GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,604 COMMITMENTS 23,232 5,057 1,988 38,879 57,293 64,099 64,338 505 266 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 750) 272 254 17 461 479 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 7.8 3.1 60.2 88.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 8 6 39 41 46 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,346 COMMITMENTS 450 0 600 6,296 6,746 7,346 7,346 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -27) 0 0 0 -27 -27 -27 -27 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.0 8.2 85.7 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 18 23 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,565 COMMITMENTS 872 513 585 7,313 7,869 8,770 8,967 795 598 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 367) 49 55 27 350 370 426 452 -59 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 5.4 6.1 76.5 82.3 91.7 93.7 8.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 4 6 35 34 44 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,979 COMMITMENTS 121 176 364 1,199 1,028 1,684 1,568 295 411 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 93) 0 32 26 40 -46 66 12 27 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 8.9 18.4 60.6 51.9 85.1 79.2 14.9 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 6 16 17 23 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,910 COMMITMENTS 578 444 468 5,294 5,551 6,340 6,463 570 447 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 393) -42 71 21 440 328 419 420 -26 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 6.4 6.8 76.6 80.3 91.8 93.5 8.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 4 8 35 35 44 46 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,660 COMMITMENTS 1,493 2,315 532 6,351 5,381 8,376 8,228 284 432 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 310) 22 25 -10 317 331 329 346 -19 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 26.7 6.1 73.3 62.1 96.7 95.0 3.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 5 5 33 25 44 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,424 COMMITMENTS 60 617 100 1,119 535 1,279 1,252 145 172 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 112) 0 10 30 82 52 112 92 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 43.3 7.0 78.6 37.6 89.8 87.9 10.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 7 3 16 10 20 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,332 COMMITMENTS 340 10,806 1,096 27,848 17,190 29,284 29,092 48 240 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 50) 0 35 15 35 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 36.8 3.7 94.9 58.6 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 26 22 30 25 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,945 COMMITMENTS 888 1,842 332 3,118 2,377 4,338 4,551 607 394 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 225) 75 130 -17 112 82 170 195 55 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 37.2 6.7 63.1 48.1 87.7 92.0 12.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 7 5 17 19 28 27 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,382 COMMITMENTS 57,858 75,627 62,292 196,521 176,397 316,671 314,317 41,711 44,065 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -16,665) 3,251 -2,618 -4,176 -14,074 -10,736 -14,999 -17,530 -1,666 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 21.1 17.4 54.8 49.2 88.4 87.7 11.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 36 57 50 80 87 150 164 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,057 COMMITMENTS 750 625 200 35,538 43,005 36,488 43,830 12,569 5,227 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,512) 0 25 -25 950 2,309 925 2,309 587 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.3 0.4 72.4 87.7 74.4 89.3 25.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 24 28 26 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,042,520 COMMITMENTS 242,065 456,816 326,638 398,330 213,073 967,033 996,526 75,488 45,994 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 20,563) -1,362 397 12,982 6,978 6,725 18,599 20,105 1,965 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 43.8 31.3 38.2 20.4 92.8 95.6 7.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 97 143 147 63 49 252 263 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 741,135 COMMITMENTS 28,596 46,897 246,112 462,819 444,739 737,528 737,748 3,608 3,388 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 33,431) -4,124 87 20,656 16,965 12,681 33,498 33,424 -67 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 6.3 33.2 62.4 60.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 49 24 64 51 49 121 116 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 319,755 COMMITMENTS 85,196 115,338 53,105 175,706 145,482 314,007 313,925 5,748 5,830 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -22,943) -7,920 -14,152 -1,033 -11,914 -8,299 -20,867 -23,484 -2,076 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 36.1 16.6 55.0 45.5 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 13 26 35 34 67 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 93,274 COMMITMENTS 8,295 17,338 14,544 60,228 55,356 83,067 87,238 10,207 6,036 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -23,462) -6,386 -2,073 -9,787 -11,023 -12,107 -27,196 -23,967 3,734 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 18.6 15.6 64.6 59.3 89.1 93.5 10.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 16 18 18 18 37 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,483,771 COMMITMENTS 548,937 62,360 110,743 777,734 1277419 1437414 1450522 46,357 33,249 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -87,877) -60,584 5,153 -9,605 -23,684 -86,187 -93,873 -90,639 5,996 2,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 4.2 7.5 52.4 86.1 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 18 15 27 54 51 84 82 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,368 COMMITMENTS 23,861 44,963 44,291 280,829 259,036 348,981 348,290 1,387 2,078 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -44,715) -6,187 -15,136 -9,132 -28,390 -20,156 -43,709 -44,424 -1,006 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 12.8 12.6 80.2 73.9 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 17 23 38 30 66 56 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 144,220 COMMITMENTS 76,943 59,596 18,380 47,979 65,592 143,302 143,568 918 652 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,502) 5,417 4,924 -6,715 -3,044 -2,481 -4,342 -4,272 -160 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.4 41.3 12.7 33.3 45.5 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 21 27 22 18 56 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 39,796 COMMITMENTS 23,341 8,391 4,944 10,778 26,096 39,063 39,431 733 365 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,365) -577 -1,142 -859 -849 -334 -2,285 -2,335 -80 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.7 21.1 12.4 27.1 65.6 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 10 14 14 14 34 32 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 15,671 COMMITMENTS 2,561 4,175 5,861 7,234 5,635 15,656 15,671 15 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -97) 93 97 -180 -9 -13 -97 -97 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 26.6 37.4 46.2 36.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 10 17 14 11 34 29 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,136 COMMITMENTS 4,153 1,674 4,666 29,002 31,410 37,821 37,750 314 386 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -6,026) -1,139 676 -678 -4,124 -5,989 -5,941 -5,991 -84 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 4.4 12.2 76.0 82.4 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 13 11 12 46 59 66 76 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,723 COMMITMENTS 554 767 415 1,845 2,188 2,814 3,370 909 353 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,186) 165 212 -537 -859 -975 -1,231 -1,300 45 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 20.6 11.1 49.6 58.8 75.6 90.5 24.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 20 19 24 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 172,663 COMMITMENTS 18,145 1,275 2,773 151,490 168,615 172,408 172,663 255 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 7,035) 7,138 -110 -113 10 7,258 7,035 7,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 0.7 1.6 87.7 97.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 20 17 21 19 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,064,187 COMMITMENTS 187,200 0 0 2876987 3064157 3064187 3064157 0 30 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 328) 140,400 0 0 -140,072 328 328 328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.0 0.0 93.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 20 16 21 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,885 COMMITMENTS 419 0 0 73,466 73,885 73,885 73,885 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -724) -22 0 0 -702 -724 -724 -724 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 16 16 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,623,500 COMMITMENTS 4,629 0 0 1618871 1623500 1623500 1623500 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -30,016) -392 0 0 -29,624 -30,016 -30,016 -30,016 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 17 11 18 11 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,647 COMMITMENTS 430 0 62 23,015 23,151 23,507 23,213 140 434 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,750) -135 0 0 -1,615 -1,743 -1,750 -1,743 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 0.3 97.3 97.9 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 26 26 28 27 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 90,930 COMMITMENTS 1,910 8,851 802 87,290 80,950 90,002 90,603 928 327 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,432) 30 38 -18 1,480 1,412 1,492 1,432 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 9.7 0.9 96.0 89.0 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 7 8 5 59 54 69 64 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,857 COMMITMENTS 0 480 0 21,012 21,272 21,012 21,752 845 105 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -907) 0 0 0 -887 -857 -887 -857 -20 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 96.1 97.3 96.1 99.5 3.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 18 17 18 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,465 COMMITMENTS 2,429 5,133 253 27,244 24,616 29,926 30,002 539 463 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,960) 10 -991 6 -1,902 -847 -1,886 -1,832 -74 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 16.8 0.8 89.4 80.8 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 4 4 32 31 39 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,814 COMMITMENTS 120 741 394 6,971 6,410 7,485 7,545 329 269 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -923) -80 -296 -55 -729 -535 -864 -886 -59 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 9.5 5.0 89.2 82.0 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 3 25 20 29 24 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,687 COMMITMENTS 111 1,049 65 10,624 10,358 10,800 11,472 887 215 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,236) -5 -129 -8 -1,162 -1,054 -1,175 -1,191 -61 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 9.0 0.6 90.9 88.6 92.4 98.2 7.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 3 19 20 22 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,256,875 COMMITMENTS 497,565 253,908 836,572 825,763 1075938 2159901 2166418 96,975 90,457 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 33,527) 6,594 7,882 18,611 4,735 6,462 29,939 32,954 3,587 573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 11.3 37.1 36.6 47.7 95.7 96.0 4.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 157 148 217 97 104 368 368 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,997 COMMITMENTS 39,058 6,747 22,564 34,354 67,116 95,976 96,427 2,021 1,570 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,161) -40 -446 -868 -1,219 -833 -2,128 -2,148 -33 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 6.9 23.0 35.1 68.5 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 7 7 17 13 25 23 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,269 COMMITMENTS 72,503 10,957 2,376 34,150 55,969 109,029 69,302 15,240 54,967 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -7,765) -564 132 -1,182 -5,617 -6,112 -7,363 -7,162 -402 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.3 8.8 1.9 27.5 45.0 87.7 55.8 12.3 44.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 5 4 11 14 19 19 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,217 COMMITMENTS 4,612 2,435 3,678 2,157 4,386 10,447 10,498 770 719 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 780) 199 574 268 354 25 821 867 -40 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 21.7 32.8 19.2 39.1 93.1 93.6 6.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 3 10 7 8 23 19 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 145,852 COMMITMENTS 22,249 1,263 25,359 93,075 108,301 140,683 134,923 5,169 10,928 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -14,935) -3,083 28 -2,940 -8,615 -11,135 -14,638 -14,047 -297 -889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 0.9 17.4 63.8 74.3 96.5 92.5 3.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 2 11 24 24 35 35 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,437 COMMITMENTS 20,766 65,207 82,390 73,289 29,780 176,446 177,378 6,992 6,059 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,420) 409 4,128 -1,935 3,590 241 2,064 2,434 356 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 35.5 44.9 40.0 16.2 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 11 26 16 16 44 44 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,610 COMMITMENTS 630 0 0 13,860 14,610 14,490 14,610 120 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 0.0 94.9 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 11 15 11 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,755 COMMITMENTS 17,860 11,169 503 7,840 14,549 26,203 26,221 1,553 1,534 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,580) 715 540 -84 -1,457 -1,208 -827 -752 -754 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 40.2 1.8 28.2 52.4 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 61 57 17 36 33 104 100 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 77,213 COMMITMENTS 51,949 32,954 2,398 14,318 37,625 68,665 72,976 8,549 4,237 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 731) 923 597 270 -784 -83 408 783 322 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 42.7 3.1 18.5 48.7 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 127 82 26 32 35 172 131 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,240 COMMITMENTS 115,532 44,371 77,885 152,693 228,350 346,110 350,606 21,130 16,634 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -6,617) -2,870 -8,656 3,658 -6,510 152 -5,721 -4,847 -896 -1,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 12.1 21.2 41.6 62.2 94.2 95.5 5.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 73 52 82 83 94 200 193 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,202 COMMITMENTS 2,482 646 1,594 6,695 7,851 10,771 10,091 1,431 2,111 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,131) 134 615 -63 514 -971 585 -419 -1,716 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 5.3 13.1 54.9 64.3 88.3 82.7 11.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 2 4 13 12 21 16 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,365 COMMITMENTS 0 2,883 120 19,995 16,137 20,115 19,140 250 1,225 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 685) 0 120 0 685 740 685 860 0 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.2 0.6 98.2 79.2 98.8 94.0 1.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 18 24 19 27 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,914 COMMITMENTS 1,054 4,949 1,870 13,084 9,503 16,008 16,322 2,906 2,592 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,240) 263 215 -1,408 -999 -1,508 -2,144 -2,701 -96 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 26.2 9.9 69.2 50.2 84.6 86.3 15.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 19 18 25 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,021 COMMITMENTS 10,791 17,552 1,732 10,452 3,737 22,975 23,021 46 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,354) -1,372 -1,366 -300 -668 -688 -2,340 -2,354 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.9 76.2 7.5 45.4 16.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 5 3 11 7 19 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,010 COMMITMENTS 7,306 7,534 8,289 4,931 4,747 20,526 20,570 484 440 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,089) 89 -459 1,187 906 1,548 2,182 2,276 -93 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 35.9 39.5 23.5 22.6 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 18 20 29 8 10 40 47 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 17,422 COMMITMENTS 2,008 3,375 11,368 4,045 2,678 17,422 17,421 0 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,253) -243 -484 1,801 706 936 2,263 2,253 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 19.4 65.3 23.2 15.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 8 11 6 5 17 19 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,570 COMMITMENTS 2,612 50 120 30,633 33,400 33,365 33,570 205 0 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 536) -250 50 0 996 486 746 536 -210 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.1 0.4 91.3 99.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 1 26 22 30 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,096 COMMITMENTS 2,105 7,368 323 11,577 7,040 14,005 14,731 1,091 365 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,740) 8 -593 -14 -2,005 -1,118 -2,011 -1,725 271 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 48.8 2.1 76.7 46.6 92.8 97.6 7.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 8 4 21 15 30 24 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,553 COMMITMENTS 422 1,549 480 7,961 7,133 8,863 9,162 690 391 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,692) -161 -593 28 -1,613 -1,125 -1,746 -1,690 54 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 16.2 5.0 83.3 74.7 92.8 95.9 7.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 6 3 20 21 25 28 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 2,065 COMMITMENTS 830 355 470 595 1,010 1,895 1,835 170 230 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 399) 120 0 150 169 249 439 399 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 17.2 22.8 28.8 48.9 91.8 88.9 8.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 7 4 11 17 18 26 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,117 COMMITMENTS 1,692 1,746 60 6,963 7,285 8,715 9,091 402 26 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 19.2 0.7 76.4 79.9 95.6 99.7 4.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 3 11 10 14 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,789 COMMITMENTS 2,901 2,359 3,296 17,677 16,804 23,874 22,459 4,915 6,330 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,102) -1,330 1,699 -976 -1,778 -4,733 -4,084 -4,010 -18 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 8.2 11.4 61.4 58.4 82.9 78.0 17.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 5 17 16 22 21
Updated December 4, 2015