GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,677 COMMITMENTS 25,054 4,477 1,815 33,333 54,120 60,202 60,412 475 265 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,602) 601 -220 1,155 -146 667 1,610 1,602 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 7.4 3.0 54.9 89.2 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 7 6 37 40 45 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,699 COMMITMENTS 525 200 600 5,574 5,899 6,699 6,699 0 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -13) 0 200 0 -13 -213 -13 -13 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 3.0 9.0 83.2 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 16 20 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,752 COMMITMENTS 880 431 885 6,182 6,766 7,947 8,082 805 670 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 192) -1 168 334 -130 -286 203 216 -11 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 4.9 10.1 70.6 77.3 90.8 92.3 9.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 5 6 29 30 38 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,584 COMMITMENTS 226 243 191 922 808 1,339 1,242 245 342 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 28) 71 21 -9 -65 6 -3 18 31 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 15.3 12.1 58.2 51.0 84.5 78.4 15.5 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 4 14 14 20 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,256 COMMITMENTS 800 526 399 5,514 6,004 6,713 6,929 543 327 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 544) 94 103 158 242 275 494 536 50 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 7.2 5.5 76.0 82.7 92.5 95.5 7.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 6 6 31 35 38 46 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,161 COMMITMENTS 955 1,477 590 5,387 4,694 6,932 6,761 229 400 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 312) -31 19 41 282 244 292 304 20 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 20.6 8.2 75.2 65.5 96.8 94.4 3.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 5 9 26 21 40 31 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,222 COMMITMENTS 50 430 160 935 520 1,145 1,110 77 112 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 98) 0 0 0 98 118 98 118 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 35.2 13.1 76.5 42.6 93.7 90.8 6.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 7 3 14 11 18 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,719 COMMITMENTS 226 12,552 225 27,238 14,702 27,689 27,479 30 240 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,701) -150 715 -40 1,891 1,026 1,701 1,701 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 45.3 0.8 98.3 53.0 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 2 25 18 29 21 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,540 COMMITMENTS 1,082 1,912 155 2,744 2,121 3,981 4,188 559 352 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 774) 311 270 8 524 513 843 791 -69 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 42.1 3.4 60.4 46.7 87.7 92.2 12.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 7 4 16 16 25 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,501 COMMITMENTS 64,249 76,981 52,673 203,264 193,396 320,185 323,049 47,316 44,452 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,082) 6,523 3,475 -1,887 2,174 6,384 6,810 7,972 -1,728 -2,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 20.9 14.3 55.3 52.6 87.1 87.9 12.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 36 52 53 84 84 155 157 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,192 COMMITMENTS 725 970 350 33,817 40,936 34,892 42,256 11,300 3,936 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,302) 0 0 125 2,851 3,161 2,976 3,286 326 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.1 0.8 73.2 88.6 75.5 91.5 24.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 23 28 25 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,092,842 COMMITMENTS 240,054 442,588 324,451 455,884 280,948 1020388 1047986 72,453 44,855 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 46,990) 5,998 -3,305 17,057 23,768 34,121 46,823 47,874 167 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 40.5 29.7 41.7 25.7 93.4 95.9 6.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 115 155 155 67 56 277 283 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,025,562 COMMITMENTS 30,098 53,403 409,399 581,789 558,814 1021286 1021616 4,276 3,946 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 172,935) -772 7,653 105,519 68,481 61,312 173,229 174,484 -294 -1,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 5.2 39.9 56.7 54.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 39 37 68 51 50 124 121 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 323,285 COMMITMENTS 73,348 112,478 63,487 179,499 140,663 316,334 316,628 6,951 6,657 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,594) -4,704 576 8,901 -2,474 -7,082 1,723 2,395 871 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 34.8 19.6 55.5 43.5 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 12 26 36 32 68 59 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 120,005 COMMITMENTS 22,219 30,015 19,684 71,402 65,401 113,305 115,100 6,700 4,905 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 18,098) 10,410 9,112 3,372 4,812 6,160 18,594 18,644 -496 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 25.0 16.4 59.5 54.5 94.4 95.9 5.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 9 21 24 21 22 46 51 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 12,348 COMMITMENTS 5,487 1,485 4,887 1,957 5,923 12,332 12,295 17 54 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 12.0 39.6 15.8 48.0 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 4 8 5 7 14 17 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,490,587 COMMITMENTS 551,032 61,596 110,665 782,160 1278180 1443857 1450441 46,730 40,146 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 10,647) 11,315 -488 -5,171 2,677 9,699 8,821 4,040 1,826 6,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 4.1 7.4 52.5 85.8 96.9 97.3 3.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 20 14 29 55 52 86 85 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,932 COMMITMENTS 39,459 57,163 56,676 286,549 269,576 382,684 383,415 2,248 1,517 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 22,469) 12,153 9,820 5,712 4,032 7,110 21,897 22,642 572 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 14.9 14.7 74.4 70.0 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 18 17 26 39 30 70 60 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 121,985 COMMITMENTS 42,498 66,572 15,146 63,322 39,512 120,966 121,230 1,019 755 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,134) -598 1,586 1,151 877 -1,417 1,430 1,320 -296 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 54.6 12.4 51.9 32.4 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 23 25 22 19 55 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,027 COMMITMENTS 17,437 8,032 4,584 11,223 21,066 33,244 33,682 783 345 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -66) 5 -190 144 -300 -5 -151 -51 85 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.2 23.6 13.5 33.0 61.9 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 12 15 13 13 33 32 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,349 COMMITMENTS 305 209 542 1,503 1,599 2,349 2,349 0 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 210) -44 0 97 157 120 210 218 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 8.9 23.1 64.0 68.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 5 8 6 6 19 14 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,975 COMMITMENTS 4,689 1,643 4,397 31,528 34,534 40,614 40,574 361 401 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,639) 279 -179 320 2,009 2,484 2,608 2,624 31 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 4.0 10.7 76.9 84.3 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 17 9 14 47 59 70 77 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,451 COMMITMENTS 577 773 469 2,484 2,896 3,530 4,138 921 313 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 357) 30 76 -6 358 397 382 467 -25 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 17.4 10.5 55.8 65.1 79.3 93.0 20.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 4 22 24 27 30 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 174,859 COMMITMENTS 18,162 1,505 2,790 153,652 170,564 174,604 174,859 255 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 461) 7 0 7 447 454 461 461 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.9 1.6 87.9 97.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 20 17 21 20 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,201,055 COMMITMENTS 187,200 0 0 3013855 3201025 3201055 3201025 0 30 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 90,638) 0 0 0 90,638 90,638 90,638 90,638 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.0 0.0 94.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 16 20 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,472 COMMITMENTS 419 0 0 74,053 74,472 74,472 74,472 0 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -210) 0 0 0 -210 -210 -210 -210 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 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,649,567 COMMITMENTS 4,629 0 0 1644938 1649567 1649567 1649567 0 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -7,590) 0 0 0 -7,590 -7,590 -7,590 -7,590 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 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,460 COMMITMENTS 787 0 62 23,471 23,980 24,320 24,042 140 418 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 744) 327 0 0 417 760 744 760 0 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.3 96.0 98.0 99.4 98.3 0.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 25 27 27 28 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,986 COMMITMENTS 1,887 8,666 791 94,390 88,132 97,068 97,589 918 397 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 9,398) 105 317 40 9,247 8,941 9,392 9,298 6 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 8.8 0.8 96.3 89.9 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 7 8 5 58 54 68 64 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,492 COMMITMENTS 168 480 57 24,587 24,847 24,812 25,384 680 108 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,755) 0 0 0 2,755 2,755 2,755 2,755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.9 0.2 96.4 97.5 97.3 99.6 2.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 18 16 19 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,176 COMMITMENTS 2,529 5,203 253 28,920 26,309 31,702 31,765 474 411 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 680) -50 100 0 775 632 725 732 -45 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 16.2 0.8 89.9 81.8 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 4 4 33 32 40 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,618 COMMITMENTS 120 772 397 7,716 7,180 8,233 8,349 385 269 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 343) 0 -26 -21 340 400 319 353 24 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 9.0 4.6 89.5 83.3 95.5 96.9 4.5 3.1 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 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,187 COMMITMENTS 0 1,007 64 11,084 10,892 11,148 11,963 1,039 224 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 316) 0 33 0 296 275 296 308 20 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.3 0.5 90.9 89.4 91.5 98.2 8.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 19 20 21 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,370,334 COMMITMENTS 483,002 239,332 958,212 829,351 1074481 2270565 2272025 99,769 98,309 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -11,058) -19,817 -28,922 26,732 -8,570 -9,789 -1,654 -11,978 -9,404 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 10.1 40.4 35.0 45.3 95.8 95.9 4.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 155 154 219 95 102 373 362 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,530 COMMITMENTS 36,222 6,909 30,187 45,836 77,368 112,244 114,464 3,285 1,066 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -3,711) -2,739 -2,620 107 -1,106 -653 -3,738 -3,166 27 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 6.0 26.1 39.7 67.0 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 7 9 17 15 27 25 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,911 COMMITMENTS 73,915 11,200 2,286 34,918 58,011 111,119 71,497 14,792 54,414 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,164) 341 423 -81 738 412 998 754 166 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.7 8.9 1.8 27.7 46.1 88.3 56.8 11.7 43.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 4 11 15 20 20 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,876 COMMITMENTS 6,584 4,723 6,325 2,173 4,151 15,082 15,200 794 676 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,324) 404 242 1,215 -287 -126 1,332 1,331 -8 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 29.8 39.8 13.7 26.1 95.0 95.7 5.0 4.3 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 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,980 COMMITMENTS 24,329 1,479 30,737 90,270 107,011 145,336 139,227 5,644 11,754 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,425) 3,158 47 3,324 -5,107 -2,199 1,375 1,172 50 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 1.0 20.4 59.8 70.9 96.3 92.2 3.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 1 12 23 23 35 35 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,715 COMMITMENTS 18,913 71,866 85,033 80,463 27,927 184,410 184,825 6,305 5,890 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,607) 1,615 621 -2,462 -4,866 -3,679 -5,713 -5,519 105 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 37.7 44.6 42.2 14.6 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 10 24 15 16 42 41 CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-067A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,620 COMMITMENTS 29,249 15,258 91,149 26,699 40,443 147,098 146,851 522 769 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,608) -2,223 -552 -3,616 477 -1,362 -5,362 -5,530 -246 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 10.3 61.7 18.1 27.4 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 9 6 6 9 12 20 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,829 COMMITMENTS 630 0 0 14,124 14,805 14,754 14,805 75 24 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 144) 0 0 0 144 120 144 120 0 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 95.2 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 14 14 15 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,362 COMMITMENTS 17,024 9,692 419 6,433 13,772 23,876 23,883 1,486 1,479 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,598) -758 -259 -98 -742 -1,308 -1,598 -1,665 0 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.1 38.2 1.7 25.4 54.3 94.1 94.2 5.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 69 49 17 33 28 108 88 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 77,011 COMMITMENTS 50,904 29,509 4,265 14,071 39,061 69,240 72,835 7,771 4,177 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -210) -1,381 -1,042 627 931 -62 177 -477 -387 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.1 38.3 5.5 18.3 50.7 89.9 94.6 10.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 123 68 24 37 34 175 114 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,100 COMMITMENTS 113,678 44,114 83,099 161,514 232,128 358,291 359,340 20,809 19,760 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 8,402) 2,008 -3,563 -388 7,208 11,373 8,828 7,422 -426 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 11.6 21.9 42.6 61.2 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 70 48 70 83 94 188 181 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,983 COMMITMENTS 3,103 1,371 1,739 9,047 10,960 13,889 14,070 2,094 1,913 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,839) 297 125 214 2,307 2,516 2,818 2,855 21 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 8.6 10.9 56.6 68.6 86.9 88.0 13.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 6 17 15 26 22 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,470 COMMITMENTS 0 2,708 0 18,330 14,892 18,330 17,600 140 870 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,145) 0 415 0 1,225 655 1,225 1,070 -80 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.7 0.0 99.2 80.6 99.2 95.3 0.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 0 14 23 14 27 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,546 COMMITMENTS 1,729 7,069 2,247 15,364 10,671 19,340 19,987 2,206 1,559 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,957) 675 1,505 377 1,830 1,168 2,882 3,050 -925 -1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 32.8 10.4 71.3 49.5 89.8 92.8 10.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 5 20 20 28 25 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,052 COMMITMENTS 11,291 18,862 2,058 11,657 4,132 25,006 25,052 46 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 781) 0 555 226 555 0 781 781 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 75.3 8.2 46.5 16.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 5 3 12 7 20 14 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,043 COMMITMENTS 6,905 5,475 8,177 4,668 6,097 19,750 19,749 293 294 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 939) 268 31 463 227 494 958 988 -19 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 27.3 40.8 23.3 30.4 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 21 14 29 8 10 41 43 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,582 COMMITMENTS 2,614 3,149 12,181 3,787 3,252 18,582 18,581 0 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 484) 179 159 239 67 86 484 484 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 16.9 65.6 20.4 17.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 10 13 6 5 21 21 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,571 COMMITMENTS 2,361 50 0 27,020 29,521 29,381 29,571 190 0 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,853) 255 0 -120 2,718 2,973 2,853 2,853 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 0.2 0.0 91.4 99.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 0 26 25 30 26 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,310 COMMITMENTS 2,480 2,679 55 5,766 5,569 8,301 8,303 9 7 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -75) 0 -75 0 -75 0 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 32.2 0.7 69.4 67.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 2 10 10 14 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,314 COMMITMENTS 2,200 6,976 654 11,387 7,526 14,241 15,156 1,073 158 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 298) 71 325 480 -235 -264 316 541 -18 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 45.6 4.3 74.4 49.1 93.0 99.0 7.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 7 4 21 18 30 27 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,316 COMMITMENTS 531 1,878 524 8,678 7,529 9,733 9,931 583 385 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 430) 34 250 39 417 137 490 426 -60 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 18.2 5.1 84.1 73.0 94.3 96.3 5.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 7 23 22 32 31 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,807 COMMITMENTS 950 255 385 342 947 1,677 1,587 130 220 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 172) 225 60 -40 17 132 202 152 -30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 14.1 21.3 18.9 52.4 92.8 87.8 7.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 5 8 14 16 22 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,518 COMMITMENTS 1,722 1,653 30 6,385 6,816 8,137 8,499 381 19 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 19.4 0.4 75.0 80.0 95.5 99.8 4.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 3 11 9 14 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,266 COMMITMENTS 223 3,761 3,998 22,931 18,905 27,152 26,664 5,114 5,602 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,053) -379 280 1,058 3,103 2,811 3,782 4,149 -729 -1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 11.7 12.4 71.1 58.6 84.2 82.6 15.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 5 18 19 23 24
Updated December 18, 2015