GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,311 COMMITMENTS 24,262 6,497 420 28,196 46,137 52,878 53,054 433 257 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 535) 113 403 110 598 226 821 739 -286 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 12.2 0.8 52.9 86.5 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 6 3 34 38 39 46 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,606 COMMITMENTS 466 321 774 6,426 6,967 7,666 8,062 940 544 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 459) 41 -10 32 307 363 380 385 79 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 3.7 9.0 74.7 81.0 89.1 93.7 10.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 26 29 29 34 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,290 COMMITMENTS 1,381 213 273 4,071 5,262 5,725 5,748 565 542 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 143) 69 10 -35 50 130 84 105 59 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 3.4 4.3 64.7 83.7 91.0 91.4 9.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 5 25 31 31 39 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,723 COMMITMENTS 903 885 670 4,899 4,370 6,472 5,925 251 798 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 658) 315 -13 13 375 669 703 669 -45 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 13.2 10.0 72.9 65.0 96.3 88.1 3.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 5 5 26 18 38 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 946 COMMITMENTS 90 464 80 661 282 831 826 115 120 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 45) 30 -10 15 0 40 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 49.0 8.5 69.9 29.8 87.8 87.3 12.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 7 2 10 5 13 13 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,178 COMMITMENTS 92 11,412 210 26,865 15,313 27,167 26,935 11 243 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 975) -23 25 90 908 843 975 958 0 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 42.0 0.8 98.8 56.3 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 23 13 25 16 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,126 COMMITMENTS 707 1,620 356 2,468 1,915 3,531 3,891 595 235 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 133) 21 96 27 -35 10 13 133 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 39.3 8.6 59.8 46.4 85.6 94.3 14.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 6 7 18 15 27 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,222 COMMITMENTS 70,436 66,950 50,022 198,339 200,069 318,797 317,041 39,425 41,181 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -667) 2,850 1,870 -54 -2,079 -3,710 717 -1,894 -1,384 1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 18.7 14.0 55.4 55.9 89.0 88.5 11.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 47 53 60 76 82 161 161 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,506 COMMITMENTS 0 1,300 350 32,286 37,825 32,636 39,475 12,870 6,031 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 3,280) 0 450 0 2,576 2,303 2,576 2,753 704 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.8 70.9 83.1 71.7 86.7 28.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 22 27 23 29 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 955,454 COMMITMENTS 218,211 407,670 287,330 384,431 221,116 889,972 916,116 65,482 39,338 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 8,081) 4,650 -3,788 3,496 194 8,797 8,340 8,505 -259 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 42.7 30.1 40.2 23.1 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 87 132 126 64 51 227 242 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 301,186 COMMITMENTS 72,490 97,426 59,577 162,727 139,347 294,794 296,350 6,392 4,836 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 8,912) 503 -1,039 2,998 5,386 6,981 8,887 8,940 25 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 32.3 19.8 54.0 46.3 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 17 11 23 31 32 58 58 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 102,993 COMMITMENTS 10,577 19,992 18,800 65,045 59,599 94,422 98,391 8,571 4,602 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 4,924) -901 -2,411 3,424 1,839 4,642 4,362 5,655 562 -731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 19.4 18.3 63.2 57.9 91.7 95.5 8.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 19 20 23 24 43 51 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,462,850 COMMITMENTS 537,078 48,867 119,751 770,258 1264727 1427087 1433345 35,763 29,505 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 33,389) 9,725 3,356 3,227 20,489 27,188 33,441 33,771 -52 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 3.3 8.2 52.7 86.5 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 23 13 30 54 49 87 83 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 327,620 COMMITMENTS 21,390 69,746 36,402 268,285 219,343 326,077 325,491 1,543 2,129 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 16,627) 6,490 5,544 6,212 4,017 4,923 16,719 16,679 -92 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 21.3 11.1 81.9 67.0 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 24 26 37 28 69 59 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 129,682 COMMITMENTS 47,253 62,090 22,266 58,993 44,221 128,512 128,577 1,170 1,105 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,057) 4,076 -4,437 473 -5,596 3,092 -1,047 -872 -10 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 47.9 17.2 45.5 34.1 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 19 17 20 21 47 45 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,639 COMMITMENTS 19,029 3,830 4,455 6,536 22,009 30,020 30,294 619 345 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -70) 537 -1,038 443 -825 540 155 -55 -225 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.1 12.5 14.5 21.3 71.8 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 7 15 12 15 33 32 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,117 COMMITMENTS 5,175 1,537 1,911 30,791 34,412 37,877 37,860 240 257 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,711) 331 -158 254 1,119 1,601 1,704 1,697 7 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 4.0 5.0 80.8 90.3 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 11 13 7 46 59 62 74 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,033 COMMITMENTS 492 481 595 2,166 2,617 3,253 3,693 780 340 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 357) 34 0 134 208 211 376 345 -19 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 11.9 14.8 53.7 64.9 80.7 91.6 19.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 6 7 23 26 32 34 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 185,948 COMMITMENTS 12,390 1,300 1,625 171,719 183,023 185,734 185,948 214 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 21,850) 0 0 0 21,850 21,850 21,850 21,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.7 0.9 92.3 98.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 23 18 24 20 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,381,775 COMMITMENTS 187,200 0 0 3194575 3381775 3381775 3381775 0 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 251,195) 0 0 0 251,195 251,195 251,195 251,195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.0 94.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 17 20 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,818 COMMITMENTS 0 0 0 71,604 71,818 71,604 71,818 214 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -230) 0 0 0 -230 -230 -230 -230 0 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 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,519,188 COMMITMENTS 2,277 0 0 1516911 1519188 1519188 1519188 0 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 44,825) 0 0 0 44,825 44,825 44,825 44,825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 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 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 109,032 COMMITMENTS 0 0 0 108,768 109,032 108,768 109,032 264 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -36,344) 0 0 0 -36,256 -36,344 -36,256 -36,344 -88 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 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,249 COMMITMENTS 690 62 62 19,387 19,885 20,139 20,009 110 240 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 32) 0 0 0 32 32 32 32 0 0 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: 34) 2 1 1 20 25 22 27 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 103,682 COMMITMENTS 1,776 7,760 762 100,188 94,796 102,726 103,318 956 364 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -6,597) -161 -1,954 62 -6,532 -4,665 -6,631 -6,557 34 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 7.5 0.7 96.6 91.4 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 7 12 7 53 51 65 66 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,301 COMMITMENTS 2,046 2,671 280 25,611 24,918 27,937 27,869 364 432 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,381) 93 287 -141 2,439 2,295 2,391 2,441 -10 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 9.4 1.0 90.5 88.0 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 5 4 33 33 40 40 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,769 COMMITMENTS 60 1,701 173 9,134 7,737 9,367 9,611 402 158 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 943) 0 51 -21 938 997 917 1,027 26 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 17.4 1.8 93.5 79.2 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 4 3 26 27 30 31 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,056 COMMITMENTS 175 373 58 11,176 11,409 11,409 11,840 647 216 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 502) 0 0 0 547 654 547 654 -45 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.1 0.5 92.7 94.6 94.6 98.2 5.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 2 25 20 28 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,854,379 COMMITMENTS 544,800 356,923 586,476 622,695 823,581 1753971 1766980 100,408 87,399 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,224) -1,020 7,976 -1,624 -6,044 -10,944 -8,688 -4,592 7,464 3,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 19.2 31.6 33.6 44.4 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 131 155 171 103 112 338 350 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,726 COMMITMENTS 67,793 11,547 710 34,859 60,396 103,362 72,653 14,364 45,073 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 497) -377 1 -170 593 92 46 -77 451 574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 9.8 0.6 29.6 51.3 87.8 61.7 12.2 38.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 5 5 14 17 22 23 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,340 COMMITMENTS 15,765 74,095 81,053 67,339 9,250 164,157 164,398 5,183 4,942 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,852) -2,290 -639 -4,311 2,266 1,875 -4,335 -3,075 -517 -1,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 43.8 47.9 39.8 5.5 96.9 97.1 3.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 10 22 16 14 41 38 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,516 COMMITMENTS 630 0 90 17,796 18,271 18,516 18,361 0 155 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 436) -45 0 0 496 436 451 436 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.5 96.1 98.7 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 23 18 25 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,198 COMMITMENTS 17,241 12,057 1,882 6,633 11,603 25,756 25,542 1,442 1,656 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 963) 386 -875 1,001 -291 1,157 1,096 1,283 -133 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.4 44.3 6.9 24.4 42.7 94.7 93.9 5.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 60 60 19 33 28 104 99 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,426 COMMITMENTS 47,497 18,995 2,818 8,616 40,384 58,931 62,197 6,495 3,229 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -839) 1,046 -5,802 -243 -1,565 5,921 -762 -124 -77 -715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 29.0 4.3 13.2 61.7 90.1 95.1 9.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 124 60 17 24 38 157 107 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 408,652 COMMITMENTS 126,500 47,258 77,959 181,459 260,845 385,918 386,062 22,734 22,590 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 9,743) 4,193 1,318 1,381 4,694 7,510 10,268 10,209 -525 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 11.6 19.1 44.4 63.8 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 85 47 74 90 101 205 200 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,102 COMMITMENTS 2,878 8,281 2,989 12,451 8,665 18,318 19,935 3,784 2,167 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,790) 340 155 325 860 1,310 1,525 1,790 265 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 37.5 13.5 56.3 39.2 82.9 90.2 17.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 6 15 18 22 24 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 24,656 COMMITMENTS 10,856 19,841 1,299 12,374 3,516 24,529 24,656 127 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,990) 900 1,690 0 1,090 300 1,990 1,990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 80.5 5.3 50.2 14.3 99.5 100.0 0.5 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 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,938 COMMITMENTS 7,111 8,782 7,929 5,523 3,978 20,563 20,689 375 249 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 452) 193 -27 318 17 162 528 453 -76 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 41.9 37.9 26.4 19.0 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 16 25 9 10 38 40 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,953 COMMITMENTS 2,616 75 225 28,792 31,653 31,633 31,953 320 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,180) 10 -50 0 1,170 1,230 1,180 1,180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.2 0.7 90.1 99.1 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 1 1 27 22 31 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,986 COMMITMENTS 1,959 7,650 220 11,501 7,007 13,680 14,877 1,306 109 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 189) 53 160 -7 132 0 178 153 11 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 51.0 1.5 76.7 46.8 91.3 99.3 8.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 6 3 22 17 30 23 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,707 COMMITMENTS 526 2,004 831 8,154 6,600 9,511 9,435 196 272 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 41) 96 34 -21 -34 28 41 41 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 20.6 8.6 84.0 68.0 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 10 10 22 21 33 36 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,085 COMMITMENTS 3,819 5,439 2,781 17,717 17,494 24,317 25,714 6,768 5,371 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 682) 900 -759 533 -1,142 879 291 653 391 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 17.5 8.9 57.0 56.3 78.2 82.7 21.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 4 13 12 18 17
Updated February 12, 2016