GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,776 COMMITMENTS 24,149 6,094 310 27,598 45,911 52,057 52,315 719 461 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -4,305) 1,080 419 -1,274 -4,082 -3,403 -4,276 -4,258 -29 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 11.5 0.6 52.3 87.0 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 6 2 34 37 38 44 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,116 COMMITMENTS 525 0 0 5,591 6,116 6,116 6,116 0 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -547) -100 -200 0 -436 -336 -536 -536 -11 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.0 91.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 14 14 15 14 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,147 COMMITMENTS 425 331 742 6,119 6,604 7,286 7,677 861 470 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -916) -479 -217 -350 -105 -302 -934 -869 18 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 4.1 9.1 75.1 81.1 89.4 94.2 10.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 5 26 28 31 34 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,147 COMMITMENTS 1,312 203 308 4,021 5,132 5,641 5,643 506 504 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,550) -144 -72 -26 -1,373 -1,602 -1,543 -1,700 -7 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 3.3 5.0 65.4 83.5 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 5 24 30 30 38 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,065 COMMITMENTS 588 898 657 4,524 3,701 5,769 5,256 296 809 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -972) -210 -421 -181 -663 -360 -1,054 -962 82 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 14.8 10.8 74.6 61.0 95.1 86.7 4.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 5 5 23 15 34 23 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 901 COMMITMENTS 60 474 65 661 242 786 781 115 120 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -715) -135 -211 5 -615 -554 -745 -760 30 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 52.6 7.2 73.4 26.9 87.2 86.7 12.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 7 1 10 4 12 12 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,203 COMMITMENTS 115 11,387 120 25,957 14,470 26,192 25,977 11 226 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -949) -21 -795 0 -927 -114 -948 -909 -1 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 43.5 0.5 99.1 55.2 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 22 13 24 15 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,993 COMMITMENTS 686 1,524 329 2,503 1,905 3,518 3,758 475 235 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,022) -381 -441 -62 -457 -436 -900 -939 -122 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 38.2 8.2 62.7 47.7 88.1 94.1 11.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 6 6 17 15 26 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,889 COMMITMENTS 67,586 65,080 50,076 200,418 203,779 318,080 318,935 40,809 39,954 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 9,323) -2,444 -315 2,623 11,867 9,236 12,046 11,544 -2,723 -2,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 18.1 14.0 55.8 56.8 88.6 88.9 11.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 40 59 65 77 84 162 168 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,226 COMMITMENTS 0 850 350 29,710 35,522 30,060 36,722 12,166 5,504 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -3,205) 0 50 -50 -3,736 -2,358 -3,786 -2,358 581 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.8 70.4 84.1 71.2 87.0 28.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 23 27 24 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 947,373 COMMITMENTS 213,561 411,458 283,834 384,237 212,319 881,632 907,611 65,741 39,762 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 51,503) 4,027 24,857 22,871 23,372 4,669 50,270 52,397 1,233 -894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 43.4 30.0 40.6 22.4 93.1 95.8 6.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 95 130 121 65 53 232 242 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 292,274 COMMITMENTS 71,987 98,465 56,579 157,341 132,366 285,907 287,410 6,367 4,864 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -17,365) -4,162 -4,626 -5,735 -8,398 -6,200 -18,295 -16,561 930 -804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 33.7 19.4 53.8 45.3 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 16 12 24 31 32 59 57 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 98,069 COMMITMENTS 11,478 22,403 15,376 63,206 54,957 90,060 92,736 8,009 5,333 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -20,650) -16,270 -3,593 -3,559 -2,673 -14,316 -22,502 -21,468 1,852 818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 22.8 15.7 64.5 56.0 91.8 94.6 8.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 17 18 21 21 39 48 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,429,461 COMMITMENTS 527,353 45,511 116,524 749,769 1237539 1393646 1399574 35,815 29,887 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -41,711) -30,151 -9,549 2,926 -10,118 -35,581 -37,343 -42,204 -4,368 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 3.2 8.2 52.5 86.6 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 23 12 30 54 49 87 82 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,993 COMMITMENTS 14,900 64,202 30,190 264,268 214,420 309,358 308,812 1,635 2,181 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -26,504) 1,300 12,833 -16,779 -10,833 -22,533 -26,312 -26,479 -192 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 20.6 9.7 85.0 68.9 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 8 24 24 37 26 64 55 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 130,739 COMMITMENTS 43,177 66,527 21,793 64,589 41,129 129,559 129,449 1,180 1,290 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,545) -1,260 -2,907 473 -793 774 -1,580 -1,660 35 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 50.9 16.7 49.4 31.5 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 14 20 15 19 21 44 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,709 COMMITMENTS 18,492 4,868 4,012 7,361 21,469 29,865 30,349 844 360 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,568) -1,398 -1,477 136 -1,537 -1,282 -2,799 -2,623 231 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.2 15.9 13.1 24.0 69.9 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 8 15 12 14 32 31 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,406 COMMITMENTS 4,844 1,695 1,657 29,672 32,811 36,173 36,163 233 243 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -6,182) 430 -593 -507 -6,063 -5,027 -6,140 -6,127 -42 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 4.7 4.6 81.5 90.1 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 10 14 7 45 58 61 73 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,676 COMMITMENTS 458 481 461 1,958 2,406 2,877 3,348 799 328 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,046) 67 -162 -143 -922 -725 -998 -1,030 -48 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 13.1 12.5 53.3 65.5 78.3 91.1 21.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 6 6 20 24 28 31 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 164,098 COMMITMENTS 12,390 1,300 1,625 149,869 161,173 163,884 164,098 214 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -4,467) 420 -105 -420 -4,446 -3,942 -4,446 -4,467 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.8 1.0 91.3 98.2 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 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,130,580 COMMITMENTS 187,200 0 0 2943380 3130580 3130580 3130580 0 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -154,080) 0 0 0 -154,080 -154,080 -154,080 -154,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 94.0 100.0 100.0 100.0 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 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,048 COMMITMENTS 0 0 0 71,834 72,048 71,834 72,048 214 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,321) -319 0 0 -2,216 -2,321 -2,535 -2,321 214 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: 22) 0 0 0 15 17 15 17 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,474,363 COMMITMENTS 2,277 0 0 1472086 1474363 1474363 1474363 0 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -74,160) -1,080 0 0 -73,080 -74,160 -74,160 -74,160 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: 21) 1 0 0 16 10 17 10 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 145,376 COMMITMENTS 0 0 0 145,024 145,376 145,024 145,376 352 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 114,256) 0 0 0 113,984 114,256 113,984 114,256 272 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 9 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,217 COMMITMENTS 690 62 62 19,355 19,853 20,107 19,977 110 240 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,841) -393 0 0 -2,418 -2,811 -2,811 -2,811 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.3 0.3 95.7 98.2 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 18 24 20 26 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 110,279 COMMITMENTS 1,937 9,714 700 106,720 99,461 109,357 109,875 922 404 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,972) 241 444 -161 2,930 2,732 3,010 3,015 -38 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 8.8 0.6 96.8 90.2 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 6 13 7 56 52 67 68 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,920 COMMITMENTS 1,953 2,384 421 23,172 22,623 25,546 25,428 374 492 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -5,502) -240 -1,776 -77 -5,183 -3,751 -5,500 -5,604 -2 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.2 1.6 89.4 87.3 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 5 4 33 33 40 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,826 COMMITMENTS 60 1,650 194 8,196 6,740 8,450 8,584 376 242 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -523) -30 879 -125 -328 -1,241 -483 -487 -40 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 18.7 2.2 92.9 76.4 95.7 97.3 4.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 3 26 26 30 30 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,554 COMMITMENTS 175 373 58 10,629 10,755 10,862 11,186 692 368 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,454) -94 -298 -15 -1,296 -1,186 -1,405 -1,499 -49 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.2 0.5 92.0 93.1 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 23 19 26 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,855,603 COMMITMENTS 545,820 348,947 588,100 628,739 834,525 1762659 1771572 92,944 84,031 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 93,720) 22,110 30,947 33,857 32,280 29,016 88,247 93,820 5,473 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 18.8 31.7 33.9 45.0 95.0 95.5 5.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 140 143 169 97 110 337 338 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,229 COMMITMENTS 68,170 11,546 880 34,266 60,304 103,316 72,730 13,913 44,499 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,632) 10 -751 272 -2,764 -1,478 -2,482 -1,957 -150 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 9.8 0.8 29.2 51.4 88.1 62.0 11.9 38.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 5 4 14 17 22 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,192 COMMITMENTS 18,055 74,734 85,364 65,073 7,375 168,492 167,473 5,700 6,719 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,600) -6,793 -5,254 12,494 -4,775 -6,611 926 629 674 971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 42.9 49.0 37.4 4.2 96.7 96.1 3.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 16 9 23 14 12 40 36 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,080 COMMITMENTS 675 0 90 17,300 17,835 18,065 17,925 15 155 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,740) 90 0 0 1,755 1,740 1,845 1,740 -105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.5 95.7 98.6 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 22 16 24 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,235 COMMITMENTS 16,855 12,932 881 6,924 10,446 24,660 24,259 1,575 1,976 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 456) 212 344 -140 313 165 385 369 71 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 49.3 3.4 26.4 39.8 94.0 92.5 6.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 58 63 14 33 26 100 95 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,265 COMMITMENTS 46,451 24,797 3,061 10,181 34,463 59,693 62,321 6,572 3,944 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,130) -1,336 -1,490 31 -33 257 -1,338 -1,202 208 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 37.4 4.6 15.4 52.0 90.1 94.0 9.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 116 65 16 28 34 156 105 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 398,909 COMMITMENTS 122,307 45,940 76,578 176,765 253,335 375,650 375,853 23,259 23,056 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 6,994) 1,011 -227 1,196 3,107 4,444 5,314 5,413 1,680 1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 11.5 19.2 44.3 63.5 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 72 49 69 87 97 189 192 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,312 COMMITMENTS 2,538 8,126 2,664 11,591 7,355 16,793 18,145 3,519 2,167 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,381) 1,390 257 -511 -1,958 -850 -1,079 -1,104 -302 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 40.0 13.1 57.1 36.2 82.7 89.3 17.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 6 14 16 21 22 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 22,666 COMMITMENTS 9,956 18,151 1,299 11,284 3,216 22,539 22,666 127 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,984) -1,256 -971 -469 -259 -544 -1,984 -1,984 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 80.1 5.7 49.8 14.2 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 2 11 6 18 11 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,486 COMMITMENTS 6,918 8,809 7,611 5,506 3,816 20,035 20,236 451 250 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,843) -2,258 -413 -270 -389 -2,026 -2,917 -2,709 74 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 43.0 37.2 26.9 18.6 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 15 26 9 10 38 41 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,773 COMMITMENTS 2,606 125 225 27,622 30,423 30,453 30,773 320 0 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -5,898) 122 -50 225 -6,240 -6,073 -5,893 -5,898 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.4 0.7 89.8 98.9 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 1 26 21 30 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,797 COMMITMENTS 1,906 7,490 227 11,369 7,007 13,502 14,724 1,295 73 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -585) -146 -227 -474 -239 118 -859 -583 274 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 50.6 1.5 76.8 47.4 91.2 99.5 8.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 4 21 17 28 24 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,666 COMMITMENTS 430 1,970 852 8,188 6,572 9,470 9,394 196 272 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -811) 21 65 -96 -403 -741 -478 -772 -333 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 20.4 8.8 84.7 68.0 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 11 9 21 20 31 35 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,403 COMMITMENTS 2,919 6,198 2,248 18,859 16,615 24,026 25,061 6,377 5,342 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,183) 1,604 296 -736 -3,027 -2,135 -2,159 -2,575 -24 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 20.4 7.4 62.0 54.6 79.0 82.4 21.0 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 14 14 18 18
Updated February 5, 2016