GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,959 COMMITMENTS 11,876 5,704 974 34,066 40,804 46,916 47,482 1,043 477 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 4,029) 510 258 -100 3,619 3,871 4,029 4,029 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 11.9 2.0 71.0 85.1 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 6 8 37 39 46 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,247 COMMITMENTS 0 0 0 5,230 5,247 5,230 5,247 17 0 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 97) 0 0 0 97 97 97 97 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 15 13 15 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,482 COMMITMENTS 1,084 83 562 5,294 6,351 6,940 6,996 542 486 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 488) 0 -10 114 352 344 466 448 22 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 1.1 7.5 70.8 84.9 92.8 93.5 7.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 6 31 33 38 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,572 COMMITMENTS 128 171 188 976 960 1,292 1,319 280 253 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 79) 32 37 10 12 30 54 77 25 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 10.9 12.0 62.1 61.1 82.2 83.9 17.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 3 12 15 16 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,684 COMMITMENTS 904 355 375 5,861 6,570 7,140 7,300 544 384 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,647) 100 67 67 1,506 1,559 1,673 1,693 -26 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 4.6 4.9 76.3 85.5 92.9 95.0 7.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 2 9 35 38 44 47 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,872 COMMITMENTS 237 1,343 303 5,945 4,615 6,485 6,261 387 611 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 239) 30 49 12 194 125 236 186 3 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 19.5 4.4 86.5 67.2 94.4 91.1 5.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 5 6 21 20 29 26 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,067 COMMITMENTS 215 536 150 1,456 1,223 1,821 1,909 246 158 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 104) -45 -41 60 65 85 80 104 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 25.9 7.3 70.4 59.2 88.1 92.4 11.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 4 11 12 16 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,584 COMMITMENTS 284 8,507 355 23,919 15,702 24,558 24,564 26 20 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,330) 0 576 -25 1,355 779 1,330 1,330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 34.6 1.4 97.3 63.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 2 26 16 29 20 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,932 COMMITMENTS 879 2,402 149 3,239 1,991 4,267 4,542 665 390 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 228) 98 81 -30 76 120 144 171 84 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 48.7 3.0 65.7 40.4 86.5 92.1 13.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 6 5 21 16 29 24 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,500 COMMITMENTS 10 685 256 3,580 3,377 3,846 4,318 654 182 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 188) 0 55 12 71 139 83 206 105 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 15.2 5.7 79.6 75.0 85.5 96.0 14.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 5 18 19 23 24 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,029 COMMITMENTS 75,458 60,419 59,288 188,346 216,115 323,092 335,822 43,937 31,207 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -8,248) 2,104 846 514 -11,763 -12,359 -9,145 -10,999 897 2,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 16.5 16.2 51.3 58.9 88.0 91.5 12.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 46 41 57 81 83 161 153 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,269 COMMITMENTS 2,750 675 175 47,342 52,839 50,267 53,689 9,002 5,580 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 216) -225 200 -175 -40 -98 -440 -73 656 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.1 0.3 79.9 89.2 84.8 90.6 15.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 23 28 25 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,022,505 COMMITMENTS 252,657 391,525 306,343 387,338 292,317 946,338 990,185 76,167 32,320 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -34,677) -1,981 1,595 17,395 -52,601 -52,390 -37,187 -33,400 2,510 -1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 38.3 30.0 37.9 28.6 92.6 96.8 7.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 116 106 139 64 59 273 229 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 290,299 COMMITMENTS 100,250 119,230 45,932 131,709 119,422 277,891 284,584 12,408 5,715 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 6,215) 2,037 -646 390 3,665 6,554 6,092 6,298 123 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 41.1 15.8 45.4 41.1 95.7 98.0 4.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 18 15 26 30 33 60 63 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 122,082 COMMITMENTS 21,312 20,143 16,228 75,128 80,812 112,668 117,183 9,414 4,899 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 858) 593 -4,293 1,058 -895 4,083 756 848 102 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 16.5 13.3 61.5 66.2 92.3 96.0 7.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 10 22 26 27 26 53 58 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,400,776 COMMITMENTS 596,145 50,578 100,656 674,470 1219284 1371271 1370518 29,505 30,258 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 4,881) 2,248 666 2,628 5 1,643 4,881 4,937 0 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 3.6 7.2 48.1 87.0 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 28 9 26 48 48 81 78 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,641 COMMITMENTS 20,293 64,373 36,266 274,779 228,600 331,338 329,239 3,303 5,402 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 6,329) -154 274 2,222 4,242 3,629 6,310 6,125 19 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 19.2 10.8 82.1 68.3 99.0 98.4 1.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 15 17 26 34 31 62 61 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 121,659 COMMITMENTS 52,432 52,260 20,208 47,911 47,645 120,551 120,113 1,108 1,546 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,281) -753 786 817 1,146 -807 1,210 796 71 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 43.0 16.6 39.4 39.2 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 19 16 25 21 19 52 48 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,961 COMMITMENTS 11,621 3,493 2,298 3,056 11,712 16,975 17,503 986 458 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -3) -15 40 50 -50 -30 -15 60 12 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 19.4 12.8 17.0 65.2 94.5 97.5 5.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 6 13 10 9 28 23 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,469 COMMITMENTS 20 501 100 2,183 1,610 2,303 2,211 166 258 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 0) 0 30 0 0 -30 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 20.3 4.1 88.4 65.2 93.3 89.6 6.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 13 12 16 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,972 COMMITMENTS 4,872 2,435 5,400 39,376 41,639 49,648 49,474 324 498 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 425) -140 282 269 267 -316 396 235 29 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 4.9 10.8 78.8 83.3 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 12 12 9 39 58 56 75 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,625 COMMITMENTS 374 692 248 2,332 2,455 2,954 3,395 671 230 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 671) -94 94 103 585 481 594 678 77 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 19.1 6.8 64.3 67.7 81.5 93.7 18.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 7 6 19 22 28 32 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 188,156 COMMITMENTS 17,820 535 1,080 169,149 186,541 188,049 188,156 107 0 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -3,450) 0 0 0 -3,450 -3,450 -3,450 -3,450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.3 0.6 89.9 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 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 3,380,028 COMMITMENTS 392,770 15,860 30,010 2957248 3334158 3380028 3380028 0 0 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 137,992) 0 0 0 137,992 137,992 137,992 137,992 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.5 0.9 87.5 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 17 19 19 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,322 COMMITMENTS 0 0 0 1039322 1039322 1039322 1039322 0 0 CHANGES FROM 07/05/16 (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 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 146,432 COMMITMENTS 0 2,560 0 146,176 143,872 146,176 146,432 256 0 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -50,336) 0 -880 0 -50,248 -49,456 -50,248 -50,336 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 99.8 98.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 9 11 10 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,305 COMMITMENTS 62 829 315 24,159 23,014 24,536 24,158 769 1,147 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 2,398) 10 0 -7 2,395 2,405 2,398 2,398 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.3 1.2 95.5 90.9 97.0 95.5 3.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 2 24 29 26 34 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 137,233 COMMITMENTS 8,003 2,600 2,785 125,295 131,055 136,083 136,440 1,150 793 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -12,444) -387 -55 -47 -11,960 -12,193 -12,394 -12,295 -50 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.9 2.0 91.3 95.5 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 12 14 10 54 50 73 68 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,890 COMMITMENTS 13,788 5,106 1 60,912 68,539 74,701 73,646 189 1,244 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,668) 142 0 1 1,525 1,667 1,668 1,668 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 6.8 0.0 81.3 91.5 99.7 98.3 0.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 1 22 27 28 30 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,145 COMMITMENTS 1,195 1,434 703 27,046 26,661 28,944 28,798 201 347 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 688) 25 -180 151 522 727 698 698 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 4.9 2.4 92.8 91.5 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 5 32 35 39 41 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,841 COMMITMENTS 2,150 2,697 567 13,636 13,039 16,353 16,303 488 538 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 580) 91 37 155 334 326 580 518 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 16.0 3.4 81.0 77.4 97.1 96.8 2.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 4 29 27 35 32 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,707 COMMITMENTS 323 131 151 13,136 13,711 13,610 13,993 1,097 714 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4) 124 15 115 -36 -76 203 54 -207 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.9 1.0 89.3 93.2 92.5 95.1 7.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 24 16 28 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,728,765 COMMITMENTS 516,217 221,422 527,690 589,838 883,190 1633745 1632302 95,020 96,463 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -23,058) -3,224 1,653 -13,790 -6,718 -18,403 -23,732 -30,540 674 7,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 12.8 30.5 34.1 51.1 94.5 94.4 5.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 139 116 172 94 120 332 329 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,486 COMMITMENTS 65,036 14,040 381 31,944 63,091 97,361 77,512 23,125 42,974 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,146) -525 -485 -91 347 2,737 -269 2,161 1,415 -1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 11.7 0.3 26.5 52.4 80.8 64.3 19.2 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 2 7 12 12 17 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 155,862 COMMITMENTS 9,571 56,794 70,128 69,146 21,686 148,845 148,608 7,017 7,254 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -2,167) 1,662 3,446 -4,134 1,177 -1,367 -1,295 -2,055 -872 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 36.4 45.0 44.4 13.9 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 13 24 20 19 48 43 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,468 COMMITMENTS 300 60 0 13,078 13,408 13,378 13,468 90 0 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -45) 0 0 0 -45 -45 -45 -45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.4 0.0 97.1 99.6 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 24 20 25 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,949 COMMITMENTS 15,000 6,961 324 5,653 14,552 20,977 21,837 1,972 1,112 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,329) 989 -620 105 -86 2,017 1,008 1,502 321 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.4 30.3 1.4 24.6 63.4 91.4 95.2 8.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 68 39 13 24 34 98 82 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,300 COMMITMENTS 54,237 11,834 877 7,573 54,909 62,687 67,620 7,613 2,680 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 6,460) 7,029 995 12 -638 4,911 6,403 5,918 57 542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.2 16.8 1.2 10.8 78.1 89.2 96.2 10.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 149 35 15 23 40 178 86 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 377,836 COMMITMENTS 101,412 50,352 64,402 192,409 241,158 358,223 355,912 19,613 21,924 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 227) -5,047 -2,999 7,270 -1,184 -3,445 1,039 826 -812 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 13.3 17.0 50.9 63.8 94.8 94.2 5.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 67 61 64 98 106 197 205 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,622 COMMITMENTS 2,104 3,223 255 7,889 6,742 10,248 10,220 2,374 2,402 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,475) 351 -83 41 928 1,527 1,320 1,485 155 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 25.5 2.0 62.5 53.4 81.2 81.0 18.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 6 2 12 8 17 14 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,847 COMMITMENTS 1,395 275 135 11,132 12,066 12,662 12,476 1,185 1,371 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 595) 75 0 0 520 530 595 530 0 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.0 1.0 80.4 87.1 91.4 90.1 8.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 18 14 21 17 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,196 COMMITMENTS 970 711 1,301 5,014 5,353 7,285 7,365 2,911 2,831 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 7.0 12.8 49.2 52.5 71.4 72.2 28.6 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 3 11 13 16 16 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,688 COMMITMENTS 8,447 17,776 1,013 10,228 746 19,688 19,535 0 153 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 300) 156 300 0 144 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 90.3 5.1 52.0 3.8 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 9 5 12 7 22 19 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 20,805 COMMITMENTS 8,451 8,779 6,449 5,223 5,152 20,123 20,380 682 425 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 868) 155 349 54 516 426 725 829 143 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 42.2 31.0 25.1 24.8 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 16 25 11 10 44 41 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,855 COMMITMENTS 3,083 890 20 35,457 37,945 38,560 38,855 295 0 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,409) 105 0 0 1,349 1,469 1,454 1,469 -45 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 2.3 0.1 91.3 97.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 1 23 20 26 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,855 COMMITMENTS 1,664 2,147 0 5,111 4,708 6,775 6,855 80 0 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 31.3 0.0 74.6 68.7 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 11 8 14 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,178 COMMITMENTS 2,261 8,736 452 15,732 9,479 18,445 18,667 733 511 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 524) 320 203 66 359 176 745 445 -221 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 45.6 2.4 82.0 49.4 96.2 97.3 3.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 6 5 27 21 36 31 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,916 COMMITMENTS 50 2,888 112 3,857 1,329 4,019 4,329 897 587 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 60) 15 48 6 45 23 66 77 -6 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 58.7 2.3 78.5 27.0 81.8 88.1 18.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 20 18 22 22 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,318 COMMITMENTS 525 1,720 866 6,727 5,425 8,118 8,011 200 307 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 256) -22 2 -42 314 254 250 214 6 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 20.7 10.4 80.9 65.2 97.6 96.3 2.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 9 8 24 21 35 33 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,325 COMMITMENTS 685 450 160 275 565 1,120 1,175 205 150 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 350) 240 170 30 70 90 340 290 10 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 34.0 12.1 20.8 42.6 84.5 88.7 15.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 6 4 8 12 16 20 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,702 COMMITMENTS 1,311 9,704 645 18,641 10,600 20,597 20,949 5,105 4,753 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 303) -974 -112 24 1,001 723 51 635 252 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 37.8 2.5 72.5 41.2 80.1 81.5 19.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 2 17 16 22 19
Updated July 15, 2016