GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,739 COMMITMENTS 24,780 4,195 1,890 32,561 53,389 59,231 59,474 508 265 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,313) -15 208 18 -1,329 -1,539 -1,326 -1,313 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 7.0 3.2 54.5 89.4 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 7 7 38 40 46 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,543 COMMITMENTS 625 200 600 6,318 6,743 7,543 7,543 0 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 19) 0 0 0 19 19 19 19 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 2.7 8.0 83.8 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 17 21 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,159 COMMITMENTS 879 554 989 6,442 6,911 8,310 8,454 849 705 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 46) -25 56 61 86 -76 122 41 -76 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 6.0 10.8 70.3 75.5 90.7 92.3 9.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 5 7 30 29 40 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,754 COMMITMENTS 249 312 205 1,008 787 1,462 1,304 292 450 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 57) 22 23 0 18 -39 40 -16 17 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 17.8 11.7 57.5 44.9 83.4 74.3 16.6 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 4 18 15 23 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,687 COMMITMENTS 954 633 446 5,778 6,359 7,178 7,438 509 249 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 165) 43 40 9 139 204 191 253 -26 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 8.2 5.8 75.2 82.7 93.4 96.8 6.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 6 7 35 40 43 51 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,815 COMMITMENTS 50 50 0 6,763 6,765 6,813 6,815 2 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.7 0.0 99.2 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,881 COMMITMENTS 1,073 1,784 787 5,780 4,883 7,640 7,454 241 427 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 176) 51 21 37 73 118 161 176 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 22.6 10.0 73.3 62.0 96.9 94.6 3.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 5 8 30 21 43 30 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,780 COMMITMENTS 50 712 190 1,493 796 1,733 1,698 47 82 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 166) 30 156 -40 206 40 196 156 -30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 40.0 10.7 83.9 44.7 97.4 95.4 2.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 9 4 17 13 22 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,319 COMMITMENTS 151 12,642 125 28,013 15,292 28,289 28,059 30 260 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 44.6 0.4 98.9 54.0 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 2 25 16 28 19 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,208 COMMITMENTS 1,172 2,306 95 3,281 2,438 4,548 4,839 660 369 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 306) 20 180 -15 186 169 191 334 115 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 44.3 1.8 63.0 46.8 87.3 92.9 12.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 7 3 19 19 27 27 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,427 COMMITMENTS 62,401 69,292 57,151 193,453 188,411 313,005 314,854 45,422 43,572 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -12,948) 1,532 -4,302 -457 -12,990 -6,386 -11,915 -11,145 -1,033 -1,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 19.3 15.9 54.0 52.6 87.3 87.8 12.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 36 55 55 79 79 149 159 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,671 COMMITMENTS 0 970 350 33,364 39,873 33,714 41,193 11,957 4,478 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 773) 0 0 0 915 648 915 648 -142 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.8 73.1 87.3 73.8 90.2 26.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 1 25 29 26 32 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,018,859 COMMITMENTS 225,842 433,583 284,160 443,234 258,850 953,235 976,594 65,623 42,265 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -38,271) -12,796 -8,150 -12,900 -7,584 -15,919 -33,281 -36,970 -4,990 -1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 42.6 27.9 43.5 25.4 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 91 139 129 65 52 231 251 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 703,735 COMMITMENTS 31,481 31,134 235,344 432,486 435,001 699,311 701,479 4,424 2,256 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -324,615) 1,017 -18,189 -177,859 -147,822 -128,448 -324,665 -324,496 49 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 4.4 33.4 61.5 61.8 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 42 27 55 50 49 113 110 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 330,875 COMMITMENTS 71,624 106,383 76,715 174,376 139,815 322,715 322,913 8,160 7,962 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 4,390) -3,512 -5,496 7,488 -317 1,188 3,658 3,180 732 1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 32.2 23.2 52.7 42.3 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 12 26 40 37 70 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 95,967 COMMITMENTS 19,929 17,716 13,763 53,965 57,372 87,657 88,851 8,310 7,116 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -39,712) -10,858 -18,903 -7,124 -24,038 -16,326 -42,020 -42,353 2,308 2,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 18.5 14.3 56.2 59.8 91.3 92.6 8.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 13 21 19 20 40 46 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,510,628 COMMITMENTS 564,603 67,996 109,903 791,611 1302281 1466117 1480180 44,511 30,448 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -4,453) -6,840 -6,281 4,756 -5,678 3,936 -7,762 2,411 3,309 -6,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 4.5 7.3 52.4 86.2 97.1 98.0 2.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 20 19 30 57 54 90 91 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,610 COMMITMENTS 9,046 38,892 40,891 261,912 231,592 311,849 311,375 1,761 2,235 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -82,819) -31,272 -22,786 -20,699 -31,059 -39,898 -83,030 -83,383 211 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 12.4 13.0 83.5 73.8 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 18 20 37 29 59 54 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 126,371 COMMITMENTS 42,702 69,136 15,149 67,525 41,184 125,376 125,469 995 902 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 3,060) -120 6,125 -2,373 5,613 -632 3,120 3,120 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 54.7 12.0 53.4 32.6 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 15 22 24 23 19 55 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 34,402 COMMITMENTS 17,647 8,117 4,324 11,678 21,606 33,649 34,047 753 355 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 106) -10 -50 -19 110 150 81 81 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 23.6 12.6 33.9 62.8 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 12 15 15 13 35 32 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 2,645 COMMITMENTS 515 228 565 1,565 1,852 2,645 2,645 0 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 93) 238 -251 -133 -13 476 93 93 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 8.6 21.4 59.2 70.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 5 8 6 7 19 15 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 45,008 COMMITMENTS 4,890 1,623 4,060 35,690 39,000 44,639 44,684 369 325 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,579) 137 -12 -64 1,574 1,671 1,647 1,595 -68 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 3.6 9.0 79.3 86.7 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 16 12 14 48 57 71 76 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,902 COMMITMENTS 642 761 433 2,761 3,240 3,836 4,434 1,066 468 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 238) 35 -82 -8 206 188 233 98 5 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 15.5 8.8 56.3 66.1 78.3 90.5 21.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 3 21 21 26 26 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 174,205 COMMITMENTS 10,418 1,505 2,706 160,826 169,994 173,950 174,205 255 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,135) -35 0 -33 -2,068 -2,102 -2,135 -2,135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.9 1.6 92.3 97.6 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 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,448,667 COMMITMENTS 187,200 0 0 3261467 3448667 3448667 3448667 0 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.0 94.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 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 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 76,802 COMMITMENTS 419 0 0 76,383 76,802 76,802 76,802 0 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,002) 0 0 0 2,002 2,002 2,002 2,002 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 16 16 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| 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 12/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 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 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,576 COMMITMENTS 967 0 62 24,407 25,096 25,436 25,158 140 418 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 310) 60 0 0 250 310 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.2 95.4 98.1 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 26 27 28 28 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 100,503 COMMITMENTS 2,134 9,284 818 96,693 90,064 99,645 100,166 858 337 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 626) 117 528 -11 580 139 686 656 -60 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 9.2 0.8 96.2 89.6 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 7 9 7 59 54 71 67 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,153 COMMITMENTS 255 480 57 28,096 28,511 28,408 29,048 745 105 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,196) 0 0 0 1,136 1,176 1,136 1,176 60 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.6 0.2 96.4 97.8 97.4 99.6 2.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 18 17 19 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,555 COMMITMENTS 2,503 5,343 242 30,294 27,547 33,039 33,132 516 423 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 513) -6 140 -12 504 373 486 501 27 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 15.9 0.7 90.3 82.1 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 4 3 32 32 38 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,368 COMMITMENTS 120 796 459 8,371 7,848 8,950 9,103 418 265 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 8.5 4.9 89.4 83.8 95.5 97.2 4.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 5 3 26 21 30 26 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,358 COMMITMENTS 0 997 58 12,306 12,064 12,364 13,119 994 239 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 44) 0 -25 0 74 69 74 44 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.5 0.4 92.1 90.3 92.6 98.2 7.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 2 22 21 24 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,248,629 COMMITMENTS 465,111 235,589 878,261 812,630 1040246 2156002 2154095 92,627 94,534 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -7,430) -8,758 -13,330 -4,784 12,855 7,818 -687 -10,296 -6,743 2,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 10.5 39.1 36.1 46.3 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 145 143 207 93 107 346 356 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,407 COMMITMENTS 33,676 3,860 28,245 28,711 60,084 90,632 92,189 2,775 1,218 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,891) 1,095 -29 101 704 1,720 1,899 1,792 -8 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 4.1 30.2 30.7 64.3 97.0 98.7 3.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 3 16 12 20 18 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,753 COMMITMENTS 73,961 11,119 1,487 35,023 58,515 110,471 71,121 15,282 54,632 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -394) 292 0 -373 -450 -178 -531 -551 137 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 8.8 1.2 27.9 46.5 87.8 56.6 12.2 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 4 12 15 21 19 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,545 COMMITMENTS 6,676 4,774 6,113 2,125 4,064 14,914 14,951 631 594 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -3,386) -1,661 -1,762 -1,671 23 72 -3,309 -3,361 -78 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 30.7 39.3 13.7 26.1 95.9 96.2 4.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 13 3 10 8 9 24 20 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 152,408 COMMITMENTS 24,002 1,561 31,646 91,167 107,561 146,815 140,768 5,594 11,640 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,658) 113 -103 -691 -858 -677 -1,437 -1,471 -221 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 1.0 20.8 59.8 70.6 96.3 92.4 3.7 7.6 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 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,983 COMMITMENTS 21,604 75,904 76,920 80,319 26,538 178,842 179,362 7,141 6,621 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,421) 456 729 -1,895 -364 -991 -1,802 -2,156 381 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 40.8 41.4 43.2 14.3 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 13 22 16 14 40 38 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,671 COMMITMENTS 600 0 0 13,011 13,514 13,611 13,514 60 157 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 0.0 95.2 98.9 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 16 14 17 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,549 COMMITMENTS 16,911 8,922 330 5,702 13,697 22,944 22,949 1,606 1,600 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 329) 212 194 7 23 75 242 275 87 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.9 36.3 1.3 23.2 55.8 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 64 48 14 29 27 100 83 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 67,052 COMMITMENTS 46,787 23,253 1,792 11,041 38,591 59,620 63,637 7,432 3,415 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -3,015) -967 -1,401 -1,315 -520 73 -2,802 -2,643 -213 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.8 34.7 2.7 16.5 57.6 88.9 94.9 11.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 119 66 22 36 33 168 109 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,656 COMMITMENTS 120,715 44,719 74,703 149,071 227,687 344,488 347,109 21,168 18,548 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -7,884) 7,413 -776 -4,854 -10,498 1,011 -7,940 -4,619 56 -3,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 12.2 20.4 40.8 62.3 94.2 94.9 5.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 80 40 54 82 93 182 168 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,267 COMMITMENTS 3,329 1,491 1,548 10,091 12,387 14,968 15,426 2,299 1,841 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,089) 10 60 -25 1,044 1,127 1,029 1,162 60 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 8.6 9.0 58.4 71.7 86.7 89.3 13.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 3 6 18 16 27 23 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,872 COMMITMENTS 0 2,883 0 19,664 16,012 19,664 18,895 208 977 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 722) 0 25 0 754 675 754 700 -32 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.5 0.0 99.0 80.6 99.0 95.1 1.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 0 14 24 14 28 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,263 COMMITMENTS 1,981 6,801 2,267 15,704 11,135 19,952 20,203 2,311 2,060 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 402) 180 -243 0 297 798 477 555 -75 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 30.5 10.2 70.5 50.0 89.6 90.7 10.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 3 6 20 22 28 28 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,266 COMMITMENTS 11,405 18,862 2,058 11,757 4,346 25,220 25,266 46 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 214) 114 0 0 100 214 214 214 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 74.7 8.1 46.5 17.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 5 3 12 8 20 15 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,140 COMMITMENTS 7,155 6,409 8,232 5,058 5,796 20,445 20,437 695 703 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 663) -50 620 256 174 -466 380 410 283 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 30.3 38.9 23.9 27.4 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 19 17 29 9 10 42 43 IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE Code-195653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 15,905 COMMITMENTS 2,901 3,583 9,770 3,234 2,552 15,905 15,905 0 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,145) 389 507 -1,326 -208 -326 -1,145 -1,145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 22.5 61.4 20.3 16.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 8 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 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,952 COMMITMENTS 2,340 50 0 29,482 31,902 31,822 31,952 130 0 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.2 0.0 92.3 99.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 0 30 26 34 27 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,628 COMMITMENTS 2,271 7,230 750 11,524 7,490 14,545 15,470 1,083 158 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 0) 71 38 0 -71 -38 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 46.3 4.8 73.7 47.9 93.1 99.0 6.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 7 5 22 18 32 27 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,782 COMMITMENTS 588 1,858 625 8,986 7,914 10,199 10,397 583 385 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 45) 31 0 0 14 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 17.2 5.8 83.3 73.4 94.6 96.4 5.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 6 7 24 24 34 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,977 COMMITMENTS 905 225 305 627 1,203 1,837 1,733 140 244 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 20) -150 -30 -40 225 36 35 -34 -15 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 11.4 15.4 31.7 60.8 92.9 87.7 7.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 5 5 11 17 19 25 GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE Code-022A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,788 COMMITMENTS 1,722 1,653 30 6,655 7,086 8,407 8,769 381 19 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 18.8 0.3 75.7 80.6 95.7 99.8 4.3 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 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,131 COMMITMENTS 320 4,017 4,185 24,054 20,429 28,559 28,631 4,572 4,500 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 472) 71 -352 385 16 359 472 392 0 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 12.1 12.6 72.6 61.7 86.2 86.4 13.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 4 20 21 24 25
Updated January 1, 2016