GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,616 COMMITMENTS 22,896 4,137 1,668 27,314 46,332 51,878 52,137 738 479 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,604) -303 2 15 1,892 1,587 1,604 1,604 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 7.9 3.2 51.9 88.1 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 7 7 35 36 43 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,562 COMMITMENTS 625 200 0 4,926 5,351 5,551 5,551 11 11 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -333) 0 0 -600 267 267 -333 -333 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 3.6 0.0 88.6 96.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 14 15 15 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,933 COMMITMENTS 932 502 800 5,446 6,062 7,178 7,364 755 569 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 374) -58 55 75 525 312 542 442 -168 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 6.3 10.1 68.6 76.4 90.5 92.8 9.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 6 26 26 33 33 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,386 COMMITMENTS 1,284 290 299 4,265 5,486 5,848 6,075 538 311 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 331) 166 32 19 71 241 256 292 75 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 4.5 4.7 66.8 85.9 91.6 95.1 8.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 5 28 34 34 42 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,411 COMMITMENTS 784 1,479 543 4,868 3,580 6,195 5,602 216 809 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 656) 141 214 64 527 624 732 902 -76 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 23.1 8.5 75.9 55.8 96.6 87.4 3.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 5 5 26 16 34 24 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,263 COMMITMENTS 115 377 85 963 691 1,163 1,153 100 110 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 92) 30 30 -20 42 42 52 52 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 29.8 6.7 76.2 54.7 92.1 91.3 7.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 6 2 13 12 16 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,129 COMMITMENTS 136 12,212 120 25,861 13,531 26,117 25,863 12 266 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 656) -15 -60 0 671 716 656 656 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 46.7 0.5 99.0 51.8 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 21 12 23 15 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,583 COMMITMENTS 1,026 1,965 91 2,845 2,188 3,962 4,244 621 339 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 461) 175 237 21 253 191 449 449 12 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 42.9 2.0 62.1 47.7 86.4 92.6 13.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 7 4 19 18 29 25 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,023 COMMITMENTS 68,490 63,458 54,753 178,974 185,470 302,217 303,681 42,806 41,342 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -943) 2,675 -5,396 1,367 -3,080 1,089 962 -2,940 -1,905 1,997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 18.4 15.9 51.9 53.8 87.6 88.0 12.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 48 49 61 78 79 156 162 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,003 COMMITMENTS 0 325 350 27,901 34,720 28,251 35,395 12,752 5,608 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 4,966) 0 0 0 3,579 4,752 3,579 4,752 1,387 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.9 68.0 84.7 68.9 86.3 31.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 21 28 22 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 901,080 COMMITMENTS 205,853 387,963 270,301 364,069 203,059 840,223 861,323 60,857 39,757 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -34,845) -656 -12,896 8,598 -41,369 -29,404 -33,427 -33,702 -1,418 -1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 43.1 30.0 40.4 22.5 93.2 95.6 6.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 86 117 128 67 54 232 230 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 305,061 COMMITMENTS 75,194 104,108 62,357 161,726 134,222 299,277 300,687 5,784 4,374 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 6,512) 10,869 5,716 -5,232 820 6,308 6,457 6,792 55 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 34.1 20.4 53.0 44.0 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 14 27 34 32 65 61 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,548 COMMITMENTS 25,392 23,448 14,685 60,192 62,807 100,269 100,940 8,279 7,608 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 7,072) 3,886 2,824 662 3,407 3,466 7,955 6,952 -883 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 21.6 13.5 55.5 57.9 92.4 93.0 7.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 15 23 20 21 44 50 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,432,938 COMMITMENTS 545,035 56,876 101,781 746,106 1242528 1392922 1401185 40,016 31,753 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 31) 18,796 -2,102 2,744 -21,504 -140 36 502 -5 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 4.0 7.1 52.1 86.7 97.2 97.8 2.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 24 14 30 56 51 92 84 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,245 COMMITMENTS 13,150 43,128 44,800 273,727 243,040 331,677 330,968 1,568 2,277 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 11,769) 2,008 3,442 121 9,344 7,875 11,473 11,438 296 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 12.9 13.4 82.1 72.9 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 21 23 37 27 62 57 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 123,310 COMMITMENTS 40,756 66,266 18,126 63,463 37,776 122,345 122,168 965 1,142 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 3,673) 428 307 3,616 -386 -535 3,658 3,388 15 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 53.7 14.7 51.5 30.6 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 13 22 16 22 22 47 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,846 COMMITMENTS 18,590 6,880 2,841 8,792 20,760 30,223 30,481 623 365 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 381) 1,127 492 -519 -307 348 301 321 80 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 22.3 9.2 28.5 67.3 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 8 10 14 10 31 24 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 41,670 COMMITMENTS 5,058 2,245 2,787 33,473 36,359 41,318 41,391 352 279 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 3,015) 180 -237 490 2,356 2,795 3,026 3,048 -11 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 5.4 6.7 80.3 87.3 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 13 13 42 52 63 70 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,288 COMMITMENTS 361 669 531 2,472 2,731 3,364 3,931 924 357 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 724) 10 -203 176 540 747 726 720 -2 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 15.6 12.4 57.6 63.7 78.5 91.7 21.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 4 21 25 27 30 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 165,837 COMMITMENTS 10,695 1,405 2,045 152,862 162,387 165,602 165,837 235 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 549) 0 0 0 549 549 549 549 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.8 1.2 92.2 97.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 17 22 19 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,289,132 COMMITMENTS 187,200 0 0 3101932 3289132 3289132 3289132 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 38,801) 0 0 0 38,801 38,801 38,801 38,801 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.0 94.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 20 16 21 16 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,369 COMMITMENTS 319 0 0 74,050 74,369 74,369 74,369 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 347) 0 0 0 347 347 347 347 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 16 17 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,575,713 COMMITMENTS 3,357 0 0 1572356 1575713 1575713 1575713 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 13,490) 0 0 0 13,490 13,490 13,490 13,490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 12 18 12 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 99,584 COMMITMENTS 0 0 0 99,328 99,584 99,328 99,584 256 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -34,232) 0 0 0 -34,144 -34,232 -34,144 -34,232 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 7 14 7 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,546 COMMITMENTS 893 62 62 21,451 22,152 22,406 22,276 140 270 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,657) 50 62 0 1,607 1,705 1,657 1,767 0 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.3 0.3 95.1 98.3 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 1 21 27 23 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 99,505 COMMITMENTS 1,336 8,736 1,118 96,151 89,275 98,605 99,129 900 376 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,609) -783 -693 329 -2,088 -2,239 -2,542 -2,603 -67 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.8 1.1 96.6 89.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 6 10 6 53 46 63 59 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,479 COMMITMENTS 2,379 4,060 397 26,279 24,661 29,055 29,118 424 361 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 167) -75 -20 97 160 90 182 167 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 13.8 1.3 89.1 83.7 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 6 5 33 33 41 42 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,386 COMMITMENTS 90 517 258 7,527 7,268 7,875 8,043 511 343 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 301) -50 108 -119 336 222 167 211 134 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 6.2 3.1 89.8 86.7 93.9 95.9 6.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 2 26 24 29 28 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,227 COMMITMENTS 64 666 88 11,201 11,304 11,353 12,058 874 169 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 229) 10 0 -5 129 194 134 189 95 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.4 0.7 91.6 92.5 92.9 98.6 7.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 23 19 26 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,756,232 COMMITMENTS 499,795 336,291 570,030 590,227 768,467 1660052 1674788 96,180 81,444 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 53,031) 39,378 60,051 -10,081 14,158 3,833 43,455 53,803 9,576 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 19.1 32.5 33.6 43.8 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 135 136 165 94 104 319 329 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,322 COMMITMENTS 68,851 11,419 1,066 33,852 53,591 103,769 66,076 13,553 51,246 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,293) -231 410 277 717 -467 763 220 530 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 9.7 0.9 28.9 45.7 88.4 56.3 11.6 43.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 4 13 16 21 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,370 COMMITMENTS 23,415 78,798 72,711 69,342 14,403 165,468 165,912 5,902 5,458 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 325) 35 296 -2,126 1,231 1,446 -860 -384 1,185 709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 46.0 42.4 40.5 8.4 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 13 25 16 12 42 39 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,670 COMMITMENTS 600 60 30 15,905 16,423 16,535 16,513 135 157 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,333) 0 0 0 2,243 2,333 2,243 2,333 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.4 0.2 95.4 98.5 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 19 23 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,222 COMMITMENTS 17,319 13,438 720 7,516 10,780 25,555 24,938 1,667 2,284 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,186) 157 2,892 456 1,699 -1,697 2,312 1,651 -126 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 49.4 2.6 27.6 39.6 93.9 91.6 6.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 69 69 10 29 26 103 100 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 69,088 COMMITMENTS 46,953 24,389 2,748 11,695 37,384 61,396 64,521 7,692 4,567 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 3,582) 841 2,134 1,301 1,282 -1,111 3,424 2,324 158 1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 35.3 4.0 16.9 54.1 88.9 93.4 11.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 120 76 18 33 29 165 113 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 372,584 COMMITMENTS 118,937 47,877 72,384 158,611 230,891 349,932 351,152 22,652 21,432 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 11,150) -3,561 2,247 1,516 12,131 5,733 10,086 9,496 1,064 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 12.8 19.4 42.6 62.0 93.9 94.2 6.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 76 51 64 85 95 189 185 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,950 COMMITMENTS 2,321 839 1,229 7,015 9,192 10,565 11,260 2,385 1,690 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 813) 164 62 11 440 750 615 823 198 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 6.5 9.5 54.2 71.0 81.6 86.9 18.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 5 12 13 19 19 RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,972 COMMITMENTS 0 978 0 8,404 7,235 8,404 8,213 568 759 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 0.0 93.7 80.6 93.7 91.5 6.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 10 15 10 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,090 COMMITMENTS 639 5,842 3,024 11,849 7,960 15,512 16,826 3,578 2,264 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 876) -992 332 550 1,358 37 916 919 -40 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 30.6 15.8 62.1 41.7 81.3 88.1 18.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 4 7 16 18 23 25 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,103 COMMITMENTS 1,249 382 260 3,809 4,462 5,318 5,104 1,785 1,999 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.4 3.7 53.6 62.8 74.9 71.9 25.1 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 5 12 13 17 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 23,625 COMMITMENTS 10,962 18,209 1,768 10,768 3,648 23,498 23,625 127 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 980) 970 820 0 70 160 1,040 980 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 77.1 7.5 45.6 15.4 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 1 12 6 18 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,087 COMMITMENTS 8,043 8,112 6,185 5,342 5,278 19,570 19,575 517 512 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,409) 464 621 1,139 743 451 2,346 2,211 63 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 40.4 30.8 26.6 26.3 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 18 16 21 10 10 37 38 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,040 COMMITMENTS 2,124 225 0 28,486 30,815 30,610 31,040 430 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 3,363) 15 175 0 3,303 3,188 3,318 3,363 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.7 0.0 91.8 99.3 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 0 27 23 29 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,346 COMMITMENTS 1,936 6,633 648 10,735 7,003 13,319 14,284 1,027 62 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 336) 26 224 -13 534 398 547 609 -211 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 46.2 4.5 74.8 48.8 92.8 99.6 7.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 7 4 19 13 27 21 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,031 COMMITMENTS 395 1,924 648 8,444 6,914 9,487 9,486 544 545 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 520) 34 219 41 436 188 511 448 9 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 19.2 6.5 84.2 68.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 7 7 20 18 29 29 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,185 COMMITMENTS 667 140 70 358 810 1,095 1,020 90 165 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 132) 122 0 -10 0 142 112 132 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 11.8 5.9 30.2 68.4 92.4 86.1 7.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 4 3 6 13 13 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,062 COMMITMENTS 961 5,647 2,589 19,755 16,133 23,305 24,369 5,757 4,693 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,149) 961 -122 276 -325 2,333 912 2,487 237 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 19.4 8.9 68.0 55.5 80.2 83.9 19.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 17 15 20 19
Updated January 15, 2016