GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,514 COMMITMENTS 22,960 8,591 187 33,685 48,532 56,832 57,310 682 204 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,403) 221 383 0 1,172 1,020 1,393 1,403 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 14.9 0.3 58.6 84.4 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 6 2 38 39 43 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,262 COMMITMENTS 220 0 0 7,042 7,262 7,262 7,262 0 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 385) 0 0 0 385 385 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 97.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 16 15 16 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,250 COMMITMENTS 699 182 1,117 5,502 6,228 7,318 7,527 932 723 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 365) 59 0 0 332 433 391 433 -26 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 2.2 13.5 66.7 75.5 88.7 91.2 11.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 4 24 27 29 33 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,814 COMMITMENTS 1,818 158 309 3,965 5,874 6,092 6,341 722 473 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 258) 40 0 71 91 159 202 230 56 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 2.3 4.5 58.2 86.2 89.4 93.1 10.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 6 24 34 30 42 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,616 COMMITMENTS 777 721 802 4,920 4,589 6,499 6,112 117 504 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 472) 86 23 65 406 394 557 482 -85 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 10.9 12.1 74.4 69.4 98.2 92.4 1.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 4 7 25 25 35 33 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,338 COMMITMENTS 225 531 175 823 572 1,223 1,278 115 60 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 285) 50 75 70 165 160 285 305 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 39.7 13.1 61.5 42.8 91.4 95.5 8.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 3 14 11 21 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,341 COMMITMENTS 25 12,601 120 27,147 14,407 27,292 27,128 49 213 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -2) 0 120 0 -2 -122 -2 -2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 46.1 0.4 99.3 52.7 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 28 15 30 18 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,476 COMMITMENTS 947 1,985 344 2,619 1,909 3,910 4,238 566 238 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 369) -115 -30 77 392 280 354 327 15 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 44.3 7.7 58.5 42.6 87.4 94.7 12.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 7 6 25 17 34 27 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,306 COMMITMENTS 64,545 67,621 50,407 201,557 203,953 316,509 321,981 41,797 36,325 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -5,432) -618 -1,621 455 -5,415 -2,309 -5,578 -3,475 146 -1,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 18.9 14.1 56.3 56.9 88.3 89.9 11.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 40 52 55 75 78 147 155 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,478 COMMITMENTS 0 1,750 500 41,178 43,419 41,678 45,669 10,800 6,809 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,791) 0 150 0 2,706 2,661 2,706 2,811 85 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 1.0 78.5 82.7 79.4 87.0 20.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 24 28 25 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,109,271 COMMITMENTS 264,989 468,371 337,654 439,615 259,609 1042258 1065634 67,013 43,637 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 36,663) 3,011 -954 8,542 29,174 27,813 40,727 35,401 -4,064 1,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 42.2 30.4 39.6 23.4 94.0 96.1 6.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 114 141 137 67 58 255 271 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 306,325 COMMITMENTS 68,453 100,870 68,041 161,293 132,855 297,787 301,766 8,538 4,559 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 10,059) 783 2,460 6,032 1,926 2,103 8,741 10,595 1,318 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 32.9 22.2 52.7 43.4 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 13 28 33 34 63 65 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 115,688 COMMITMENTS 18,518 23,669 21,925 69,090 66,023 109,533 111,617 6,155 4,071 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 5,116) -1,923 -1,898 4,003 1,833 2,833 3,913 4,938 1,203 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 20.5 19.0 59.7 57.1 94.7 96.5 5.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 18 29 25 24 54 58 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,466,135 COMMITMENTS 551,590 50,698 127,529 755,142 1262414 1434261 1440641 31,874 25,494 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 9,535) 13,493 -2,233 4,310 -5,477 7,413 12,326 9,490 -2,791 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 3.5 8.7 51.5 86.1 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 24 12 29 55 50 89 82 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,586 COMMITMENTS 21,835 72,553 36,186 274,660 221,176 332,681 329,915 2,905 5,671 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 11,688) -4 -1,341 4,875 5,885 4,594 10,756 8,128 932 3,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 21.6 10.8 81.8 65.9 99.1 98.3 0.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 15 18 26 35 30 65 59 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 116,544 COMMITMENTS 44,505 53,535 19,990 50,794 41,962 115,289 115,487 1,255 1,057 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 848) -1,315 -3,739 2,296 -9 2,225 972 782 -124 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 45.9 17.2 43.6 36.0 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 16 17 23 22 20 51 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 28,369 COMMITMENTS 16,882 3,603 5,113 5,789 19,376 27,784 28,092 585 277 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 735) -341 33 315 716 430 690 778 45 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 12.7 18.0 20.4 68.3 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 9 16 15 15 36 34 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,316 COMMITMENTS 90 126 55 2,949 2,993 3,094 3,174 222 142 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 158) 0 0 0 158 168 158 168 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.8 1.7 88.9 90.3 93.3 95.7 6.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 16 16 18 20 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 40,426 COMMITMENTS 6,239 1,325 2,134 31,804 36,659 40,177 40,118 249 308 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,288) -159 -59 228 1,297 1,107 1,366 1,276 -78 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 3.3 5.3 78.7 90.7 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 13 13 7 44 54 62 69 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,646 COMMITMENTS 636 1,104 484 2,620 2,794 3,740 4,382 906 264 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 478) 125 36 55 245 397 425 488 53 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 23.8 10.4 56.4 60.1 80.5 94.3 19.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 5 9 24 26 35 38 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 217,997 COMMITMENTS 11,360 955 2,455 203,991 214,587 217,806 217,997 191 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,376) -600 0 400 2,576 1,976 2,376 2,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.4 1.1 93.6 98.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 22 18 23 20 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,681,848 COMMITMENTS 114,450 15,860 61,000 3506398 3604988 3681848 3681848 0 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 107,193) 0 0 0 107,193 107,193 107,193 107,193 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.4 1.7 95.2 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 19 18 20 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,284 COMMITMENTS 430 0 0 73,663 74,284 74,093 74,284 191 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,060) 0 0 0 1,060 1,060 1,060 1,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 99.2 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 16 16 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,290,388 COMMITMENTS 1,152 0 0 1289236 1290388 1290388 1290388 0 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -60,840) 0 0 0 -60,840 -60,840 -60,840 -60,840 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 15 12 16 12 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,259 COMMITMENTS 389 123 63 20,692 20,843 21,144 21,029 115 230 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 276) -38 123 63 251 75 276 261 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.6 0.3 97.3 98.0 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 21 28 23 29 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 120,994 COMMITMENTS 2,130 2,970 462 117,472 117,067 120,064 120,499 930 495 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,349) -32 -4 -134 1,436 1,365 1,270 1,227 79 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.5 0.4 97.1 96.8 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 6 4 54 52 62 61 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,384 COMMITMENTS 54 480 102 42,923 43,752 43,079 44,334 1,305 50 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,435) -90 0 0 985 1,435 895 1,435 540 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.1 0.2 96.7 98.6 97.1 99.9 2.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 18 20 19 22 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,466 COMMITMENTS 1,587 197 203 27,282 28,776 29,072 29,176 394 290 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 615) 0 70 13 632 577 645 660 -30 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.7 0.7 92.6 97.7 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 3 4 31 34 37 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,693 COMMITMENTS 120 1,354 529 13,447 12,422 14,096 14,305 597 388 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 435) 0 -40 110 298 337 408 407 27 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 9.2 3.6 91.5 84.5 95.9 97.4 4.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 3 29 28 34 32 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,375 COMMITMENTS 251 205 85 13,272 13,853 13,608 14,143 767 232 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 412) 50 0 -46 408 458 412 412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.4 0.6 92.3 96.4 94.7 98.4 5.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 23 19 26 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,782,857 COMMITMENTS 544,416 274,560 568,095 581,508 849,245 1694019 1691900 88,838 90,957 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -33,617) 8,827 -16,777 -9,130 -30,904 -4,256 -31,207 -30,163 -2,410 -3,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 15.4 31.9 32.6 47.6 95.0 94.9 5.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 132 134 189 100 112 336 354 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,487 COMMITMENTS 71,085 13,925 706 33,353 63,817 105,144 78,448 16,343 43,039 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,706) 1,612 1,197 10 2,101 1,441 3,723 2,648 -17 1,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.5 11.5 0.6 27.5 52.5 86.5 64.6 13.5 35.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 5 5 15 17 22 24 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 155,734 COMMITMENTS 8,967 67,846 70,533 68,951 11,103 148,451 149,482 7,283 6,252 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -3,142) 215 3,227 -6,438 2,926 581 -3,297 -2,630 155 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 43.6 45.3 44.3 7.1 95.3 96.0 4.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 12 23 18 13 42 38 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,459 COMMITMENTS 540 0 90 16,754 17,369 17,384 17,459 75 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 225) 0 0 0 180 225 180 225 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.5 96.0 99.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 23 23 25 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,064 COMMITMENTS 14,001 7,703 289 6,375 12,708 20,665 20,700 1,399 1,364 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -1,361) -863 -1,898 -111 -366 745 -1,340 -1,264 -21 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 34.9 1.3 28.9 57.6 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 60 43 12 29 28 94 78 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,234 COMMITMENTS 44,496 12,631 2,424 9,458 45,386 56,378 60,441 6,856 2,793 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -908) -697 962 -562 205 -1,482 -1,054 -1,082 146 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.4 20.0 3.8 15.0 71.8 89.2 95.6 10.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 118 52 19 28 38 159 98 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 428,499 COMMITMENTS 122,079 27,824 78,041 205,043 303,930 405,163 409,795 23,336 18,704 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,507) -3,076 -2,069 -2,199 5,866 6,337 591 2,069 1,916 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 6.5 18.2 47.9 70.9 94.6 95.6 5.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 81 39 73 88 99 204 183 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,481 COMMITMENTS 2,621 6,850 2,167 10,481 7,277 15,269 16,294 4,212 3,187 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 35.2 11.1 53.8 37.4 78.4 83.6 21.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 4 10 14 15 19 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,224 COMMITMENTS 2,153 0 16 3,500 5,955 5,669 5,971 2,555 2,253 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 0.0 0.2 42.6 72.4 68.9 72.6 31.1 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 15 18 17 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,096 COMMITMENTS 10,909 21,951 747 13,293 2,398 24,949 25,096 147 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 184) -170 -120 120 198 184 148 184 36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 87.5 3.0 53.0 9.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 2 13 7 20 12 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 25,760 COMMITMENTS 9,092 8,848 9,251 6,839 7,301 25,182 25,400 578 360 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,681) -460 -797 1,506 601 1,123 1,647 1,832 34 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 34.3 35.9 26.5 28.3 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 21 28 8 10 43 45 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,408 COMMITMENTS 3,148 275 375 24,570 27,758 28,093 28,408 315 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 493) 30 0 150 313 343 493 493 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 1.0 1.3 86.5 97.7 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 1 28 19 32 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,190 COMMITMENTS 50 1,250 50 2,090 890 2,190 2,190 0 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 175) -600 175 0 775 0 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 57.1 2.3 95.4 40.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 1 13 6 15 10 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,752 COMMITMENTS 2,135 2,472 215 6,357 6,065 8,707 8,752 45 0 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 28.2 2.5 72.6 69.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 10 12 14 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,378 COMMITMENTS 3,139 8,196 575 11,535 7,528 15,249 16,299 1,129 79 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 611) 229 508 0 363 103 592 611 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 50.0 3.5 70.4 46.0 93.1 99.5 6.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 4 4 23 17 32 23 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 6,168 COMMITMENTS 57 4,602 49 5,246 1,141 5,352 5,792 816 376 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 82) -5 55 5 74 19 74 79 8 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 74.6 0.8 85.1 18.5 86.8 93.9 13.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 3 19 12 23 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,662 COMMITMENTS 821 1,785 878 7,783 6,715 9,482 9,378 180 284 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 205) 58 77 144 21 -16 223 205 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 18.5 9.1 80.6 69.5 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 8 10 24 18 38 31 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,150 COMMITMENTS 351 280 205 467 517 1,023 1,002 127 148 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 60) 90 40 -30 10 20 70 30 -10 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 24.3 17.8 40.6 45.0 89.0 87.1 11.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 5 7 7 15 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,453 COMMITMENTS 3,360 7,655 3,435 20,776 15,387 27,571 26,477 4,882 5,976 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,277) 443 -69 406 457 854 1,306 1,191 -29 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 23.6 10.6 64.0 47.4 85.0 81.6 15.0 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 4 16 14 23 18
Updated March 18, 2016