GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,580 COMMITMENTS 12,303 5,181 2,198 39,341 46,887 53,842 54,266 738 314 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,570) 51 26 154 1,693 1,530 1,898 1,710 -328 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 9.5 4.0 72.1 85.9 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 6 9 35 42 45 55 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,866 COMMITMENTS 832 60 832 5,523 6,363 7,187 7,255 679 611 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 299) 0 35 40 246 221 286 296 13 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.8 10.6 70.2 80.9 91.4 92.2 8.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 5 28 28 34 35 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,520 COMMITMENTS 84 168 220 842 797 1,146 1,185 374 335 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 11.1 14.5 55.4 52.4 75.4 78.0 24.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 4 12 12 17 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,123 COMMITMENTS 1,084 565 393 6,225 6,895 7,702 7,853 421 270 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 402) 200 106 -45 362 484 517 545 -115 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 7.0 4.8 76.6 84.9 94.8 96.7 5.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 4 10 36 40 47 51 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,847 COMMITMENTS 209 1,925 170 6,065 4,387 6,444 6,482 403 365 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 172) 70 -27 29 78 170 177 172 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 28.1 2.5 88.6 64.1 94.1 94.7 5.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 8 6 25 20 32 29 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,102 COMMITMENTS 10 180 150 752 642 912 972 190 130 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 190) -50 -15 75 200 90 225 150 -35 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 16.3 13.6 68.2 58.3 82.8 88.2 17.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 5 11 10 16 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,539 COMMITMENTS 264 8,923 587 24,683 16,029 25,534 25,539 5 0 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 858) 0 19 125 733 714 858 858 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 34.9 2.3 96.6 62.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 5 2 28 18 31 23 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,822 COMMITMENTS 1,065 2,064 305 3,887 3,209 5,257 5,578 565 244 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 804) 50 217 109 637 492 796 818 8 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 35.5 5.2 66.8 55.1 90.3 95.8 9.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 7 9 23 23 36 34 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 4,115 COMMITMENTS 116 636 232 3,186 3,025 3,534 3,893 581 222 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 134) 15 15 -10 134 114 139 119 -5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 15.5 5.6 77.4 73.5 85.9 94.6 14.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 6 18 18 24 25 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,075 COMMITMENTS 71,247 56,483 83,108 203,583 226,704 357,938 366,295 43,137 34,780 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,667) -877 -6,737 3,978 835 8,479 3,936 5,720 -1,269 -3,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 14.1 20.7 50.8 56.5 89.2 91.3 10.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 45 49 62 83 81 169 160 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,706 COMMITMENTS 3,050 0 50 42,544 49,568 45,644 49,618 9,062 5,088 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -731) 50 0 0 -1,001 -1,651 -951 -1,651 220 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.1 77.8 90.6 83.4 90.7 16.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 23 26 25 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,097,985 COMMITMENTS 251,881 386,710 343,308 431,917 331,302 1027106 1061320 70,879 36,665 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 42,937) -6,616 13,627 11,876 40,341 16,462 45,601 41,965 -2,664 972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 35.2 31.3 39.3 30.2 93.5 96.7 6.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 120 112 149 74 66 284 252 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 287,366 COMMITMENTS 103,182 111,220 49,737 125,362 120,125 278,281 281,082 9,085 6,284 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 4,984) 3,864 -3,459 2,841 -110 5,576 6,595 4,958 -1,611 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 38.7 17.3 43.6 41.8 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 20 16 28 33 35 68 66 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 135,254 COMMITMENTS 21,973 23,455 17,130 85,629 90,419 124,732 131,004 10,522 4,250 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 4,041) -762 1,156 431 3,903 2,350 3,572 3,937 469 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 17.3 12.7 63.3 66.9 92.2 96.9 7.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 16 24 29 29 55 55 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,389,492 COMMITMENTS 585,158 42,492 119,414 655,987 1195622 1360559 1357528 28,933 31,964 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 9,047) 4,027 972 3,985 1,566 4,810 9,578 9,767 -531 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 3.1 8.6 47.2 86.0 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 10 27 49 48 81 80 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,770 COMMITMENTS 18,536 55,998 27,663 269,472 229,633 315,671 313,294 3,099 5,476 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -1,084) 972 -2,866 1,277 -3,535 268 -1,286 -1,321 202 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 17.6 8.7 84.5 72.0 99.0 98.3 1.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 17 28 33 32 63 63 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 103,521 COMMITMENTS 38,524 40,409 16,797 47,003 44,898 102,324 102,104 1,197 1,417 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 198) -1,566 -402 526 1,169 -376 129 -252 69 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 39.0 16.2 45.4 43.4 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 17 22 21 21 49 49 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,258 COMMITMENTS 10,931 3,174 2,192 3,305 11,717 16,428 17,083 830 175 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 289) 130 -130 114 -60 290 184 274 105 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 18.4 12.7 19.2 67.9 95.2 99.0 4.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 6 14 13 11 31 26 ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 2,382 COMMITMENTS 0 380 10 2,265 1,780 2,275 2,170 107 212 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.0 0.4 95.1 74.7 95.5 91.1 4.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 1 14 15 15 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,567 COMMITMENTS 4,399 2,988 5,744 40,063 41,606 50,206 50,338 361 229 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 3,630) 171 381 100 3,379 3,208 3,650 3,689 -20 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 5.9 11.4 79.2 82.3 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 11 13 12 40 56 56 76 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,395 COMMITMENTS 182 436 407 3,142 3,300 3,731 4,143 664 252 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 341) -36 70 37 357 271 358 378 -17 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 9.9 9.3 71.5 75.1 84.9 94.3 15.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 5 6 21 24 28 31 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 185,434 COMMITMENTS 15,780 420 1,080 168,490 183,934 185,350 185,434 84 0 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 13,173) -2,040 0 0 15,213 13,173 13,173 13,173 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.2 0.6 90.9 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 22 17 23 19 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,942,937 COMMITMENTS 396,530 15,860 26,250 2520157 2900827 2942937 2942937 0 0 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.5 0.9 85.6 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 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,021,146 COMMITMENTS 0 0 0 1021146 1021146 1021146 1021146 0 0 CHANGES FROM 08/09/16 (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 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 104,064 COMMITMENTS 0 1,920 0 103,872 102,144 103,872 104,064 192 0 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -47,696) 0 -880 0 -47,608 -46,816 -47,608 -47,696 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 99.8 98.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 8 12 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,750 COMMITMENTS 0 690 301 26,004 24,688 26,305 25,679 445 1,071 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,816) -33 22 -4 2,978 2,923 2,941 2,941 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 1.1 97.2 92.3 98.3 96.0 1.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 5 2 28 31 30 36 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 138,105 COMMITMENTS 7,476 2,315 3,933 125,857 131,282 137,266 137,530 839 575 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 990) 193 123 5 776 862 974 990 16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.7 2.8 91.1 95.1 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 10 15 12 57 58 75 77 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 81,315 COMMITMENTS 13,842 5,181 1 67,303 74,894 81,146 80,076 169 1,239 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,683) -1,020 20 0 3,703 2,663 2,683 2,683 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 6.4 0.0 82.8 92.1 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 4 1 24 27 29 31 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,145 COMMITMENTS 1,275 1,318 698 31,972 31,849 33,945 33,865 200 280 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 828) 370 4 128 330 716 828 848 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 3.9 2.0 93.6 93.3 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 3 5 35 40 42 46 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,505 COMMITMENTS 2,354 2,057 636 14,159 14,334 17,149 17,027 356 478 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 877) 375 120 67 435 720 877 907 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 11.8 3.6 80.9 81.9 98.0 97.3 2.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 2 4 30 28 36 33 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,593 COMMITMENTS 562 223 129 12,847 13,877 13,538 14,229 1,055 364 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 953) 71 83 -119 881 996 833 960 120 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.5 0.9 88.0 95.1 92.8 97.5 7.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 3 25 17 30 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,852,402 COMMITMENTS 570,209 262,709 518,943 673,303 965,732 1762455 1747384 89,947 105,018 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 22,423) 8,181 -41,069 -9,334 33,925 68,147 32,772 17,744 -10,349 4,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 14.2 28.0 36.3 52.1 95.1 94.3 4.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 141 124 173 95 125 328 351 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,825 COMMITMENTS 59,185 13,981 762 33,959 63,523 93,906 78,266 22,919 38,559 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 12.0 0.7 29.1 54.4 80.4 67.0 19.6 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 2 10 14 14 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,188 COMMITMENTS 9,071 56,547 51,622 69,389 20,322 130,082 128,491 6,106 7,697 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 577) -1,464 -1,387 357 1,996 928 889 -102 -312 679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 41.5 37.9 51.0 14.9 95.5 94.3 4.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 19 25 21 20 49 46 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,205 COMMITMENTS 240 30 0 12,950 13,175 13,190 13,205 15 0 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.2 0.0 98.1 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 23 21 24 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,123 COMMITMENTS 21,560 6,337 343 4,832 21,232 26,735 27,912 2,388 1,211 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -1,149) -1,167 -624 -131 -65 -191 -1,363 -946 214 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.0 21.8 1.2 16.6 72.9 91.8 95.8 8.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 84 35 12 25 38 116 80 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 80,960 COMMITMENTS 64,787 10,450 1,663 6,902 66,471 73,352 78,584 7,608 2,376 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 315) -472 1,140 875 -197 -945 206 1,070 109 -755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.0 12.9 2.1 8.5 82.1 90.6 97.1 9.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 139 37 18 23 44 174 90 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 418,232 COMMITMENTS 108,837 59,747 77,253 213,419 257,508 399,509 394,508 18,723 23,724 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 8,182) 417 1,290 -3,844 11,277 11,602 7,850 9,048 332 -866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 14.3 18.5 51.0 61.6 95.5 94.3 4.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 74 59 66 88 103 200 198 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,558 COMMITMENTS 2,629 2,558 195 6,834 7,505 9,658 10,258 2,900 2,300 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 995) 290 0 0 385 655 675 655 320 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 20.4 1.6 54.4 59.8 76.9 81.7 23.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 5 2 13 10 18 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,767 COMMITMENTS 444 440 1,298 7,346 6,847 9,088 8,585 679 1,182 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 4.5 13.3 75.2 70.1 93.0 87.9 7.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 14 15 18 19 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,022 COMMITMENTS 1,105 365 75 13,665 14,632 14,845 15,072 1,177 950 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 605) 0 0 0 640 375 640 375 -35 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.3 0.5 85.3 91.3 92.7 94.1 7.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 16 17 19 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 18,921 COMMITMENTS 7,464 16,831 1,361 10,028 593 18,853 18,785 68 136 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 75) -100 133 -216 409 192 93 109 -18 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 89.0 7.2 53.0 3.1 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 8 5 10 7 20 18 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 21,182 COMMITMENTS 7,941 9,648 6,403 6,505 4,668 20,849 20,719 333 463 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,726) 97 460 1,173 406 -20 1,676 1,613 50 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 45.5 30.2 30.7 22.0 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 20 27 14 14 46 49 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,482 COMMITMENTS 3,198 685 50 32,964 35,747 36,212 36,482 270 0 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -50) 120 0 50 -220 -100 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.9 0.1 90.4 98.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 1 27 19 32 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,275 COMMITMENTS 1,581 1,842 40 4,597 4,393 6,218 6,275 57 0 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 25) 25 0 0 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 29.4 0.6 73.3 70.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 1 10 9 14 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,262 COMMITMENTS 1,681 8,994 634 17,238 10,433 19,553 20,061 709 201 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,431) -94 175 78 1,499 1,224 1,483 1,477 -52 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 44.4 3.1 85.1 51.5 96.5 99.0 3.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 8 7 28 22 37 36 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 4,449 COMMITMENTS 109 2,536 120 3,318 1,253 3,547 3,909 902 540 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 211) 5 34 50 230 117 285 201 -74 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 57.0 2.7 74.6 28.2 79.7 87.9 20.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 18 19 21 23 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,571 COMMITMENTS 442 458 438 2,541 2,555 3,421 3,451 150 120 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 132) 72 -40 52 8 120 132 132 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 12.8 12.3 71.2 71.5 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 6 13 12 21 18 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,154 COMMITMENTS 1,243 2,485 76 6,444 5,319 7,763 7,880 391 274 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 39) 39 151 -105 92 -59 26 -13 13 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 30.5 0.9 79.0 65.2 95.2 96.6 4.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 8 3 23 21 30 30 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,620 COMMITMENTS 700 390 240 510 830 1,450 1,460 170 160 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 100) -40 -90 110 60 130 130 150 -30 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 24.1 14.8 31.5 51.2 89.5 90.1 10.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 7 6 7 11 13 21 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,079 COMMITMENTS 686 7,721 788 15,563 9,175 17,037 17,684 5,042 4,395 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 596) -190 66 103 369 633 282 802 314 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 35.0 3.6 70.5 41.6 77.2 80.1 22.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 18 14 21 17
Updated August 19, 2016