0.0 88.9 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 0 0 24 23 29 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,840 COMMITMENTS 2,520 2,726 146 6,163 5,968 8,829 8,840 11 0 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 25) 0 -25 25 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 30.8 1.7 69.7 67.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 2 10 10 14 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,427 COMMITMENTS 1,771 5,525 346 12,502 9,443 14,619 15,314 808 113 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 93) 84 293 7 31 -198 122 102 -29 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 35.8 2.2 81.0 61.2 94.8 99.3 5.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 6 4 23 16 30 25 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,006 COMMITMENTS 1,053 2,370 448 10,148 8,679 11,649 11,497 357 509 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 213) 0 -36 135 114 150 249 249 -36 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 19.7 3.7 84.5 72.3 97.0 95.8 3.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 7 3 23 22 30 31 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,549 COMMITMENTS 700 355 230 494 724 1,424 1,309 125 240 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 130) 130 0 0 0 90 130 90 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 22.9 14.8 31.9 46.7 91.9 84.5 8.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 4 3 8 11 14 18 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,369 COMMITMENTS 1,662 1,789 98 7,186 7,449 8,946 9,336 423 33 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 9) 0 100 -16 25 -75 9 9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 19.1 1.0 76.7 79.5 95.5 99.6 4.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 4 11 10 15 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,244 COMMITMENTS 4,692 461 3,574 17,747 19,524 26,013 23,559 5,231 7,685 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,836) 550 -805 805 606 1,465 1,961 1,465 -125 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 1.5 11.4 56.8 62.5 83.3 75.4 16.7 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 3 16 16 20 19
Updated October 16, 2015