GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,318 COMMITMENTS 23,699 8,996 240 34,707 49,868 58,646 59,104 672 214 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,804) 739 405 53 1,022 1,336 1,814 1,794 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 15.2 0.4 58.5 84.1 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 7 3 38 40 43 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,460 COMMITMENTS 220 0 0 7,240 7,460 7,460 7,460 0 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 198) 0 0 0 198 198 198 198 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 17 15 17 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,178 COMMITMENTS 710 177 937 5,565 6,309 7,212 7,423 966 755 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -72) 11 -5 -180 63 81 -106 -104 34 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.2 11.5 68.0 77.1 88.2 90.8 11.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 5 25 28 31 34 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,078 COMMITMENTS 1,924 174 252 4,137 6,103 6,313 6,529 765 549 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 264) 106 16 -57 172 229 221 188 43 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 2.5 3.6 58.4 86.2 89.2 92.2 10.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 5 26 35 32 42 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,033 COMMITMENTS 887 663 900 5,074 4,976 6,861 6,539 172 494 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 417) 110 -58 98 154 387 362 427 55 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 9.4 12.8 72.1 70.8 97.6 93.0 2.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 4 7 27 26 37 34 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,373 COMMITMENTS 315 606 105 838 602 1,258 1,313 115 60 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 35) 90 75 -70 15 30 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 44.1 7.6 61.0 43.8 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 3 3 16 11 23 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,396 COMMITMENTS 25 13,231 120 28,202 14,832 28,347 28,183 49 213 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,055) 0 630 0 1,055 425 1,055 1,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 46.6 0.4 99.3 52.2 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 28 17 30 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,558 COMMITMENTS 1,031 2,110 354 2,609 1,869 3,994 4,333 564 225 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 82) 84 125 10 -10 -40 84 95 -2 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 46.3 7.8 57.2 41.0 87.6 95.1 12.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 7 6 24 16 34 26 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 3,155 COMMITMENTS 0 608 215 2,449 2,216 2,664 3,039 491 116 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.3 6.8 77.6 70.2 84.4 96.3 15.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 17 15 20 18 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 378,646 COMMITMENTS 62,999 63,507 56,451 216,132 226,173 335,582 346,131 43,064 32,515 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 20,340) -1,546 -4,114 6,044 14,575 22,220 19,073 24,150 1,267 -3,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 16.8 14.9 57.1 59.7 88.6 91.4 11.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 40 55 60 81 84 158 165 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,436 COMMITMENTS 0 1,750 500 44,998 47,297 45,498 49,547 10,938 6,889 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,958) 0 0 0 3,820 3,878 3,820 3,878 138 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.9 79.7 83.8 80.6 87.8 19.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 1 24 29 25 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,070,818 COMMITMENTS 255,088 434,965 340,116 408,606 251,167 1003810 1026248 67,008 44,570 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -38,453) -9,901 -33,406 2,462 -31,009 -8,442 -38,448 -39,386 -5 933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 40.6 31.8 38.2 23.5 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 113 135 139 70 57 263 262 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 297,722 COMMITMENTS 63,727 97,369 65,156 160,694 130,360 289,577 292,885 8,145 4,837 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -8,603) -4,726 -3,501 -2,885 -599 -2,495 -8,210 -8,881 -393 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 32.7 21.9 54.0 43.8 97.3 98.4 2.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 19 13 29 35 35 66 67 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 120,257 COMMITMENTS 16,190 23,808 23,640 73,542 68,597 113,372 116,045 6,885 4,212 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4,569) -2,328 139 1,715 4,452 2,574 3,839 4,428 730 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 19.8 19.7 61.2 57.0 94.3 96.5 5.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 18 32 27 26 59 61 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,482,368 COMMITMENTS 555,964 55,728 126,059 766,106 1274579 1448129 1456366 34,239 26,002 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 16,233) 4,374 5,030 -1,470 10,964 12,165 13,868 15,725 2,365 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 3.8 8.5 51.7 86.0 97.7 98.2 2.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 23 12 28 56 51 89 82 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,695 COMMITMENTS 21,693 73,429 37,694 278,704 222,469 338,091 333,592 2,604 7,103 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 5,109) -142 876 1,508 4,044 1,293 5,410 3,677 -301 1,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 21.6 11.1 81.8 65.3 99.2 97.9 0.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 19 28 35 30 66 61 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 119,068 COMMITMENTS 47,931 52,485 19,450 50,333 46,206 117,714 118,141 1,354 927 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,524) 3,426 -1,050 -540 -461 4,244 2,425 2,654 99 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 44.1 16.3 42.3 38.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 16 19 22 22 20 50 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 28,880 COMMITMENTS 17,391 4,292 4,909 6,100 19,394 28,400 28,595 480 285 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 511) 509 689 -204 311 18 616 503 -105 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.2 14.9 17.0 21.1 67.2 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 9 16 15 14 37 34 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 3,575 COMMITMENTS 115 106 75 3,173 3,282 3,363 3,463 212 112 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 259) 25 -20 20 224 289 269 289 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 2.1 88.8 91.8 94.1 96.9 5.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 3 17 17 20 21 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,294 COMMITMENTS 5,662 1,551 2,112 34,174 38,277 41,948 41,940 346 354 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,868) -577 226 -22 2,370 1,618 1,771 1,822 97 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 3.7 5.0 80.8 90.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 13 11 9 44 56 61 72 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,070 COMMITMENTS 698 1,017 534 2,892 3,235 4,124 4,786 946 284 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 424) 62 -87 50 272 441 384 404 40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 20.1 10.5 57.0 63.8 81.3 94.4 18.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 5 10 23 26 35 38 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 219,728 COMMITMENTS 11,360 955 2,455 205,722 216,318 219,537 219,728 191 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,731) 0 0 0 1,731 1,731 1,731 1,731 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 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,711,673 COMMITMENTS 208,370 15,860 53,500 3449803 3642313 3711673 3711673 0 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 29,825) 93,920 0 -7,500 -56,595 37,325 29,825 29,825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.4 1.4 92.9 98.1 100.0 100.0 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 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,446 COMMITMENTS 430 0 0 73,825 74,446 74,255 74,446 191 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 162) 0 0 0 162 162 162 162 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 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,329,041 COMMITMENTS 1,152 0 0 1327889 1329041 1329041 1329041 0 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 38,653) 0 0 0 38,653 38,653 38,653 38,653 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 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,354 COMMITMENTS 394 123 63 21,782 21,938 22,239 22,124 115 230 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,095) 5 0 0 1,090 1,095 1,095 1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.6 0.3 97.4 98.1 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 24 29 26 30 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 121,126 COMMITMENTS 2,559 2,950 475 117,329 117,213 120,363 120,638 763 488 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 132) 429 -20 13 -143 146 299 139 -167 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.4 0.4 96.9 96.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 8 6 4 55 53 64 62 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,494 COMMITMENTS 4,374 480 102 45,193 49,862 49,669 50,444 825 50 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,110) 4,320 0 0 2,270 6,110 6,590 6,110 -480 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.0 0.2 89.5 98.7 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 18 20 20 22 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,330 COMMITMENTS 1,582 257 150 29,343 30,698 31,075 31,105 255 225 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,864) -5 60 -53 2,061 1,922 2,003 1,929 -139 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.8 0.5 93.7 98.0 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 3 35 35 40 39 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,956 COMMITMENTS 136 1,234 768 13,700 12,601 14,604 14,603 352 353 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 263) 16 -120 239 253 179 508 298 -245 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 8.3 5.1 91.6 84.3 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 4 4 28 30 34 35 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,682 COMMITMENTS 175 264 102 13,623 14,066 13,900 14,432 782 250 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 307) -76 59 17 351 213 292 289 15 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.8 0.7 92.8 95.8 94.7 98.3 5.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 2 24 20 27 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,705,631 COMMITMENTS 527,838 219,861 539,732 552,733 849,662 1620303 1609255 85,328 96,376 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -77,226) -16,578 -54,699 -28,363 -28,775 417 -73,716 -82,645 -3,510 5,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 12.9 31.6 32.4 49.8 95.0 94.3 5.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 123 136 164 92 111 305 336 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,782 COMMITMENTS 72,496 13,187 2,405 35,440 72,817 110,341 88,409 14,441 36,373 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,295) 1,411 -738 1,699 2,087 9,000 5,197 9,961 -1,902 -6,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 10.6 1.9 28.4 58.4 88.4 70.9 11.6 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 5 6 16 19 24 27 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,252 COMMITMENTS 10,379 70,159 78,211 70,637 11,182 159,227 159,552 7,025 6,700 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 10,518) 1,412 2,313 7,678 1,686 79 10,776 10,070 -258 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 42.2 47.0 42.5 6.7 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 12 23 16 14 42 39 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,787 COMMITMENTS 480 90 0 14,202 14,647 14,682 14,737 105 50 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -2,672) -60 90 -90 -2,552 -2,722 -2,702 -2,722 30 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.6 0.0 96.0 99.1 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 21 21 22 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,446 COMMITMENTS 14,919 6,719 341 5,655 14,152 20,915 21,212 1,531 1,234 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 382) 918 -984 52 -720 1,444 250 512 132 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.5 29.9 1.5 25.2 63.0 93.2 94.5 6.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 67 41 12 28 32 101 80 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,649 COMMITMENTS 44,295 11,931 2,238 8,752 45,774 55,285 59,943 7,364 2,706 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -585) -201 -700 -186 -706 388 -1,093 -498 508 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.7 19.0 3.6 14.0 73.1 88.2 95.7 11.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 120 49 20 27 35 158 96 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 430,809 COMMITMENTS 121,605 31,817 69,870 212,923 309,780 404,398 411,467 26,411 19,342 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,310) -474 3,993 -8,171 7,880 5,850 -765 1,672 3,075 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 7.4 16.2 49.4 71.9 93.9 95.5 6.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 84 36 67 90 104 203 184 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,125 COMMITMENTS 2,185 0 16 4,269 6,845 6,470 6,861 2,655 2,264 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 901) 32 0 0 769 890 801 890 100 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 0.0 0.2 46.8 75.0 70.9 75.2 29.1 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 17 18 19 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 25,020 COMMITMENTS 10,734 21,875 747 13,332 2,398 24,813 25,020 207 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -76) -175 -76 0 39 0 -136 -76 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 87.4 3.0 53.3 9.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 5 2 13 7 19 12 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 26,191 COMMITMENTS 9,236 8,786 9,213 7,193 7,692 25,642 25,691 549 500 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 431) 144 -62 -38 354 391 460 291 -29 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 33.5 35.2 27.5 29.4 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 22 21 29 8 10 43 47 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,029 COMMITMENTS 3,123 275 375 28,216 31,379 31,714 32,029 315 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,621) -25 0 0 3,646 3,621 3,621 3,621 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.9 1.2 88.1 98.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 1 29 20 33 23 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,415 COMMITMENTS 0 1,275 100 2,315 1,040 2,415 2,415 0 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 225) -50 25 50 225 150 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 52.8 4.1 95.9 43.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 2 13 6 15 11 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,902 COMMITMENTS 2,135 2,472 215 6,507 6,215 8,857 8,902 45 0 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 27.8 2.4 73.1 69.8 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 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,596 COMMITMENTS 3,314 8,243 588 12,674 8,566 16,576 17,397 1,020 199 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,218) 175 47 13 1,139 1,038 1,327 1,098 -109 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 46.8 3.3 72.0 48.7 94.2 98.9 5.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 4 4 24 18 33 24 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 6,459 COMMITMENTS 57 4,739 79 5,406 1,174 5,542 5,992 917 467 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 291) 0 137 30 160 33 190 200 101 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 73.4 1.2 83.7 18.2 85.8 92.8 14.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 3 19 12 23 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,112 COMMITMENTS 722 1,905 986 8,224 6,953 9,932 9,844 180 268 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 450) -99 120 108 441 238 450 466 0 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 18.8 9.8 81.3 68.8 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 8 9 11 25 20 39 35 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,310 COMMITMENTS 401 300 235 547 627 1,183 1,162 127 148 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 160) 50 20 30 80 110 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 22.9 17.9 41.8 47.9 90.3 88.7 9.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 6 6 8 9 17 20 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,371 COMMITMENTS 3,996 7,371 4,146 21,347 16,441 29,489 27,958 4,882 6,413 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,918) 636 -284 711 571 1,054 1,918 1,481 0 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 21.4 12.1 62.1 47.8 85.8 81.3 14.2 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 2 5 16 13 24 18
Updated March 25, 2016