GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,876 COMMITMENTS 13,818 5,400 1,241 33,745 42,801 48,804 49,442 1,072 434 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,321) 30 380 63 -1,414 -1,754 -1,321 -1,311 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 10.8 2.5 67.7 85.8 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 6 8 40 39 49 50 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,618 COMMITMENTS 1,059 97 378 6,501 7,654 7,938 8,129 680 489 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 62) 20 -17 -162 180 211 38 32 24 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 1.1 4.4 75.4 88.8 92.1 94.3 7.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 6 31 33 38 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,924 COMMITMENTS 134 87 237 1,197 1,340 1,568 1,664 356 260 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 75) -13 10 5 4 22 -4 37 79 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 4.5 12.3 62.2 69.6 81.5 86.5 18.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 4 16 19 21 24 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,110 COMMITMENTS 1,415 102 516 4,571 5,960 6,502 6,578 608 532 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 992) 63 0 53 954 920 1,070 973 -78 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.4 7.3 64.3 83.8 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 6 35 37 42 43 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,924 COMMITMENTS 189 1,388 411 7,001 5,465 7,601 7,264 323 660 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 198) 115 42 71 -30 69 156 182 42 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 17.5 5.2 88.4 69.0 95.9 91.7 4.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 6 5 30 27 37 34 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,998 COMMITMENTS 330 790 265 1,086 843 1,681 1,898 317 100 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 587) 120 235 25 412 337 557 597 30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 39.5 13.3 54.4 42.2 84.1 95.0 15.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 4 5 8 8 15 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,333 COMMITMENTS 274 9,106 395 25,565 16,832 26,234 26,333 99 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 240) 0 60 30 210 150 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 34.6 1.5 97.1 63.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 4 25 19 29 24 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,024 COMMITMENTS 1,058 2,518 451 3,856 2,787 5,365 5,756 659 268 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 248) 37 165 24 197 38 258 227 -10 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 41.8 7.5 64.0 46.3 89.1 95.6 10.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 9 8 24 22 35 33 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,621 COMMITMENTS 10 674 299 3,710 3,402 4,019 4,375 602 246 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 142) 0 -20 -5 99 149 94 124 48 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 14.6 6.5 80.3 73.6 87.0 94.7 13.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 5 18 18 23 23 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 381,857 COMMITMENTS 71,429 56,578 59,765 206,079 234,308 337,273 350,651 44,584 31,206 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -22,559) -3,585 -3,578 -4,171 -10,198 -12,548 -17,954 -20,297 -4,605 -2,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 14.8 15.7 54.0 61.4 88.3 91.8 11.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 44 40 61 90 85 171 156 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 66,799 COMMITMENTS 1,925 1,525 350 54,634 59,180 56,909 61,055 9,890 5,744 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 4,956) -75 50 75 5,612 4,456 5,612 4,581 -656 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.3 0.5 81.8 88.6 85.2 91.4 14.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 22 28 24 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,063,784 COMMITMENTS 261,331 399,138 284,228 442,605 343,278 988,164 1026644 75,620 37,140 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -11,685) -11,173 -13,924 -47,988 45,278 47,964 -13,883 -13,948 2,198 2,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 37.5 26.7 41.6 32.3 92.9 96.5 7.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 117 108 135 64 63 265 234 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 312,692 COMMITMENTS 105,722 133,422 50,775 144,780 121,232 301,277 305,429 11,415 7,263 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 18,533) 3,017 13,439 2,713 10,739 2,145 16,469 18,297 2,064 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 42.7 16.2 46.3 38.8 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 17 29 39 38 74 70 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 115,617 COMMITMENTS 20,046 21,671 14,401 71,684 73,747 106,131 109,819 9,486 5,798 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -29,112) -12,347 -14,294 -13,481 -3,148 -1,977 -28,976 -29,752 -136 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 18.7 12.5 62.0 63.8 91.8 95.0 8.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 11 16 21 25 24 47 50 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,449,163 COMMITMENTS 601,351 47,742 122,791 688,998 1246522 1413140 1417055 36,023 32,108 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 33,087) 18,014 5,477 12,818 822 15,727 31,654 34,022 1,433 -935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 3.3 8.5 47.5 86.0 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 30 10 30 51 47 87 81 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,907 COMMITMENTS 20,430 63,820 31,530 265,868 220,409 317,828 315,759 3,079 5,148 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -27,620) -6,376 -6,216 -14,246 -6,659 -5,252 -27,281 -25,714 -339 -1,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 19.9 9.8 82.8 68.7 99.0 98.4 1.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 16 20 33 31 58 56 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 119,815 COMMITMENTS 55,678 51,533 17,328 45,989 49,893 118,995 118,754 820 1,061 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -5,006) -3,853 -2,363 -107 -838 -2,480 -4,798 -4,950 -208 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 43.0 14.5 38.4 41.6 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 19 18 27 21 19 54 50 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,882 COMMITMENTS 11,631 3,408 1,947 3,301 12,027 16,879 17,382 1,003 500 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,871) -2,454 -1,343 -408 -1,449 -2,440 -4,311 -4,191 440 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 19.1 10.9 18.5 67.3 94.4 97.2 5.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 6 13 11 10 29 24 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,960 COMMITMENTS 0 525 90 2,706 2,223 2,796 2,838 164 122 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 38) -10 40 -30 18 -22 -22 -12 60 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.7 3.0 91.4 75.1 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 3 15 18 18 23 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 57,372 COMMITMENTS 5,589 2,588 5,511 45,988 48,976 57,088 57,075 284 297 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,367) -303 415 15 2,620 1,873 2,332 2,303 35 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 4.5 9.6 80.2 85.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 12 15 9 41 62 59 80 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,399 COMMITMENTS 375 779 283 1,937 2,049 2,595 3,111 804 288 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 160) -5 80 -25 170 199 140 254 20 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 22.9 8.3 57.0 60.3 76.3 91.5 23.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 8 6 20 23 29 33 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 200,365 COMMITMENTS 17,820 635 1,080 181,338 198,650 200,238 200,365 127 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -319) 0 0 0 -319 -319 -319 -319 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.3 0.5 90.5 99.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 22 16 23 18 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,456,601 COMMITMENTS 388,530 15,860 34,250 3033821 3406491 3456601 3456601 0 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,840) 0 0 0 -3,840 -3,840 -3,840 -3,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.5 1.0 87.8 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 18 19 20 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,080,874 COMMITMENTS 0 0 0 1080874 1080874 1080874 1080874 0 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 9,120 COMMITMENTS 480 0 0 8,616 9,120 9,096 9,120 24 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -33,440) -1,760 0 0 -31,592 -33,440 -33,352 -33,440 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 94.5 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 9 13 9 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,131 COMMITMENTS 165 181 115 1,306 1,453 1,586 1,749 545 382 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 8.5 5.4 61.3 68.2 74.4 82.1 25.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 6 11 13 17 19 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,465 COMMITMENTS 100 798 136 28,217 27,120 28,453 28,054 1,012 1,411 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 11) -63 5 -25 -144 -238 -232 -258 243 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.7 0.5 95.8 92.0 96.6 95.2 3.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 3 26 30 30 34 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 150,351 COMMITMENTS 8,206 2,640 2,465 138,576 144,355 149,247 149,460 1,104 891 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -259) -90 -3 30 -167 -224 -227 -197 -32 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.8 1.6 92.2 96.0 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 13 11 55 54 74 73 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 76,982 COMMITMENTS 13,646 5,082 0 63,097 70,613 76,743 75,695 239 1,287 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,244) 0 0 0 1,274 1,244 1,274 1,244 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 6.6 0.0 82.0 91.7 99.7 98.3 0.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 3 0 23 25 28 28 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,720 COMMITMENTS 1,305 1,053 1,144 30,036 30,140 32,485 32,337 235 383 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 835) 5 -65 -56 886 986 835 865 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.2 3.5 91.8 92.1 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 4 4 34 36 40 42 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,769 COMMITMENTS 2,194 2,855 393 14,700 14,169 17,287 17,417 482 352 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 384) 50 305 -135 549 214 464 384 -80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 16.1 2.2 82.7 79.7 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 4 33 30 39 35 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,188 COMMITMENTS 260 126 105 14,594 15,382 14,959 15,613 1,229 575 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 104) 10 0 -6 19 90 23 84 81 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.8 0.6 90.2 95.0 92.4 96.4 7.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 25 18 28 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,720,740 COMMITMENTS 510,395 206,156 518,308 600,141 907,925 1628844 1632389 91,896 88,351 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -5,641) -4,832 9,524 -15,116 12,646 2,849 -7,302 -2,743 1,661 -2,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 12.0 30.1 34.9 52.8 94.7 94.9 5.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 131 112 164 100 118 324 320 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,183 COMMITMENTS 73,348 14,856 679 31,814 65,557 105,841 81,092 23,342 48,091 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,891) 710 18 -30 772 927 1,452 915 439 976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.8 11.5 0.5 24.6 50.7 81.9 62.8 18.1 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 5 6 10 14 17 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,073 COMMITMENTS 10,770 55,656 79,084 71,203 26,484 161,057 161,224 9,016 8,849 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,696) -365 107 298 3,175 3,982 3,108 4,387 588 -691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 32.7 46.5 41.9 15.6 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 13 24 20 17 47 41 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,153 COMMITMENTS 300 60 0 12,763 13,093 13,063 13,153 90 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.5 0.0 97.0 99.5 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 24 19 25 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,616 COMMITMENTS 14,032 9,916 208 5,926 9,909 20,166 20,033 1,450 1,583 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,382) -1,219 -3,417 14 -1,189 976 -2,394 -2,427 12 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 45.9 1.0 27.4 45.8 93.3 92.7 6.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 54 49 14 27 28 90 84 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,873 COMMITMENTS 44,366 14,549 2,429 8,916 43,453 55,711 60,431 7,162 2,442 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,077) -1,006 -1,524 -197 -584 -404 -1,787 -2,125 -290 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.6 23.1 3.9 14.2 69.1 88.6 96.1 11.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 129 39 18 30 38 170 88 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 395,846 COMMITMENTS 106,933 43,764 62,767 204,621 268,699 374,321 375,230 21,525 20,616 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -6,101) 3,668 813 -753 -6,998 -7,563 -4,083 -7,503 -2,018 1,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 11.1 15.9 51.7 67.9 94.6 94.8 5.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 78 47 66 94 99 197 190 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,880 COMMITMENTS 1,666 3,221 673 8,843 7,252 11,182 11,146 2,698 2,734 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,366) 200 252 -7 1,280 1,103 1,473 1,348 -107 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 23.2 4.8 63.7 52.2 80.6 80.3 19.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 6 5 12 12 19 19 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,917 COMMITMENTS 1,150 275 180 12,602 12,931 13,932 13,386 985 1,531 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 395) -30 125 105 460 594 535 824 -140 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.8 1.2 84.5 86.7 93.4 89.7 6.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 17 17 20 20 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,641 COMMITMENTS 416 916 2,144 5,888 4,840 8,448 7,900 2,193 2,741 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 8.6 20.1 55.3 45.5 79.4 74.2 20.6 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 4 15 14 20 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 21,990 COMMITMENTS 8,567 18,881 1,921 11,472 1,026 21,960 21,828 30 162 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 85.9 8.7 52.2 4.7 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 8 5 14 7 24 19 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 22,125 COMMITMENTS 9,061 7,376 7,989 4,496 6,399 21,546 21,764 579 361 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 411) -402 -19 313 486 166 397 460 14 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 33.3 36.1 20.3 28.9 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 19 32 12 10 50 44 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,642 COMMITMENTS 3,148 890 20 38,159 40,727 41,327 41,637 315 5 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,131) 0 150 0 3,131 2,981 3,131 3,131 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.1 0.0 91.6 97.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 1 28 20 31 23 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,800 COMMITMENTS 0 1,375 50 2,750 1,375 2,800 2,800 0 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 49.1 1.8 98.2 49.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 2 13 8 15 13 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,313 COMMITMENTS 1,860 2,317 0 5,368 4,996 7,228 7,313 85 0 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 31.7 0.0 73.4 68.3 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 11 10 14 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,669 COMMITMENTS 2,297 9,056 634 15,828 9,528 18,759 19,218 910 451 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 346) 44 109 -39 359 255 364 325 -18 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 46.0 3.2 80.5 48.4 95.4 97.7 4.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 7 5 28 22 36 32 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,455 COMMITMENTS 39 3,408 105 4,423 1,411 4,567 4,924 888 531 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 108) 5 -8 0 169 102 174 94 -66 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 62.5 1.9 81.1 25.9 83.7 90.3 16.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 21 20 24 24 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,937 COMMITMENTS 185 522 497 2,056 1,908 2,738 2,927 199 10 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 17.8 16.9 70.0 65.0 93.2 99.7 6.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 5 8 11 14 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,149 COMMITMENTS 816 2,196 1,009 7,074 5,620 8,899 8,825 250 324 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 304) 61 267 33 303 13 397 313 -93 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 24.0 11.0 77.3 61.4 97.3 96.5 2.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 11 9 25 19 38 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,429 COMMITMENTS 790 250 110 299 807 1,199 1,167 230 262 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 55) 50 30 0 0 -10 50 20 5 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 17.5 7.7 20.9 56.5 83.9 81.7 16.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 5 3 7 12 14 19 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,768 COMMITMENTS 2,777 9,277 1,783 18,229 10,749 22,789 21,809 4,979 5,959 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,124) -150 -14 -30 1,060 774 880 730 244 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 33.4 6.4 65.6 38.7 82.1 78.5 17.9 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 3 18 16 24 19
Updated July 1, 2016