GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,132 COMMITMENTS 22,593 4,582 1,718 29,073 47,343 53,384 53,643 748 489 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,516) -303 445 50 1,759 1,011 1,506 1,506 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 8.5 3.2 53.7 87.5 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 8 7 35 36 43 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,702 COMMITMENTS 625 200 0 5,066 5,491 5,691 5,691 11 11 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 140) 0 0 0 140 140 140 140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 3.5 0.0 88.8 96.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 14 16 15 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,535 COMMITMENTS 949 548 916 5,809 6,498 7,674 7,962 861 573 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 602) 17 46 116 363 436 496 598 106 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 6.4 10.7 68.1 76.1 89.9 93.3 10.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 6 27 27 34 34 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,930 COMMITMENTS 1,351 214 334 4,763 6,028 6,448 6,576 482 354 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 544) 67 -76 35 498 542 600 501 -56 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 3.1 4.8 68.7 87.0 93.0 94.9 7.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 4 6 30 37 38 46 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,744 COMMITMENTS 728 1,364 765 5,012 3,803 6,505 5,932 239 812 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 333) -56 -115 222 144 223 310 330 23 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 20.2 11.3 74.3 56.4 96.5 88.0 3.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 5 7 25 15 34 24 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,506 COMMITMENTS 105 605 70 1,226 746 1,401 1,421 105 85 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 243) -10 228 -15 263 55 238 268 5 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 40.2 4.6 81.4 49.5 93.0 94.4 7.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 8 1 16 13 18 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,882 COMMITMENTS 136 11,982 120 25,614 13,514 25,870 25,616 12 266 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -247) 0 -230 0 -247 -17 -247 -247 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 46.3 0.5 99.0 52.2 100.0 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,812 COMMITMENTS 999 2,017 280 2,950 2,191 4,229 4,488 583 324 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 229) -27 52 189 105 3 267 244 -38 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 41.9 5.8 61.3 45.5 87.9 93.3 12.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 8 7 20 19 31 30 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 361,345 COMMITMENTS 69,154 69,492 53,929 192,685 194,055 315,768 317,476 45,577 43,869 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 16,322) 664 6,034 -824 13,711 8,585 13,551 13,795 2,771 2,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 19.2 14.9 53.3 53.7 87.4 87.9 12.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 45 55 61 78 80 157 166 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,821 COMMITMENTS 0 325 350 30,905 38,215 31,255 38,890 12,566 4,931 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,818) 0 0 0 3,004 3,495 3,004 3,495 -186 -677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.8 70.5 87.2 71.3 88.7 28.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 24 29 25 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 911,328 COMMITMENTS 207,710 387,124 276,875 365,236 210,334 849,821 874,333 61,507 36,995 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 10,248) 1,857 -839 6,574 1,167 7,275 9,598 13,010 650 -2,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 42.5 30.4 40.1 23.1 93.3 95.9 6.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 92 119 129 68 55 238 235 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 308,082 COMMITMENTS 75,664 101,895 64,758 162,485 136,741 302,907 303,394 5,175 4,688 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 3,021) 470 -2,213 2,401 759 2,519 3,630 2,707 -609 314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 33.1 21.0 52.7 44.4 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 13 26 37 33 66 62 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 112,618 COMMITMENTS 25,249 24,249 15,834 62,713 67,536 103,796 107,619 8,822 4,999 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,070) -143 801 1,149 2,521 4,729 3,527 6,679 543 -2,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 21.5 14.1 55.7 60.0 92.2 95.6 7.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 15 15 23 22 22 46 51 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,436,306 COMMITMENTS 550,299 60,693 100,040 745,005 1246701 1395344 1407434 40,962 28,872 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 3,368) 5,264 3,817 -1,741 -1,101 4,173 2,422 6,249 946 -2,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 4.2 7.0 51.9 86.8 97.1 98.0 2.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 24 13 30 57 52 92 85 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,586 COMMITMENTS 14,075 43,363 47,697 269,748 240,080 331,520 331,140 2,066 2,446 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 341) 925 235 2,897 -3,979 -2,960 -157 172 498 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 13.0 14.3 80.9 72.0 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 21 24 37 27 64 55 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 131,061 COMMITMENTS 43,954 71,497 20,158 66,019 38,264 130,131 129,919 930 1,142 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 7,751) 3,198 5,231 2,032 2,556 488 7,786 7,751 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 54.6 15.4 50.4 29.2 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 14 21 19 21 22 48 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,861 COMMITMENTS 18,735 7,220 3,268 9,120 21,038 31,123 31,526 738 335 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,015) 145 340 427 328 278 900 1,045 115 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 22.7 10.3 28.6 66.0 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 8 10 13 11 30 25 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,467 COMMITMENTS 5,122 2,266 2,617 34,325 37,277 42,064 42,160 403 307 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 797) 64 21 -170 852 918 746 769 51 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 5.3 6.2 80.8 87.8 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 12 13 12 46 56 66 73 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,521 COMMITMENTS 334 715 552 2,741 2,959 3,627 4,226 894 295 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 233) -27 46 21 269 228 263 295 -30 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 15.8 12.2 60.6 65.5 80.2 93.5 19.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 5 26 26 32 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 166,896 COMMITMENTS 11,970 1,405 2,045 152,646 163,446 166,661 166,896 235 0 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,059) 1,275 0 0 -216 1,059 1,059 1,059 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.8 1.2 91.5 97.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 18 22 20 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,287,627 COMMITMENTS 187,200 0 0 3100427 3287627 3287627 3287627 0 0 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -1,505) 0 0 0 -1,505 -1,505 -1,505 -1,505 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 17 21 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| 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 01/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,568,123 COMMITMENTS 3,357 0 0 1564766 1568123 1568123 1568123 0 0 CHANGES FROM 01/12/16 (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 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 65,352 COMMITMENTS 0 0 0 65,184 65,352 65,184 65,352 168 0 CHANGES FROM 01/12/16 (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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,571 COMMITMENTS 998 62 62 21,371 22,177 22,431 22,301 140 270 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 25) 105 0 0 -80 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.3 0.3 94.7 98.3 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 1 21 27 23 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 103,934 COMMITMENTS 1,370 9,100 1,050 100,664 93,394 103,084 103,544 850 390 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,429) 34 364 -68 4,513 4,119 4,479 4,415 -50 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.8 1.0 96.9 89.9 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 6 11 6 56 48 66 62 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,710 COMMITMENTS 2,304 4,045 402 26,580 24,872 29,286 29,319 424 391 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 231) -75 -15 5 301 211 231 201 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 13.6 1.4 89.5 83.7 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 6 5 34 33 42 42 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,100 COMMITMENTS 90 532 388 8,216 7,912 8,694 8,832 406 268 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 714) 0 15 130 689 644 819 789 -105 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.8 4.3 90.3 86.9 95.5 97.1 4.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 3 27 26 31 31 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,446 COMMITMENTS 79 681 73 11,430 11,391 11,582 12,145 864 301 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 219) 15 15 -15 229 87 229 87 -10 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.5 0.6 91.8 91.5 93.1 97.6 6.9 2.4 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,686,382 COMMITMENTS 482,774 303,402 538,105 572,363 763,410 1593242 1604917 93,140 81,465 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -69,850) -17,021 -32,889 -31,925 -17,864 -5,057 -66,810 -69,871 -3,040 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 18.0 31.9 33.9 45.3 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 135 134 157 91 104 309 324 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,475 COMMITMENTS 68,724 11,606 899 34,235 53,642 103,858 66,147 13,617 51,328 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 153) -127 187 -167 383 51 89 71 64 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.5 9.9 0.8 29.1 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,748 COMMITMENTS 20,847 77,216 66,763 67,591 11,541 155,201 155,520 5,547 5,228 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -10,622) -2,568 -1,582 -5,948 -1,751 -2,862 -10,267 -10,392 -355 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 48.0 41.5 42.0 7.2 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 11 24 15 14 40 40 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,732 COMMITMENTS 660 0 90 16,847 17,485 17,597 17,575 135 157 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,062) 60 -60 60 942 1,062 1,062 1,062 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.5 95.0 98.6 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 22 18 24 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,180 COMMITMENTS 17,438 12,360 803 6,465 11,015 24,706 24,178 1,474 2,002 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -1,042) 119 -1,078 83 -1,051 235 -849 -760 -193 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 47.2 3.1 24.7 42.1 94.4 92.4 5.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 69 66 15 28 26 105 100 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,000 COMMITMENTS 48,064 27,781 3,121 11,468 34,486 62,653 65,388 7,347 4,612 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 912) 1,111 3,392 373 -227 -2,898 1,257 867 -345 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.7 39.7 4.5 16.4 49.3 89.5 93.4 10.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 120 75 18 34 30 166 113 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 386,002 COMMITMENTS 124,850 49,064 71,307 166,660 243,516 362,817 363,887 23,185 22,115 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 13,418) 5,913 1,187 -1,077 8,049 12,625 12,885 12,735 533 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 12.7 18.5 43.2 63.1 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 85 43 64 92 97 198 186 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,253 COMMITMENTS 2,161 839 1,389 7,248 9,262 10,798 11,490 2,455 1,763 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 303) -160 0 160 233 70 233 230 70 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 6.3 10.5 54.7 69.9 81.5 86.7 18.5 13.3 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,782 COMMITMENTS 0 1,578 0 9,284 7,495 9,284 9,073 498 709 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 810) 0 600 0 880 260 880 860 -70 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.1 0.0 94.9 76.6 94.9 92.8 5.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 12 15 12 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,888 COMMITMENTS 593 6,419 3,145 12,514 7,885 16,252 17,449 3,636 2,439 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 798) -46 577 121 665 -75 740 623 58 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 32.3 15.8 62.9 39.6 81.7 87.7 18.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 7 16 18 23 25 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,791 COMMITMENTS 1,502 302 323 4,167 4,875 5,992 5,500 1,799 2,291 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 688) 253 -80 63 358 413 674 396 14 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 3.9 4.1 53.5 62.6 76.9 70.6 23.1 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 4 12 13 17 17 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,034 COMMITMENTS 11,112 18,606 1,768 11,027 3,660 23,907 24,034 127 0 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 409) 150 397 0 259 12 409 409 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 77.4 7.4 45.9 15.2 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,579 COMMITMENTS 8,577 8,372 6,427 5,208 5,369 20,212 20,168 367 411 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 492) 534 260 242 -134 91 642 593 -150 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 40.7 31.2 25.3 26.1 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 19 16 24 10 10 40 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,738 COMMITMENTS 2,184 175 0 29,054 31,563 31,238 31,738 500 0 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 698) 60 -50 0 568 748 628 698 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.6 0.0 91.5 99.4 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 0 28 23 30 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,874 COMMITMENTS 2,058 7,014 701 11,075 7,097 13,834 14,812 1,040 62 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 528) 122 381 53 340 94 515 528 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 47.2 4.7 74.5 47.7 93.0 99.6 7.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 7 5 21 13 30 21 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,238 COMMITMENTS 418 1,861 765 8,526 7,121 9,709 9,747 529 491 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 207) 23 -63 117 82 207 222 261 -15 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 18.2 7.5 83.3 69.6 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 9 8 21 19 32 32 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,384 COMMITMENTS 768 170 157 379 872 1,304 1,199 80 185 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 199) 101 30 87 21 62 209 179 -10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 12.3 11.3 27.4 63.0 94.2 86.6 5.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 5 4 7 13 15 21 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,575 COMMITMENTS 1,107 5,466 3,054 20,551 17,017 24,712 25,537 5,863 5,038 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,513) 146 -181 465 796 884 1,407 1,168 106 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 17.9 10.0 67.2 55.7 80.8 83.5 19.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 17 16 20 20
Updated January 22, 2016